Peramalan Pergerakan Saham Telkom. | PERPUSTAKAAN UNIVERSITAS TRILOGI

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Peramalan Pergerakan Saham Telkom.

Rahayu, Theresia Puji - Nama Orang - Pengarang Utama;

The research aims to get the best model to forecast PT. Telkom stock price movement. The data is white noise in first difference. The correlogram on first difference didn’t show the lag length optimal or the order of ARIMA. So we make trial and error to get the candidates models, ARIMA (1,1,1), ARIMA (3,1,2), ARIMA (4,1,2) and ARIMA (4,1,3). The best model is ARIMA (1,1,1) with least Akaike Info Criterion (AIC) and biggest adjusted R2. We use static forecasting on movement of Telkom stock price because the method has less root mean square error (RMSE) than dynamic forecasting. Forecasting on movement of Telkom stock price shows the same movement on the real data.

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Judul Seri: -
No. Panggil: EKUBANK/ Vol. 02, Juli 2009; hal. 41-51
Penerbit: Jakarta : STEKPI., 2009
Deskripsi Fisik: -
Bahasa: Indonesia
ISBN/ISSN: 8544131
Klasifikasi: NONE
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