Analisis Sentimen untuk Prediksi Inflasi Rupiah 2025 dengan VADER dan LSTM
Abstract
Ketidakstabilan nilai Rupiah dan ancaman inflasi adalah masalah ekonomi yang terus ada. Berita dan pertanda yang terlambat atau terlewat mengakibatkan kepanikan ekonomi bagi semua masyarakat. Penelitian ini bertujuan untuk mencari korelasi, pengaruh dan memprediksi nilai Rupiah dengan sentimen postingan media sosial. Dataset sentimen didapatkan dari crawling postingan media sosial X dengan kata kunci “rupiah menguat”, “rupiah melemah” pada periode Januari sampai Juni 2025 dan diperoleh 7550 postingan. Data Rupiah diperoleh dari website Bank Indonesia menggunakan data periode Januari sampai Agustus 2025. VADER sebagai referensi nilai sentimen berdasarkan compound skor dari postingan sosial media. LSTM dilatih dua kali, hanya dengan nilai historis Rupiah dan tambahan sentimen, akan memprediksi nilai Rupiah, hasil berupa selisih dua pelatihan dengan nilai aktual Rupiah dan perbandingan peningkatan antara dua latihan sebelumnya. Hasil menunjukkan adanya korelasi serta pengaruh sentimen sosial media terhadap inflasi Rupiah. Ditunjukkannya dengan mean sentimen dan compound skor yang memiliki korelasi cukup kuat berlawanan terhadap variabel nilai Rupiah walau menunjukkan korelasi lemah positif terhadap arah Rupiah, total post yang berkorelasi positif terhadap nilai Rupiah, dan peningkatan yang tinggi untuk model LSTM yang dilatih menggunakan sentimen, membuktikan penerapan VADER untuk menilai sentimen postingan sosial media sebagai arah/sinyal adanya perubahan nilai dan prediksi inflasi Rupiah.
Kata kunci: analisis sentimen, LSTM, prediksi inflasi, rupiah, VADER
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