Forecasting Stock Prices of PT. Bank Negara Indonesia (Persero) Tbk., by Method (BOX-JENKINS)

Primanomics : Jurnal Ekonomi dan Bisnis

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Title Forecasting Stock Prices of PT. Bank Negara Indonesia (Persero) Tbk., by Method (BOX-JENKINS)

 
Creator Pardede, Paiaman
Sipahutar, Maurits
Naibaho, Parulian
 
Description The purpose of this study is to find the most appropriate model for predicting future stock prices, and the analytical tool used is ARIMA. In this study, the authors used the time series data of the share price of PT BNI (Persero) Tbk. from January 3, 2017, to June 28, 2019, consisting of 594 working days from the Investing.com database. The research found that the ARIMA model analysis (3,1,3) is the most appropriate model for predicting the share price of PT. Bank Negara Indonesia (Persero) Tbk, with the equation model: Yt = - 6.331988 + 1.714721Yt-1 - 0.149406 Yt-2 - 1.72221 Y t-3 + 0.858083 Yt-4 + 0.729283 t-1 - 0.845787 t-2 - 0.898101 t-3.
 
Publisher Fakultas Bisnis
 
Date 2021-01-04
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier https://jurnal.ubd.ac.id/index.php/PE/article/view/520
10.31253/pe.v19i1.520
 
Source Primanomics : Jurnal Ekonomi & Bisnis; Vol 19 No 1 (2021): Primannomics : Jurnal Ekonomi & Bisnis; 191-205
2614-6789
1412-632X
10.31253/pe.v19i1
 
Language eng
 
Relation https://jurnal.ubd.ac.id/index.php/PE/article/view/520/310
 
Rights Copyright (c) 2021 Primanomics : Jurnal Ekonomi & Bisnis
 

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