Journal of Actuarial, Finance, and Risk Managment
Vol 3, No 2 (2024)

Forecasting Weekly Stock Price of PT. Aneka Tambang Tbk (ANTM) Using ARIMA Box-Jenkins Method

Wardhani, Andreanne Intan Sulistyo (Unknown)
Yudhanegara, Mokhammad Ridwan (Unknown)

Article Info

Publish Date
14 Jan 2025

Abstract

Stock price movements in the dynamic economic world require investors and companies to be able to predict future price changes. One method that can be used to predict is Autoregressive Integrated Moving Average (ARIMA). The application of the ARIMA method to forecasting the share price of PT Aneka Tambang Tbk (ANTM) for 4 weeks produces equation   obtained from ARIMA (3,1,0) as the best model.

Copyrights © 2024




Citation Download
RIS
EndNote, Reference Manager, ProCite
BibTex
Latex, Jabref
Original Source
Download Original
Google Scholar
Check in Google Scholar
Journal Info
Journal of Actuarial, Finance, and Risk Managment
Website

Abbrev

JAFRM

Publisher

President University

Subject

Economics, Econometrics & Finance Mathematics

Description

This journal aims to provide high quality articles covering any and all aspects of the most recent and significant developments in the actuarial, financial, and risk ...