Analisis Prediksi Rasio Solvabilitas Pada Bank Mega Syariah Menggunakan Metode ARIMA BOX-JENKINS

Abstract

In 2023 it is estimated that there will be a world economic recession which will affect all countries, including Indonesia. Islamic banking companies must anticipate and minimize the risks that will occur as a result of the global recession. What can be done by Islamic banking is to make a plan. This type of research used is quantitative research. The method used in this study is the Box-Jenkins ARIMA method using secondary data obtained from quarterly financial reports of Bank Mega Syariah quarter I 2008 to quarter IV 2022 with a total of 60 data and forecasting for quarter I 2023 to quarter IV 2024. The solvency ratio forecasting model at Bank Mega Syariah for the Debt to Asset Ratio obtains the ARIMA forecasting model (0.1.4) with a significance value of 0.0003 <0.05 and forecasting results for the next 8 quarters will experience fluctuating movements with an average value of 38.82% and can be said to be good because the value of the Debt to Asset Ratio is still relatively low. Meanwhile, for the Debt to Equity Ratio, get the ARIMA forecasting model (4,1,0) with a significance value of 0.0484 <0.05 and the forecasting results for the next 8 quarters will continue to decline with an average value of 50.52% and it can be said good because the Debt to Equity Ratio is still relatively low.