Peramalan Data dengan Teknik Pemulusan Simple Moving Average (Studi Kasus Harga Saham Harian PT Bank BRI Syariah Tbk)

  • Anne Mudya Yolanda STAI Auliaurrasyidin Tembilahan, Indragiri Hilir, Riau, Indonesia
  • M. Ridhwan STAI Auliaurrasyidin Tembilahan, Indragiri Hilir, Riau, Indonesia
Keywords: Forecasting, Time Series, Smoothing, Simple Moving Average, Stocks

Abstract

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, -.

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Published
2020-12-25
How to Cite
YolandaA. M., & RidhwanM. (2020). Peramalan Data dengan Teknik Pemulusan Simple Moving Average (Studi Kasus Harga Saham Harian PT Bank BRI Syariah Tbk). AL-Muqayyad, 3(2), 136-143. https://doi.org/10.46963/jam.v3i2.195
Section
Articles