AKURASI PREDIKSI HARGA SAHAM ANTM MENGGUNAKAN METODE REGRESI LINIER GANDA VERSUS ARIMA

Handoyo, Sarwo Edy and Rahardjo, Thea Herawati and Hindardjo, Anton (2014) AKURASI PREDIKSI HARGA SAHAM ANTM MENGGUNAKAN METODE REGRESI LINIER GANDA VERSUS ARIMA. Karya Ilmiah Dosen. pp. 1-14.

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Abstract

The magnitude of the stock price becomes the basis for decision making for investors andcompany management. Prediction of stock prices become a necessity for them. This studyaims to predict the stock price of ANTM and knowing which approach is better for predictingstock prices ANTM between multiple linear regression method with ARIMA method.The results show the method of multiple linear regression and ARIMA significantly ANTMable to predict stock prices that do not vary with the actual average price of shares of ANTM.Multiple linear regression method is able to predict the stock price with a lower meandifference than the actual average price of shares of ANTM. Methods ARIMA modelsAR(1), able to predict the stock price range lower limit and upper limit that is lower than theactual average price of shares of ANTM.

Item Type: Article
Subjects: Penelitian > Fakultas Ekonomi
Divisions: Fakultas Ekonomi > Akuntansi
Fakultas Ekonomi > Manajemen
Depositing User: Puskom untar untar
Date Deposited: 10 Apr 2017 03:31
Last Modified: 10 Apr 2017 03:31
URI: http://repository.untar.ac.id/id/eprint/355

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