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All Journal Primanomics : Jurnal Ekonomi & Bisnis
Parulian Naibaho
Universitas Mpu Tantular
Economics, Econometrics & Finance

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Forecasting Stock Prices of PT. Bank Negara Indonesia (Persero) Tbk., by Method (BOX-JENKINS) M. latif Edo Arfian; Paiaman Pardede; Maurits Sipahutar; Parulian Naibaho
Primanomics : Jurnal Ekonomi & Bisnis Vol. 19 No. 1 (2021): Primannomics : Jurnal Ekonomi & Bisnis
Publisher : Fakultas Bisnis

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31253/pe.v19i1.520

Abstract

The purpose of this study is to find the most appropriate model for predicting future stock prices, and the analytical tool used is ARIMA. In this study, the authors used the time series data of the share price of PT BNI (Persero) Tbk. from January 3, 2017, to June 28, 2019, consisting of 594 working days from the Investing.com database. The research found that the ARIMA model analysis (3,1,3) is the most appropriate model for predicting the share price of PT. Bank Negara Indonesia (Persero) Tbk, with the equation model: Yt = - 6.331988 + 1.714721Yt-1 - 0.149406 Yt-2 - 1.72221 Y t-3 + 0.858083 Yt-4 + 0.729283 t-1 - 0.845787 t-2 - 0.898101 t-3.
Co-Authors M. latif Edo Arfian Maurits Sipahutar Paiaman Pardede