Peramalan Data dengan Teknik Pemulusan Simple Moving Average (Studi Kasus Harga Saham Harian PT Bank BRI Syariah Tbk)
DOI:
https://doi.org/10.46963/jam.v3i2.195Keywords:
Forecasting, Time Series, Smoothing, Simple Moving Average, StocksAbstract
Time series analysis is used to model time series data and forecast data for future periods. This research was conducted to predict data with a simple smoothing technique, namely the Simple Moving Average of PT Bank BRI Syariah Tbk's stock closing price data. The closing price of shares was analyzed using three average criteria, namely 3, 5, 20, and 100 of the most recent data. Comparison of accuracy with SSE, MSE, and MAPE showed that the best in predicting daily stock closing price data was the Simple Moving Average using the latest 3 data with a prediction result for the future period of Rp. 748, -.
Downloads
References
Asthri, D. D. P., Topowijono, & Sulasmiyati, S. (2016). Analisis teknikal dengan indikator moving average convergence divergence untuk menentukan sinyal membeli dan menjual dalam perdagangan saham (Studi Pada Perusahaan Sub Sekto Makanan dan Minuman di Bei Tahun 2013-2015). Jurnal Administrasi Bisnis (JAB), 33(2),41–48. http://administrasibisnis.studentjournal.ub.ac.id/index.php/jab/article/view/1299
Cryer, J. D., & Chan, K. S. (2008). Time Series Analysis with Application in R (Second Edi). New York (US): Springer.
Dessy, S. (2015). Evaluasi Simple Moving Average dan Relative Strength Index dalam Pengambilan Keputusan Investasi Saham Blue Chips Sektor Perbankan. Retrieved from http://feb. unila. ac.id/ wp-content/ uploads/ 2015/ 08/ 14032014 0911031023. pdf
Gujarati, D. N. (2004). Basic Econometrics. Singapore: The McGraw-Hill Companies.
Montgomery, D. C., Jennings, C. L., & Kulahci, M. (2008). Introduction to Time Series Analysis and Forecasting. New Jersey (US): y John Wiley & Sons. Inc.
Undang-Undang Negara Republik Indonesia Nomor 16 Tahun 1997 Tentang Statistik (1997). Indonesia.
Wei, W. W. S. (2006). Time Series Analysis: Univariate and Multivariate Methods (Second Edi). USA: Pearson Addison Wesley.
Widodo, D., & Hansun, S. (2015). Implementasi simple moving average dan exponential moving average dalam menentukan tren harga saham perusahaan. Ultimatics, 7(2), 113–124. https://doi.org/10.31937/ti.v7i2.354
Yahoo Finance. (2020). Historical Data PT Bank BRI Syariah Tbk (BRIS.JK) 9 Mei 2018 - 30 September 2020. Retrieved from https: //finance. yahoo.com
Downloads
Published
Issue
Section
License
Authors who publish with this journal agree to the following terms:
1. Copyright on any article is retained by the author(s).
2. The author grants the journal, right of first publication with the work simultaneously licensed under a Creative Commons Attribution shareAlike 4.0 International License that allows others to share the work with an acknowledgment of the work’s authorship and initial publication in this journal.
3. Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal’s published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgment of its initial publication in this journal.
4. Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work.
5. The article and any associated published material is distributed under the Creative Commons Attribution-ShareAlike 4.0 International License