Jurnal Kajian Manajemen dan Wirausaha
Vol 3, No 1 (2021): Jurnal Kajian Manajemen dan Wirausaha

Peramalan dan deteksi outlier saham perusahaan angkutan laut umum di masa covid-19 dengan pemodelan arima

Ilham Thaib (Universitas Negeri Padang, Padang, Indonesia)
Gesit Thabrani (Universitas Negeri Padang, Padang, Indonesia)
Silvia Netsyah (Badan Pusat Statistik, Padang, Indonesia)



Article Info

Publish Date
30 Jun 2021

Abstract

The public sea freight sector is one of the affected by COVID-19. PT. Samudera Indonesia Tbk is one of the sea transportations companies in Indonesia. The ARIMA model in the previous study provided a statistical test with the aim of evaluating the suitability of the model with a p value of less than 0.05 to determine ARIMA by guessing through ACF (Autocorrelation Function) and PACF (Partial Autocorrelation Function) through stationary data. Outlier detection can be done by plotting the residuals from the specified model. Forecasting data for the next 5 days using the ARIMA (3,1,2) model can be seen that the results of forecasting stock price data for PT. Samudera Indonesia Tbk using ARIMA (3,1,2) is within the 95% confidence interval with a forecast value that is close to the actual value. There are outliers that are detected which are related to economic phenomena. 

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Journal Info

Abbrev

mnj

Publisher

Subject

Humanities Economics, Econometrics & Finance Social Sciences

Description

Jurnal Kajian Manajemen dan Wirausaha bertujuan untuk menjadi sarana penyembarluasan ilmu dan pengetahuan di bidang manajemen dan wirausaha. Jurnal ini fokus menerima tulisan yang berkaitan dengan kajian manajemen dan ...