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 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
Peer-reviewed Article
Format application/pdf
Source Primanomics : Jurnal Ekonomi & Bisnis; Vol 19 No 1 (2021): Primannomics : Jurnal Ekonomi & Bisnis; 191-205
Language eng
Rights Copyright (c) 2021 Primanomics : Jurnal Ekonomi & Bisnis

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