Analisis Teknikal Harga Saham Waskita Karya Tahun 2017 dengan Metode ARIMA
Author(s) -
Wahyuni Windasari
Publication year - 2018
Publication title -
jurnal ilmiah akuntansi dan keuangan
Language(s) - English
Resource type - Journals
eISSN - 2580-510X
pISSN - 2548-9453
DOI - 10.32639/jiak.v7i1.187
Subject(s) - autoregressive integrated moving average , technical analysis , stock (firearms) , investment analysis , econometrics , stock price , economics , financial economics , time series , business , operations research , statistics , mathematics , engineering , series (stratigraphy) , mechanical engineering , portfolio , paleontology , biology
As an investor needs to do an analysis before making a decision either in selling or buyingshares. Security analysis consist of two types of analysis, namely tecnical analysis andfundamental analysis. Technical analysis to test wheater historical data will predict stock pricesas a consideration to buy or sell an investment's instrument. One type of technical analysis isthe ARIMA method. In this research uses daily stock price of WSKT Tbk during 1 Januari–10Oktober 2017 to predict stock prices the few days. The best ARIMA model to describe WSKTstock price movement is MA(4), with MAE predict data is 480.25.Key words : forecasting, ARIMA, technical analysis, stock prices.
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