E-Jurnal Matematika
Vol 11 No 2 (2022)

PERAMALAN HARGA BITCOIN DENGAN METODE SMOOTH TRANSITION AUTOREGRESSIVE (STAR)

I GEDE MAHA HENDRA PRATAMA (Universitas Udayana)
I WAYAN SUMARJAYA (Universitas Udayana)
NI LUH PUTU SUCIPTAWATI (Universitas Udayana)



Article Info

Publish Date
31 May 2022

Abstract

One of the spectacular advances in technology in the economic field is the cryptocurrency it created. The fluctuating price of Bitcoin, is widely used as a means of making profit. The time series forecasting method that can be used for the case of nonlinear time series data such as Bitcoin data is the smooth transition autoregressive (STAR) model. STAR is an extension of the autoregressive model for nonlinear time data. The purpose of this study is to obtain the results of forecasting Bitcoin price data for the next 2 two months using the STAR method. The data used in this study is Bitcoin daily price data from September 2017 to April 2021. To estimate the STAR model, several things that must be determined are the autoregressive model, transition variables, and transition functions. If the STAR model has been estimated, forecasting will be carried out for the next 2 months, which results in the forecast for the highest Bitcoin price falling on June 30, 2021 and the lowest Bitcoin price falling on May 1, 2021.

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Journal Info

Abbrev

mtk

Publisher

Subject

Mathematics

Description

E-Jurnal Matematika merupakan salah satu jurnal elektronik yang ada di Universitas Udayana, sebagai media komunikasi antar peminat di bidang ilmu matematika dan terapannya, seperti statistika, matematika finansial, pengajaran matematika dan terapan matematika dibidang ilmu lainnya. Jurnal ini lahir ...