Work

Peramalan Data Ihsg 2021-2025 Di Indonesia Dengan Time Series Modeling Autoregressive Integrated Moving Average (arima)

Year: 2025

Type: article

Abstract: The real-time and fluctuating movements of the Indonesian Stock Exchange Composite Stock Price Index (Composite Stock Price Index) are often used by stakeholders, especially investors, as a reference in making investment decisions. This research aims to predict the Indonesian Stock Exchange Composite Stock Price Index (IDX Composite Index) using the Autoregressive Integrated Moving Average (ARIMA) time series model. Based on the results of research that has been carried out, the ARIMA model chosen is ARIMA 1 1 1. Therefore, by using this model forecasts can be made for ten weeks.

Source: JURNAL ILMIAH EKONOMI DAN MANAJEMEN

DOI: 10.61722/jiem.v3i5.4650

Authors: Abel Gempati, Faisal Agymnastiar Rahmad Fradani, Rayya Malik Ibrahim, Tenry Kusuma Astuti, Yusuf Riyan Prasetyo

Institution: Universitas Gadjah Mada

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: diamond

OpenAlex ID: W4410568164

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