Jurnal Ilmiah Ekonomi dan Manajemen
Vol. 3 No. 5 (2025): JURNAL ILMIAH EKONOMI DAN MANAJEMEN (JIEM) Mei

PERAMALAN DATA IHSG 2021-2025 DI INDONESIA DENGAN TIME SERIES MODELING AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA)

Gempati, Abel (Unknown)
Faisal Agymnastiar Rahmad Fradani (Unknown)
Rayya Malik Ibrahim (Unknown)
Tenry Kusuma Astuti (Unknown)
Yusuf Riyan Prasetyo (Unknown)
Laksmi Yustika Devi (Unknown)

Article Info

Publish Date
20 May 2025

Abstract

The real-time and fluctuating movements of the Indonesian Stock Exchange Composite Stock Price Index (Composite Stock Price Index) are often used by stakeholders, especially investors, as a reference in making investment decisions. This research aims to predict the Indonesian Stock Exchange Composite Stock Price Index (IDX Composite Index) using the Autoregressive Integrated Moving Average (ARIMA) time series model. Based on the results of research that has been carried out, the ARIMA model chosen is ARIMA 1 1 1. Therefore, by using this model forecasts can be made for ten weeks.

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Journal Info
Jurnal Ilmiah Ekonomi dan Manajemen
Website

Abbrev

jiem

Publisher

CV Kampus Akademik Publising

Subject

Other

Description

JURNAL ILMIAH EKONOMI DAN MANAJEMEN (JIEM) berfokus pada penerbitan artikel berkualitas tinggi yang didedikasikan untuk semua aspek penelitian, masalah, dan perkembangan terbaru di bidang Ilmu Manajemen. Topik dalam Jurnal ini berkaitan dengan aspek apapun dari manajemen, namun tidak terbatas pada ...