Jurnal Asy-Syukriyyah
Vol. 13 No. 1 (2014): Jurnal Asy-Syukriyyah

AKURASI PREDIKSI HARGA SAHAM ANTM MENGGUNAKAN METODE REGRESI LINIER GANDA VERSUS ARIMA

Sarwo Edy Handoyo (STAI Asy-Syukriyyah)
Thea Herawati (STAI Asy-Syukriyyah)
Anton Hindardjo (STAI Asy-Syukriyyah)

Article Info

Publish Date
22 Dec 2014

Abstract

The magnitude of the stock price becomes the basis for decision making for investors and company management. Prediction of stock prices become a necessity for them. This study aims to predict the stock price of ANTM and knowing which approach is better for predicting stock prices ANTM between multiple linear regression method with ARIMA method. The results show the method of multiple linear regression and ARIMA significantly ANTM able to predict stock prices that do not vary with the actual average price of shares of ANTM. Multiple linear regression method is able to predict the stock price with a lower mean difference than the actual average price of shares of ANTM. Methods ARIMA models AR(1), able to predict the stock price range lower limit and upper limit that is lower than the actual average price of shares of ANTM.

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Journal Info
Jurnal Asy-Syukriyyah
Website

Abbrev

Asy-Syukriyyah

Publisher

Sekolah Tinggi Agama Islam Asy-Syukriyyah

Subject

Religion Humanities Economics, Econometrics & Finance Education Law, Crime, Criminology & Criminal Justice

Description

The scope of topics that are most interesting to Asy-Syukriyyah Journal Islamic Studies readers include the following Islamic Education, Islamic Economics, Religious Philoshopy, Islamic Studies, Quranic Science and Interpretation, Sociology of Religion, Tafsir Hadits, Management of Islamic ...