APLIKASI MODEL ARIMA GARCH DALAM PERAMALAN DATA NILAI TUKAR RUPIAH TERHADAP DOLAR TAHUN 2017-2022

The Indonesian rupiah (IDR) exchange rate is used to gauge Indonesia's economic stability. Maintaining the IDR rate's stability critical since it has a direct impact on national monetary situation, particularly during Covid-19 pandemic. Forecasting important do and one way assess government policy. data series be here are from Yahoo Finance. It consists of 271 taken August 2017 October 2022. This study aims use Autoregressive Integrated Moving Average (ARIMA) Generalized Conditional Heteroscedasticity (GARCH) modeling method using R-studio software predict rate. ARIMA describes based certain time series. ARCH-Lagrange Multiplier (ARCH-LM) was applied residuals best model test whetoer heteroscedasticity. testing result shows that residual Therefore, GARCH can handle it. results this obtained for ARIMA(2,1,3) GARCH(3,6) as describe actual pattern with mean absolute percentage error (MAPE) forecasting value 1,99%.