DWIYANTI, IVO AGESTI (2025) PREDIKSI SUKU BUNGA KREDIT KONSUMSI BANK UMUM DI INDONESIA DENGAN MODEL SEASONAL AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (SARIMA). S1 thesis, Universitas Mercu Buana Jakarta.
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Abstract
Consumer credit is a credit facility for individuals to meet needs such as education, housing, and vehicle purchases. The credit card business in Indonesia has experienced rapid growth, with transaction values reaching Rp 37.92 trillion in December 2023. The interest rate has an influence on consumer behavior in the distribution of consumer credit in the banking sector. However, until now, there is no available prediction model for the consumption credit interest rates of commercial banks in Indonesia, even though this prediction is important for decision-making by both banks and the public. This research uses the Seasonal Autoregressive Integrated Moving Average (SARIMA) prediction model. Based on the comparison with models that have significant parameters and white noise residual, the SARIMA (0,1,0)(2,1,0)12 model shows the smallest values for Root Mean Squared Error (RMSE), Mean Absolute Error (MAE), and Mean Absolute Percentage Error (MAPE), which are 0,277, 0,227, and 2,19% respectively. In addition, it has the smallest Bayesian Information Criterion (BIC) value of -2.006,61. The forecasting results indicate a downward trend in the general bank's consumer credit interest rates from January 2024 to December 2024. Therefore, the public can consider using consumer credit, as the cost of credit will become more affordable. Keywords: SARIMA, commercial banks, consumer credit, interest rates, prediction Kredit konsumsi merupakan fasilitas kredit bagi individu untuk memenuhi kebutuhan seperti pendidikan, perumahan, dan pembelian kendaraan. Bisnis kartu kredit di Indonesia mengalami pertumbuhan pesat, dengan nilai transaksi mencapai Rp 37,92 triliun pada Desember 2023. Tingkat suku bunga memiliki pengaruh terhadap perilaku konsumen dalam penyaluran kredit konsumsi di sektor perbankan. Namun, hingga saat ini, belum ada model prediksi yang tersedia untuk suku bunga kredit konsumsi bank umum di Indonesia, padahal prediksi ini penting untuk pengambilan keputusan baik oleh pihak bank maupun masyarakat. Penelitian ini menggunakan model prediksi Seasonal Autoregressive Integrated Moving Average (SARIMA). Berdasarkan perbandingan dengan model yang memiliki parameter signifikan dan residual white noise, model SARIMA (0,1,0)(2,1,0)12 menunjukkan nilai Root Mean Squared Error (RMSE), Mean Absolute Error (MAE) dan Mean Absolute Percentage Error (MAPE), terkecil masing-masing sebesar 0,277, 0,227, dan 2,19%. Selain itu memiliki nilai Bayesian Information Criterion (BIC) terkecil sebesar -2.006,61. Hasil peramalan menunjukkan tren penurunan suku bunga kredit konsumsi bank umum dari Januari 2024 hingga Desember 2024. Oleh karena itu, masyarakat dapat mempertimbangkan untuk menggunakan kredit konsumsi, karena biaya kredit akan menjadi lebih terjangkau. Kata kunci: SARIMA, bank umum, kredit konsumsi, prediksi, suku bunga
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