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All Journal Prosiding Seminar Nasional Official Statistics
Lola Monica
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Humanities Computer Science & IT Economics, Econometrics & Finance Social Sciences

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Prediksi Harga Emas di Pasar Jakarta Menggunakan ARIMAX dengan Google Trends dan Stabilitas Moneter Dinda Putri Nabila; Lola Monica; Moh. Fajril Adiko; Ibrahim Bazra Ritonga; Fitri Kartiasih
Seminar Nasional Official Statistics Vol 2026 No 1 (2026): Seminar Nasional Official Statistics 2026
Publisher : Politeknik Statistika STIS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34123/semnasoffstat.v2026i1.2652

Abstract

Gold has long been regarded as an important safe-haven asset; however, its price movements in the domestic market have become increasingly complex, particularly in the post-COVID-19 period. This study aims to identify the optimal combination of exogenous variables in the Autoregressive Integrated Moving Average with Exogenous Variables (ARIMAX) model for forecasting gold prices in the Jakarta market. The exogenous variables examined include inflation, the Bank Indonesia policy interest rate, the USD/IDR exchange rate, and the Google Trends search index for the keyword “gold price”. The analysis uses monthly data from 2022 to 2025, comprising a total of 46 observations. The results indicate that ARIMA(0,2,2) is the best baseline model. Furthermore, among the various combinations of exogenous variables, only Google Trends is statistically significant and improves forecasting accuracy, whereas monetary stability indicators do not make a consistent contribution. These findings suggest that Google Trends, as a proxy for search attention, provides additional information that is relevant to modeling and forecasting gold prices in the Jakarta market.
Co-Authors Dinda Putri Nabila Fitri Kartiasih Ibrahim Bazra Ritonga Moh. Fajril Adiko