Artikel Jurnal :: Kembali

Artikel Jurnal :: Kembali

Peramalan harga saham dan nilai tukar: teknik Box-Jenkins

oleh Sri Mulyono (Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2000)

 Abstrak

This article attempts to socialize Box-Jenkins method (ARIMA model) for forecasting. Steps in using the method are model identification, estimation, diagnostic checking (testing) and forecasting. It also introduces variation of the method such as ARIMA which consider seasonal factor (SARIMA model) and combination between regression and ARIMA model (MARMA model). In the last part, It shows how to forecast composite stock price index in Jakarta Stock Exchange and nominal exchange rate of Rupiah per US dollar using the method.

 File Digital: 1

 Metadata

Jenis Koleksi : Artikel Jurnal
No. Panggil : EFIN-XLVIII-2-Juni2000-125
Entri utama-Nama orang :
Penerbitan : Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2000
Sumber Pengatalogan :
ISSN :
Majalah/Jurnal : Economics and Finance in Indonesia
Volume : Vol. XLVIII (2) Juni 2000: 125-141
Tipe Konten :
Tipe Media :
Tipe Carrier :
Akses Elektronik :
Institusi Pemilik : Universitas Indonesia
Lokasi :
  • Ketersediaan
  • Ulasan
  • Sampul
No. Panggil No. Barkod Ketersediaan
EFIN-XLVIII-2-Juni2000-125 03-20-331228200 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 92881
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