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Journal : Jurnal Informatika Global

Prediksi Data Time Series Harga Penutupan Saham Menggunakan Model Box Jenkins ARIMA Imelda Saluza; Dewi Sartika; Lastri Widya Astuti; Faradillah Faradillah; Leriza Desitama; Endah Dewi Purnamasari
Jurnal Informatika Global Vol 12, No 2
Publisher : UNIVERSITAS INDO GLOBAL MANDIRI

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.36982/jiig.v12i2.1940

Abstract

The ability to predict time series data on closing market prices is critical in determining a company's stock results. The development of an efficient stock market has a positive correlation with economic growth, in a country both in the short and long term. In practice, investors tend to invest in countries that have a stable economy, low crime. The rise and fall of stock prices has made many investors develop various effective strategies in predicting stock prices in the future with the aim of making investment decisions so that investors can guarantee their profits and minimize risk.As a result, the researchers developed a model that could accurately estimate precision. Time series data models are one of the most powerful methods to render assumptions in decisions containing uncertainty. The AutoRegressive Integrated Moving Average (ARIMA) model with the Box Jenskins time series procedure is one of the most commonly used prediction models for time series results. The steps for using the Box Jenskins ARIMA model for historical details of expected stock closing prices are outlined in this paper. BBYB and YELO stock data from yahoo.finance were used as historical data. The Aikake Information Criterion (AIC), Bayesian Information Criterion (BIC) / Schawrz Bayesia Criterion (SBC), Log Probability, and Root Mean Square Error (RMSE) are used to choose an effective model, and the model chosen is ARIMA (1 , 1,2). The findings suggest that the Jenkins ARIMA box model has a lot of scope for short-term forecasting, which may help investors make better decisions. Keywords: prediction, the stock's current closing price, Box Jenskins ARIMA model
Co-Authors Adinda Mutiara Puteri Aisyah Tamiah Alfian, Nesya Putri Aliah Ghina Alie, Muhammad Fadhiel Andani, Herlin Andina Yulianti Andini Utari Putri Andini Utari Putri Angelista, Fifie Dea Anggun Widiya Anjani, Adinda Ayu Annisya, Dhea Argeto, Valentino Asmawati Asharie Delia Amanda Putri Desi Rovita Desti Rahma Sari Dewi Purnamasari, Endah Endah Dewi Purnamasari Ensiwi Munarsih, Ensiwi Fahlevie, Recja Faradillah Faradillah , Faradillah Faradillah Faradillah Faradillah, Faradillah Febri Denny Irawan Ghina, Aliah Gumano, Hendry Natanael Harsi Romli Hendarmin, Rum Imelda Saluza, Imelda Ira Syafira Jinal Jinal Kemala Ratu, Mutiara Kgs. M. Nurkholis Kinanti, Asih Krisna Trizelika Wahyuni Kurniawan, Refi Lastri Widya Astuti Lidia Heni Sulistiani Lidiya Paramita Lili Syafitri Lili Syafitri, Lili Lily Syafitri M. Oksa Ariandi Mareta, Cindy Putri Marizka, Hany Maulana, Asri Meiriasari, Vhika Melinda Melinda Melinda Meyvira Permata Muhammad Dzaironi Muhammad Fadhiel Alie Muhammad Hamdan Sayadi Mutiara Kemala Ratu Nesya Putri Alfian Ningsih Wahyuni Oktavia, Putri Aisa Pamukti, Hakiki Prameswari, Femy Adelia Purnamasari, SE, MM, Endah Dewi Putri Ayu Lestari Putri Puji Lestari Putri, Andini Utari Putri, Raisa Ananda Putri, Shinta Diana R M Rum Hendarmin Rafika Sari Rafika Sari Reny Aziatul Pebriani rezaziu, M. Reza Eka Putra Rianita Rima Melati Rizkiani, Nanda RM. Rum Hendarmin Rossi, Lola Valentina Roswaty Roswaty Salsabila, Meisha Saputri, Selfi Sari, Lilis Permata Sartika, Dewi Septi Oktarina Shabita, Amillya Shafiera Lazuarni Sheirina, Annisa Ervinadya Sinta Habibah Sutikno, Hary Syabitha, Fidya Nur Try Wulandari Try Wulandary Vhika Meiriasari Vhika Meiriasari Vitri Andriani Wahyuni, Ningsih Widiastuti, Risma Winne Rosalina Wulandari, Try Yogi Darma Saputra Yohana Gresia