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

Authors

  • Anne Mudya Yolanda STAI Auliaurrasyidin Tembilahan, Indragiri Hilir, Riau, Indonesia
  • M. Ridhwan STAI Auliaurrasyidin Tembilahan, Indragiri Hilir, Riau, Indonesia

DOI:

https://doi.org/10.46963/jam.v3i2.195

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, -.

Downloads

Download data is not yet available.

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

2020-12-25

How to Cite

Yolanda, A. M., & Ridhwan, M. (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

Issue

Section

Articles

Most read articles by the same author(s)