PERAMALAN PERGERAKAN SAHAM TELKOM  

Oleh:

Rahayu, Theresia Puji

Jenis: Article from Journal - ilmiah nasional
Dalam koleksi: Jurnal Ekubank: Ekonomi Keuangan Dan Perbankan no. 02 (Jul. 2009), page 41.
Topik: Stock price; Correlogram; Forecasting; ARIMA

Ketersediaan

Perpustakaan PKPM Nomor Panggil: J122 Non-tandon: tidak ada Tandon: 1

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Isi artikel

The researchahnsto get the bestmodelto forecastPT. TelkomstockpricemCNemenTth. edatais whitenoisein first difference.ThecorreJogramonfirstdifferencedidn'tshowthe laglengthoptimalortheorderofARIMA.Sowemaketrialand errorto getthecandidatesmodelofARIMA.Therearesome candidatesmodels,ARIMA(1,1,1),ARIMA(3,1,2),ARIMA (4,1,2)andARIMA(4,1,3).Thebestmodel isARIMA(1,1,1) withleastAkaikeInfoCriterion(AIC)andbiggestadjustedR2. Weusestaticforecastingonmovement of TeJkomstockprice becausethemethodhaslessrootmeansquareerror(RMSE) thandynamicforecastingF.orecastinognmCNemeonftTelkom stockpriceshowsthesamemovement ontherealdata

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