Bianglala Informatika
Vol. 14 No. 1 (2026): Maret 2026

Pemodelan dan Prediksi Harga Emas Menggunakan Metode ARIMA pada Data Time Series

Yesni Malau (Universitas Bina Sarana Informatika)
Eni Pudjiarti (Universitas Bina Sarana Informatika)
Fintri Indriyani (Universitas Bina Sarana Informatika)
Riswandi Ishak (Universitas Bina Sarana Informatika)
Asep Sayfulloh (Universitas Bina Sarana Informatika)
Wahyutama Fitri Hidayat (Universitas Bina Sarana Informatika)



Article Info

Publish Date
31 Mar 2026

Abstract

This study aims to analyze and predict gold price movements using a time series approach with the Autoregressive Integrated Moving Average (ARIMA) model. The data used in this research are historical daily gold closing prices from 2020 to 2026 obtained from Investing.com, consisting of 1,568 data. The research stages include data collection, preprocessing, stationarity testing using the Augmented Dickey-Fuller (ADF) test, parameter identification through Autocorrelation Function (ACF) and Partial Autocorrelation Function (PACF) analysis, parameter estimation, diagnostic checking, and model accuracy evaluation. The results indicate that the data are stationary with a p-value < 0.05. Based on the identification and model selection process, the ARIMA (3,0,3) model was identified as the best model with an Akaike Information Criterion (AIC) value of 15449.326. Model evaluation results show an RMSE of 120.86, MAE of 95.02, and MAPE of 5.48%. The MAPE value below 10% indicates that the model has good accuracy in predicting gold prices. Therefore, the ARIMA model can be used as an effective approach to predict gold price movements based on historical data.

Copyrights © 2026






Journal Info

Abbrev

bianglala

Publisher

Subject

Computer Science & IT Decision Sciences, Operations Research & Management

Description

BIANGLALA INFORMATIKA was first published in 2013, with ISSN: 2338-8145 and E-ISSN: 2338-9761. BIANGLALA INFORMATIKA  is a publication medium for research by the academic community in the field of computer science and information systems, published by LPPM Universitas Bina Sarana Informatika, ...