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All Journal Prosiding Seminar Nasional dan Call Paper STIE Widya Wiwaha
Maulida, Nur Ayya
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Economics, Econometrics & Finance

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BBRI STOCK PRICE FORECASTING USING THE HOLT-WINTERS DOUBLE EXPONENTIAL SMOOTHING METHOD Maulida, Nur Ayya; Hasri, Diah Anggeraini; Aprirachman, Rozzy; Purnama, Yuni
Prosiding Seminar Nasional dan Call Paper STIE Widya Wiwaha Vol 4 No 1 (2025): International Seminar Proceedings and Call for Paper STIE Widya Wiwaha
Publisher : Sekolah Tinggi Ilmu Ekonomi Widya Wiwaha

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32477/semnas.v4i1.1319

Abstract

The Holt-Winters Double Exponential Smoothing  method is a forecasting method that has two parameters, namely α and β. This method is used when the data shows a trend and seasonal pattern. This study applies this method to forecast BBRI's share price as part of a time series analysis. The dataset used is the adjusted close price  of BBRI shares. The results showed that the optimal forecasting model used α (alpha) of 0.4 and β (beta) of 0.1 with an estimated α smoothing parameter of 89.3348466 and β of -0.3743472. The model evaluation was assessed based on the measures of forecasting errors in the form of SMAPE and MAPE as the main error evaluation measurements and SSE, MSE, and RMSE as supporting error evaluation measurements.
Co-Authors Diah Anggeraini Hasri Purnama, Yuni Rozzy Aprirachman