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Penelitian ini bertujuan untuk mengetahui karakteristik data harga saham harian PT. Telkom, Tbk, membuat model dan melakukan prediksi harga saham PT. Telkom, Tbk bulan Mei sampai Juni tahun 2011. Data yang digunakan adalah data sekunder yang diambil dari website perusahaan PT. Telkom, Tbk sejak Januari 2010 sampai 30 Maret 2011 untuk memprediksi harga saham Mei sampai Juni 2011. APPLICATION OF ARIMA TO FORECASTINGSTOCK PRICE OF PT. TELOKM Tbk. ABSTRACT The objevtives of this research was to knowed the daily stock price of PT. Telkom, Tbk, make models and predicted May up to June 2011 using the data from 2008 up to March 2011. Data that are used by secondary data and take from website of PT. Telkom, Tbk since January 2010 to March 2011 for predicting May to June 2011.

PENERAPAN MODEL ARIMA UNTUK MEMPREDIKSI HARGA SAHAM PT. TELKOM Tbk.