PEMBANDINGAN MODEL ARIMA DAN BOOTSTRAP MODEL ARIMA PADA PERAMALAN HARGA SAHAM DI INDONESIA
| Main Author: | CANDRA MUSTOFA, 1217031014 |
|---|---|
| Format: | Bachelors NonPeerReviewed Book Report |
| Terbitan: |
FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM
, 2016
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| Subjects: | |
| Online Access: |
http://digilib.unila.ac.id/24731/1/ABSTRACT%20%28ABSTRAK%29.pdf http://digilib.unila.ac.id/24731/2/SKRIPSI%20TANPA%20BAB%20PEMBAHASAN.pdf http://digilib.unila.ac.id/24731/3/SKRIPSI%20FULL.pdf http://digilib.unila.ac.id/24731/ |
Daftar Isi:
- Penelitian ini bertujuan untuk meramalkan harga saham di Indonesia dengan menggunakan model ARIMA dan bootstrap model ARIMA. Hasil ini menunjukkan bahwa bootstrap model ARIMA memiliki galat baku lebih kecil dibanding model ARIMA yang menunjukkan bahwa bootstrap model ARIMA lebih baik daripada model ARIMA. Kata kunci: Peramalan, Model Arima, Bootstrap Model Arima ABSTRACT This research aimed to forcast the stock price in Indonesia using ARIMA model and bootstrap ARIMA model. The result showed that bootstrap ARIMA model had smaller standar error than ARIMA model which indicated that the bootstrap ARIMA model is better than ARIMA model. Keywords: Forecasting, ARIMA Model, Bootstrap ARIMA Model.