Peramalan Kinerja Keuangan PT Bank Syariah Bukopin Menggunakan Metode ARIMA Box-Jenkin
DOI:
https://doi.org/10.32678/bs.v8i2.8246Kata Kunci:
Box-Jenkins, forcasting, ROA, ROEAbstrak
Kepercayaan masyarakat terhadap bank dapat dipengaruhi oleh kinerja suatu bank yang dapat dilihat dari tingkat profitabilitasnya. Terjadinya penurunan kinerja suatu bank akan menyebabkan menurunnya tingkat profitabilitas suatu bank. Sehingga apabila terjadi penurunan tingkat profitabilitas akan menyebabkan penurunan kepercayaan masyarakat terhadap bank. Penelitian ini bertujuan untuk meramalkan data kinerja keuangan Bank Syariah Bukopin menggunakan metode ARIMA Box-Jenkins. Data yang digunakan untuk penelitian ini adalah data rasio triwulan profitabilitas ROA dan ROE tahun 2010-2020. Hasil penelitian ini menunjukkan bahwa model ARIMA (1,1,0) dapat digunakan untuk melakukan peramalan data ROA.
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Referensi
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