Studi tentang peramalan harga saham perbankan (LQ45) di BEJ dengan menggunakan metode ARIMA.

Angela, Nancy (2007) Studi tentang peramalan harga saham perbankan (LQ45) di BEJ dengan menggunakan metode ARIMA. Masters thesis, Universitas Pelita Harapan.

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Abstract

The activations of share's prices in BEJ were having their own characteristic and rules. To minimized investment risk in trading of shares, some techniques had been developed under certain assumption to improved prediction ability of individual share's price accurately. Technical methodology that had been developed to predict the activation of share's price based on statistic was autoregressive model which called ARIMA (p,d,q) . This method had assumption that the share 's price present and in the future was influenced by share's price previously. ARIMA (p,d,q) model was a tool to develop prediction model, had a non stationer characteristic, suitable to predicted activation of data's trend in the same manner of share's price activation. / Pergerakan harga saham di BEJ merupakan sesuatu yang memiliki karakteristik dan keteraturan sendiri.Untuk meminimalkan resiko investasi dalam perdagangan saham, berbagai teknik dikembangkan dengan asumsi tertentu untuk meningkatkan kemampuan prediksi harga saham individual secara akurat. Metode teknikal yang dikembangkan untuk memprediksi pergerakan harga saham yang bersandar pada teknis statistik adalah model autoregressive yang dikenal ARIMA (p,d,q). Metode ini mengasumsikan bahwa harga saham sekarang dan yang akan datang dipengaruhi oleh harga saham sebelumnya. Model ARIMA(p,d,q) yang menjadi alat bantu utama untuk pembangunan model peramalan memiliki sifat nonstasioner yang cocok untuk meramal pergerakan data yang bersifat trend sebagaimana pergerakan harga saham pada umumnya.

Item Type: Thesis (Masters)
Creators:
CreatorsNIMEmail
Angela, NancyNIM03920050004UNSPECIFIED
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorMuljono, MuljonoUNSPECIFIEDUNSPECIFIED
Additional Information: T 39-05 ANG s
Subjects: T Technology > T Technology (General) > T55.4-60.8 Industrial engineering. Management engineering
Divisions: University Subject > Historic > Faculty/School > Department of Master of Industrial Engineering Program
Historic > Faculty/School > Department of Master of Industrial Engineering Program
Depositing User: Phillips Iman Heri Wahyudi
Date Deposited: 27 Feb 2021 02:46
Last Modified: 18 Nov 2021 03:20
URI: http://repository.uph.edu/id/eprint/22706

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