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MODEL PERAMALAN HARGA SAHAM MENGGUNAKAN METODE ARIMA – GARCH (STUDI KASUS SAHAM PT. UNILEVER INDONESIA) Supriyanto, Supriyanto; Utami, Aisyah Putri; Istikanaah, Najmah
Jurnal Ilmiah Matematika dan Pendidikan Matematika Vol 15 No 1 (2023): Jurnal Ilmiah Matematika dan Pendidikan Matematika (JMP)
Publisher : Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20884/1.jmp.2023.15.1.8658

ABSTRACT. In this research, we focus on analyzing the stock price behavior of PT Unilever Indonesia and aim to improve the accuracy of stock price forecasting. The stock prices of PT Unilever Indonesia exhibit significant fluctuations, resulting in heteroscedasticity due to high volatility. While the Box-Jenkins ARIMA method is capable of generating accurate predictions, its precision diminishes when applied to data with heteroscedasticity. To address this limitation, the research employs the ARIMA-GARCH method. ARIMA-GARCH model treats heteroscedasticity as an opportunity, constructing a more robust forecasting model. The result of this research is the identification of the best ARIMA-GARCH model as ARIMA(1,0,1)-GARCH(1,2). Furthermore, the forecasting results for seven periods, from January 20, 2021, to January 28, 2021, using the best ARIMA-GARCH model, are summarized as follows Rp. 7,535.00, Rp. 7,511.00, Rp. 7,497.00, Rp. 7,489.00, and Rp. 7,485.00, respectively.Keywords: ARIMA-GARCH Model, Forecasting, Return and Stock. ABSTRAK. Fokus penelitian ini pada analisis karakteristik harga saham PT Unilever Indonesia dengan tujuan meningkatkan akurasi peramalan harga saham. Saham PT Unilever Indonesia adalah salah satu saham yang mengalami perubahan harga fluktuatif. Hal tersebut menimbulkan efek heteroskedastisitas karena volatilitas harga saham yang tinggi. Metode ARIMA Box-Jenkins dapat menghasilkan peramalan yang akurat, namun kurang tepat apabila digunakan untuk meramalkan data yang memiliki efek heteroskedastisitas. Oleh karena itu, dalam penelitian ini kami menggunakan metode ARIMA-GARCH. Metode ini dapat mengatasi heteroskedastisitas dan memanfaatkannya dalam pembentukan model peramalan, Hasil penelitian ini menunjukkan bahwa model terbaik yang didapatkan adalah ARIMA(1,0,1)-GARCH(1,2). Selain itu, hasil peramalan untuk tujuh periode, yaitu dari tanggal 20 Januari 2021 hingga 28 Januari 2021, menggunakan model ARIMA-GARCH terbaik, adalah Rp7.535,00, Rp7.511,00, Rp7.497,00, Rp7.489,00, dan Rp7.485,00.Kata Kunci: Model ARIMA-GARCH, Peramalan, Return, Saham.

Aspek Hukum Penggunaan Surat Berharga Pada Dunia Perbankan Bagi Masyarakat Indonesia Roziana , Refsi; Efendi , Fithria Habib; Herlika, Eren; Ameilia, Deva; Utami, Aisyah Putri
Jurnal Kewirausahaan & Inovasi Vol. 2 No. 1 (2024): Agustus
Publisher : Universitas Dehasen Bengkulu

