Peramalan harga saham dan nilai tukar: teknik Box-Jenkins
oleh Sri Mulyono (Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2000)
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| 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. |
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| No. Panggil : | EFIN-XLVIII-2-Juni2000-125 |
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| Penerbitan : | Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2000 |
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| Majalah/Jurnal : | Economics and Finance in Indonesia |
| Volume : | Vol. XLVIII (2) Juni 2000: 125-141 |
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| Institusi Pemilik : | Universitas Indonesia |
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| No. Panggil | No. Barkod | Ketersediaan |
|---|---|---|
| EFIN-XLVIII-2-Juni2000-125 | 03-20-331228200 | TERSEDIA |
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| Tidak ada ulasan pada koleksi ini: 92881 |
