Analisis Peramalan Harga Saham Menggunakan Metode ARIMA
Abstract: Nowadays, lot of
people make an investments to get a passive income. This is used by many
companies to acquire financial resources through the stock offering to society.
However, thestock is a type of investment that has the potential for greater
gains and losses than other types of investment. This happens because of the
difficulty of predicting the change of stock prices that. Tobe able to predict
the stock prices fluctuated, it needed a forecast of stock price in the future.
One of the method that can be used to forecast is the ARIMA method. Based on
trial and forecasting evaluation, it is known that, this analysis produces the
best ARIMA model that can be used toforecasting the next five periods, so it
can help the society to predicting the stock prices of EXCL, FREN, ISAT, and
TLKM. Best ARIMA models for forecasting the stock prices of EXCL is ARIMA(1,1,0),
to forecasting the stock prices of FREN is ARIMA (0,1,1), to forecasting the
stock prices of ISAT is ARIMA (1,2,2), and to forecasting the stock prices of
TLKM is ARIMA (1,1,1).
Penulis: Arif Rahman
Kode Jurnal: jptinformatikadd160686
