Jurnal Teknik Informatika dan Teknologi Informasi
Vol. 5 No. 3 (2025): Desember: Jurnal Teknik Informatika dan Teknologi Informasi

Analisis Pola Pergerakan dan Prediksi Harga Emas Menggunakan Regresi Linear serta Model Time Series ARIMA dan VAR

Roni Saputra Pratama (Universitas BIna Sarana Informatika)
Ryehan Alfiansyah (Universitas Bina Sarana Informatika)
Prasetyo Adi Suwignyo (Universitas Bina Sarana Informatika)
Sumanto Sumanto (Universitas Bina Sarana Informatika)
Imam Budiawan (Universitas Bina Sarana Informatika)
Roida Pakpahan (Universitas Bina Sarana Informatika)



Article Info

Publish Date
26 Nov 2025

Abstract

Gold is one of the most popular investment instruments due to its stable value and ability to protect assets against inflation. However, its price tends to fluctuate significantly, influenced by macroeconomic factors such as exchange rates, interest rates, and global geopolitical conditions. This study aims to analyze the movement patterns and predict gold prices based on historical data from 2019 to 2024 using the Linear Regression method and Time Series models, namely ARIMA and VAR. The analysis process was carried out using Orange Data Mining software, which enables the application of machine learning algorithms through a visual and interactive interface without manual coding. The dataset used consists of daily gold closing prices, processed and tested to evaluate model accuracy using Root Mean Square Error (RMSE) and Correlation Coefficient (R) indicators. The results indicate that the Linear Regression model effectively captures the general trend of gold prices, while ARIMA and VAR models produce more accurate forecasts based on historical fluctuations. The integration of regression and time series approaches improves prediction reliability. Overall, this research contributes to the development of financial data analysis and provides insights for investors in making more informed and data-driven investment decisions.

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Journal Info

Abbrev

jutiti

Publisher

Subject

Computer Science & IT

Description

Jurnal Teknik Informatika dan Teknik Informasi (JUTITI) adalah jurnal ilmiah peer review yang diterbitkan oleh Politeknik Pratama. Jurnal Teknik Informatika dan Teknik Informasi (JUTITI) terbit dalam tiga edisi dalam setahun, yaitu edisi Februari, Juni dan Oktober. Kontributor Jurnal Teknik ...