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37676/jkwi.v2i1.84

Indonesia's economic activities, Indonesia's economic development is inseparable from the role of the banking world, which is the main driving force for the national economy. The world of banking acts as an intermediary for the real sector and the financial sector in people's economic activities. In its activities, banking collects and distributes funds from the public and then returns them to the community in the form of credit or money loans. Indeed, in the context of banking life, both customers depositing funds and customers receiving funds are equally important. Because it is from both sides of the customer that the bank can run its business. From customers depositing bank funds, they will receive business capital, which then from customers receiving funds, the funds are channeled by obtaining profits in the form of interest. It can be said that the bank's business is to take advantage of the difference between the interest on savings/deposits, and the interest on the loans it distributes. Thus it can be said that the existence of customers is the "heart" of banking life, without customers a bank will not exist and will have no meaning in society. The bank will grow if the customer makes it big, otherwise the bank will collapse if the customer no longer trusts it. In its operational activities, the bank has securities instruments. In addition to securities as letters of legitimacy, there are other documents of legitimacy, such as bike deposit tickets, goods deposit certificates (hat deposit) and so on. One of the instruments that play a large role in banking activities is the existence of securities in the form of checks, current accounts, certificates of deposit, and time deposits. These securities have a cash value equal to the value stated on the securities. For holders of securities (appointment and replacement letters) this letter is the only letter of legitimacy for them. If he loses the letter, then he can no longer ask for the fulfillment of his rights to the debtor, except in matters regulated by law. Thus, we see the difference between letters on appointment and on replacement as letters of legitimacy compared to other letters as letters of legitimacy. Based on this description, it can be seen that the important role of securities for the banking world and for society in general is that the writer is very interested in conducting research with that title.

Penyuluhan Strategi Manajemen Pemasaran Pada Piscok Meler (Studi kasus di Jln. Dempo Raya Simpang Lampu Merah Dehasen Kota Bengkulu ) utami, Aisyah putri; Yanti, Rina Trisna
Jurnal Dehasen Mengabdi Vol 2 No 2 (2023): September-Februari
Publisher : Universitas Dehasen Bengkulu

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37676/jdm.v2i2.4859

The Piscok Meler business must have strong competitiveness so that the business can survive. From Counseling on Strategy Management Piscok Meler uses descriptive qualitative methods in the form of research or verbal words from the owner and behavior can be very significant. From the owner's response, it was immediately constrained by ingredients that were difficult to find.

Aspek Hukum Penggunaan Surat Berharga Pada Dunia Perbankan Bagi Masyarakat Indonesia Roziana, Refsi roziana; Efendi, Fithria habib efendi; Ameilia, Deva; Herlika, Eren; Utami, Aisyah putri
Jurnal Kewirausahaan & Inovasi Vol. 1 No. 1 (2023): Agustus
Publisher : Universitas Dehasen Bengkulu

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37676/jkwi.v1i1.85

Indonesia's economic activities, Indonesia's economic development is inseparable from the role of the banking world, which is the main driving force for the national economy. The world of banking acts as an intermediary for the real sector and the financial sector in people's economic activities. In its activities, banking collects and distributes funds from the public and then returns them to the community in the form of credit or money loans. Indeed, in the context of banking life, both customers depositing funds and customers receiving funds are equally important. Because it is from both sides of the customer that the bank can run its business. From customers depositing bank funds, they will receive business capital, which then from customers receiving funds, the funds are channeled by obtaining profits in the form of interest. It can be said that the bank's business is to take advantage of the difference between the interest on savings/deposits, and the interest on the loans it distributes. Thus it can be said that the existence of customers is the "heart" of banking life, without customers a bank will not exist and will have no meaning in society. The bank will grow if the customer makes it big, otherwise the bank will collapse if the customer no longer trusts it. In its operational activities, the bank has securities instruments. In addition to securities as letters of legitimacy, there are other documents of legitimacy, such as bike deposit tickets, goods deposit certificates (hat deposit) and so on. One of the instruments that play a large role in banking activities is the existence of securities in the form of checks, current accounts, certificates of deposit, and time deposits. These securities have a cash value equal to the value stated on the securities. For holders of securities (appointment and replacement letters) this letter is the only letter of legitimacy for them. If he loses the letter, then he can no longer ask for the fulfillment of his rights to the debtor, except in matters regulated by law. Thus, we see the difference between letters on appointment and on replacement as letters of legitimacy compared to other letters as letters of legitimacy. Based on this description, it can be seen that the important role of securities for the banking world and for society in general is that the writer is very interested in conducting research with that title.

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