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Contact Name
Isty Murdiani
Contact Email
jrabi@stieww.ac.id
Phone
+6281904130177
Journal Mail Official
jrabi@stieww.ac.id
Editorial Address
Jl. Lowanu Sorosutan UH VI / 20, Sorosutan, Umbulharjo, Kota Yogyakarta, Daerah Istimewa Yogyakarta 55162, Indonesia
Location
Kota yogyakarta,
Daerah istimewa yogyakarta
INDONESIA
Jurnal Riset Akuntansi dan Bisnis Indonesia
ISSN : -     EISSN : 28081617     DOI : https://doi.org/10.32477/jrabi.v2i3
Focus & Scope Jurnal Riset Akuntansi dan Bisnis Indonesia Topics covered include, but not strictly limited to: 1. Business and management strategy 2. Marketing management 3. Operations management 4. Finance and investment management 5. Entrepreneurship 6. Organisational behaviour and people management 7. Corporate social responsibility 8. Islamic business and management
Articles 381 Documents
PERAMALAN HARGA SAHAM PT NFC INDONESIA TBK (NFCX) DENGAN METODE ARIMA Jovanka Sesilia Meilani; Hesti Selvianingrum; Rizka Febriani Menanti; Gabriella Kasmira Lewar
Jurnal Riset Akuntansi dan Bisnis Indonesia STIE Widya Wiwaha Vol 6 No 1 (2026): Jurnal Riset Akuntansi dan Bisnis Indonesia
Publisher : Sekolah Tinggi Ilmu Ekonomi Widya Wiwaha

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32477/jrabi.v6i1.1401

Abstract

This study aims to analyze and forecast the stock price of PT NFC Indonesia Tbk (NFCX) using the ARIMA method based on RStudio with daily data for 3 years. The analysis includes stationarity testing, differencing, model identification using ACF and PACF, diagnostic testing, and forecasting. The results show that the best model is ARIMA (2,1,0) with an AIC value of -847.7307. The model has good accuracy with RMSE of 0.1405438, MAE of 0.07784609, and MAPE of 2.661817%. Forecasting results indicate that the model can follow historical stock price patterns well and can be used as a tool to support investment decisions. The findings are expected to support investors in making stock investment decisions.