Forecasting Of Rupiah Exchange Rate In Asean Throughout The Covid-19 Pandemic Using Arima

Changes in the exchange rate of Rupiah against foreign currencies is an inevitable condition. Every day, the Rupiah currency always changes. Of course, this change in the Rupiah currency exchange rate can occur due to various factors, both from economic and social
factors. With various factors that influence, the government must always ensure whether these factors can be controlled or not. There have been many studies conducted on this change in the Rupiah currency exchange rate. One of them is forecasting the future from the Rupiah currency exchange rate. This forecasting is certainly carried out after a thorough analysis process and using the right method. One method that is often used to perform this forecasting process is the ARIMA model. ARIMA model is an accurate model for forecasting in a short duration. This study will discuss the Rupiah exchange rate that occurred during the COVID-19 pandemic. Forecasting will use the ARIMA model. The results of this study will be in the form of predictive data analysis to describe the condition of the Rupiah currency exchange rate with the currencies of the ASEAN region during the COVID-19 pandemic.