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All Journal Madani: Multidisciplinary Scientific Journal Parameter: Jurnal Matematika, Statistika dan Terapannya
Siregar, Revina
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Journal : Parameter: Jurnal Matematika, Statistika dan Terapannya

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APPLICATION OF THE ARIMA MODEL IN FORECASTING ETHEREUM PRICES Mangiwa, Romario Desouza Daniel; Siregar, Revina; Sari, Seli Delima; Agustina, Neli
Parameter: Jurnal Matematika, Statistika dan Terapannya Vol 4 No 1 (2025): Parameter: Jurnal Matematika, Statistika dan Terapannya
Publisher : Jurusan Matematika FMIPA Universitas Pattimura

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/parameterv4i1pp81-94

Abstract

Ethereum is one of the leading cryptocurrencies utilizing blockchain technology for peer-to-peer financial transactions. This study aims to forecast Ethereum's price using the Autoregressive Integrated Moving Average (ARIMA)model. Historical price data from January 1, 2023, to January 15, 2025, covering 534 periods, was analyzed. The ARIMA (0,1,9) model was selected based on AIC, SC, and Adjusted R-squared criteria, with forecast evaluation showing a Mean Absolute PercentageError (MAPE) of 15.01% and a Root Mean Squared Error (RMSE) of 649.702. Forecast results indicate an upward trend in Ethereum's price over the next 30 periods, with fluctuations being less pronounced compared to historical data. The study concludes that ARIMA provides reasonably accurate short-term predictions, although forecasting errors increase with longer prediction periods. These findings can serve as a reference for investors in developing short-term investment strategies for Ethereum.
Co-Authors F, Fatimatuzzuhra Ikhsan, Muh. Ruhul Khairunnisak, Zahra Mangiwa, Romario Desouza Daniel Neli Agustina Purwoto, Agus Sari, Seli Delima