Implementasi Metode Simple Moving Average untuk Memprediksi Sukuk di Indonesia

Endah Dwi Jayanti

Abstract


Abstrak

 

Penelitian ini bertujuan untuk mengimplementasikan metode moving average dalam memprediksi jumlah sukuk yang diterbitkan di Indonesia. Metode moving average digunakan untuk menganalisis dan meramalkan tren jumlah sukuk dengan membandingkan tiga orde moving average, yaitu orde ke 4, orde ke 3, dan orde ke 2. Data yang digunakan mencakup jumlah sukuk yang diterbitkan dari tahun 2013 sampai dengan 2024. Hasil penelitian menunjukkan bahwa metode moving average dengan orde ke 2 memberikan hasil prediksi yang paling akurat dibandingkan dengan orde ke 3 dan orde ke 4. Hal ini dibuktikan dengan nilai kesalahan prediksi yang lebih rendah pada MAD (Mean Absolute Deviation), MSE (Mean Squared Error), dan MAPE (Mean Absolute Percentage Error) pada orde ke 2. Temuan ini menyatakan bahwa orde ke 2 lebih efektif dalam memberikan proyeksi yang lebih stabil dan mendekati data aktual, sehingga dapat digunakan sebagai alat prediksi yang lebih andal untuk perencanaan sukuk di masa depan di Indonesia.


Keywords


Moving Average, Sukuk, MAD, MSE dan MAPE

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DOI: https://doi.org/10.15548/jostech.v6i1.13488

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