Media Trend: Berkala Kajian Ekonomi dan Studi Pembangunan
Vol 2, No 2 (2007): November

MERAMALKAN (FORCASTING) PERKEMBANGAN IHSG MENGGUNAKAN TEKNIK BOX-JENKINS

Herry Yulistiyono (Staff Pengajar Jurusan IESP - Universitas Trunojoyo)
Shanty Oktavilia (Alumni Magister Ilmu Ekonomi Studi Pembangunan - Universitas Diponegoro)



Article Info

Publish Date
23 Sep 2016

Abstract

Indeks Harga saham Gabungan (ISHG) growth is one of the stock exchange and economic stability level indicator. It was Proved on the crisis era which happen in indonesia since mid 1997, IHSG often become decision making refence in the business field to determine the policy stept. So, the IHSG forecasting is higly needed especially to the exchange market player and the other economic player.this article try to set forth Indeks Harga Saham Gabung Forecast technique on Jakarta Stock Exchange on the period of 1996 to 2002 with ARIMA Box Jenkins method, is short period forecast technical base on the data time series.

Copyrights © 2007






Journal Info

Abbrev

MEDIATREND

Publisher

Subject

Economics, Econometrics & Finance

Description

Economic Development Program provides a platform for researchers who want to publish their research results through "MEDIATREND", the periodical Journal of economic studies and development studies. Journal "MEDIATREND" published two (2) times a year in March and October and can be accessed online. ...