ARIMA BOX-JENKINS方法的应用,以预测PT多元TBK矿山的股价

Ilham Yusuf Triputra, Sufri Sufri, Sherli Yurinanda
{"title":"ARIMA BOX-JENKINS方法的应用,以预测PT多元TBK矿山的股价","authors":"Ilham Yusuf Triputra, Sufri Sufri, Sherli Yurinanda","doi":"10.33503/prismatika.v5i2.2727","DOIUrl":null,"url":null,"abstract":"A capital market is a market in which long-term trading of financial assets takes place, or a market in which various financial instruments are traded. The development of capital markets promotes the economic development of the country. The form of investment in the capital market is in the form of shares. Because stock prices are constantly fluctuating, capital market participants need analysis to help predict future stock prices. PT Aneka Tambang TBK or ANTM for short is one of the stocks traded in Indonesia's capital market. This study applied the Box-Jenkins ARIMA method for the period from July 2021 to November 2021 to determine the optimal forecast model for stock price fluctuations of ANTM, and obtained forecast results in December 2021. It is intended to The best preserved model is his ARIMA model (3,2,0) and ANTM's December 2021 stock price forecast results are down. ","PeriodicalId":20523,"journal":{"name":"PRISMATIKA: Jurnal Pendidikan dan Riset Matematika","volume":"36 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-04-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"PENERAPAN METODE ARIMA BOX-JENKINS UNTUK MEMPREDIKSI HARGA SAHAM DI PT ANEKA TAMBANG TBK\",\"authors\":\"Ilham Yusuf Triputra, Sufri Sufri, Sherli Yurinanda\",\"doi\":\"10.33503/prismatika.v5i2.2727\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"A capital market is a market in which long-term trading of financial assets takes place, or a market in which various financial instruments are traded. The development of capital markets promotes the economic development of the country. The form of investment in the capital market is in the form of shares. Because stock prices are constantly fluctuating, capital market participants need analysis to help predict future stock prices. PT Aneka Tambang TBK or ANTM for short is one of the stocks traded in Indonesia's capital market. This study applied the Box-Jenkins ARIMA method for the period from July 2021 to November 2021 to determine the optimal forecast model for stock price fluctuations of ANTM, and obtained forecast results in December 2021. It is intended to The best preserved model is his ARIMA model (3,2,0) and ANTM's December 2021 stock price forecast results are down. \",\"PeriodicalId\":20523,\"journal\":{\"name\":\"PRISMATIKA: Jurnal Pendidikan dan Riset Matematika\",\"volume\":\"36 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-04-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"PRISMATIKA: Jurnal Pendidikan dan Riset Matematika\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.33503/prismatika.v5i2.2727\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"PRISMATIKA: Jurnal Pendidikan dan Riset Matematika","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.33503/prismatika.v5i2.2727","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0

摘要

资本市场是金融资产进行长期交易的市场,或各种金融工具进行交易的市场。资本市场的发展促进了国家经济的发展。资本市场的投资形式是以股份的形式。由于股票价格不断波动,资本市场参与者需要分析来帮助预测未来的股票价格。PT Aneka Tambang TBK(简称ANTM)是印尼资本市场上交易的股票之一。本研究采用Box-Jenkins ARIMA方法,在2021年7月至2021年11月期间确定了最优的ANTM股价波动预测模型,并获得了2021年12月的预测结果。保存最好的模型是他的ARIMA模型(3,2,0),而ANTM的2021年12月股价预测结果是下跌的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
PENERAPAN METODE ARIMA BOX-JENKINS UNTUK MEMPREDIKSI HARGA SAHAM DI PT ANEKA TAMBANG TBK
A capital market is a market in which long-term trading of financial assets takes place, or a market in which various financial instruments are traded. The development of capital markets promotes the economic development of the country. The form of investment in the capital market is in the form of shares. Because stock prices are constantly fluctuating, capital market participants need analysis to help predict future stock prices. PT Aneka Tambang TBK or ANTM for short is one of the stocks traded in Indonesia's capital market. This study applied the Box-Jenkins ARIMA method for the period from July 2021 to November 2021 to determine the optimal forecast model for stock price fluctuations of ANTM, and obtained forecast results in December 2021. It is intended to The best preserved model is his ARIMA model (3,2,0) and ANTM's December 2021 stock price forecast results are down. 
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
期刊最新文献
STUDI ETNOMATEMATIKA GARIS DAN SUDUT PADA MOTIF SENI RUMAH BUDAYA SUMBA PENGEMBANGAN LIVEWORKSHEETS INTERAKTIF UNTUK MENINGKATKAN KEMAMPUAN BERPIKIR KRITIS SISWA PENGEMBANGAN MEDIA ULAR TANGGA DENGAN MODEL REALISTIC MATHEMATICS EDUCATION PADA PEMAHAMAN KONSEP MATEMATIKA PENGEMBANGAN BAHAN AJAR GEOMETRI DALAM PERMAINAN LATO-LATO ANALISIS PEMBELAJARAN PROBLEM BASED LEARNING (PBL) DENGAN PEMECAHAN MASALAH BERBANTUAN KOMIK LITERASI NUMERASI DAN ETNOMATEMATIKA
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1