SAINSMAT: Jurnal Ilmiah Ilmu Pengetahuan Alam
Vol. 14 No. 01 (2025): Volume 14 Nomor 1 (Maret 2025)

INTERVENTION ANALYSIS INTIME SERIES DATA FOR FORECASTING BBRI STOCK PRICES

Andi Ilham Azhar Mangkona (Universitas Negeri Makassar)
Aswi Aswi (Universitas Negeri Makassar)
Ruliana Ruliana (Universitas Negeri Makassar)



Article Info

Publish Date
01 May 2025

Abstract

Intervention model analysis is a statistical technique used to assess the impact of an intervention event, caused by internal or external factors, on a time series dataset. The primary goal of this analysis is to quantify the magnitude and duration of the effects on the time series. Intervention models are generally classifiedinto two types: step function and pulse function. The step function represents an intervention event with a long-term influence, while the pulse function captures the effects of an intervention within a specific time span. This study examines the stock price data of BBRI from March 2017 to June 2020, with the intervention point identified as the onset of COVID-19 in Indonesia, specifically during the first week of March (t = 155). ARIMA modeling was applied to pre-intervention data to determine the order of intervention (b, s, r). The analysis identifiedARIMA (2, 1, 0), as the best-fitting model, characterized by a step function intervention with parametersb = 0, s = 2, and r = 0. Theaccuracy of the forecasting results was evaluated using the Mean Absolute Percentage Error (MAPE), which yielded a value of 8.48%.

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Journal Info

Abbrev

sainsmat

Publisher

Subject

Description

The objective of this journal is to publish original, fully peer-reviewed articles on a variety of topics and research methods in sciences, mathematics, statistics, education, and applied science. The journal welcomes articles that address common issues in mathematics, sciences, statistics, ...