Proceedings of the 2nd International Conference on Mathematics and Mathematics Education 2018 (ICM2E 2018)

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Application of Time Series Box-Jenkins Method (ARIMA) to Forecast The Highest and Lowest Stock Prices of PT.Semen Indonesia,Tbk.

Authors
Hasanatul Iftitah, Dewi Murni
Corresponding Author
Dewi Murni
Available Online December 2018.
DOI
10.2991/icm2e-18.2018.75How to use a DOI?
Keywords
Stock Prices, ARIMA Method, PT.Semen Indonesia,Tbk.
Abstract

Stock is one of the investment instruments in demand today. Investors must be smart in making a decision to sell or buy stock in order to avoid losses. For that, investors need the highest and lowest stock price predictions as a basis for consideration in making decisions. PT. Semen Indonesia, Tbk is one of the state-owned companies with defensive stock and included in the LQ45 Index where the liquidity level of stock trading is high so it becomes one of the investors’ choices. This study aims to see how ARIMA method forecast stock prices PT. Semen Indonesia, Tbk and how the results of stock price prediction for the next 30 periods. ARIMA method is one of forecasting technique applied for analysis and forecasting time series data and ARIMA is combination between models AR, MA and differencing until stationary data. The result of this research is model ARIMA (3,1,3) to predict the highest stock price of PT. Semen Indonesia,Tbk and the highest stock predictions ranged from Rp. 6,862 to Rp. 7,040. Also, model ARIMA (3,1,5) to predict the lowest stock price PT. Semen Indonesia,Tbk and the lowest stock predictions ranged from Rp. 6,313 to Rp. 6.508.

Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2nd International Conference on Mathematics and Mathematics Education 2018 (ICM2E 2018)
Series
Advances in Social Science, Education and Humanities Research
Publication Date
December 2018
ISBN
978-94-6252-628-0
ISSN
2352-5398
DOI
10.2991/icm2e-18.2018.75How to use a DOI?
Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

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TY  - CONF
AU  - Hasanatul Iftitah
AU  - Dewi Murni
PY  - 2018/12
DA  - 2018/12
TI  - Application of Time Series Box-Jenkins Method (ARIMA) to Forecast The Highest and Lowest Stock Prices of PT.Semen Indonesia,Tbk.
BT  - Proceedings of the 2nd International Conference on Mathematics and Mathematics Education 2018 (ICM2E 2018)
PB  - Atlantis Press
SP  - 328
EP  - 333
SN  - 2352-5398
UR  - https://doi.org/10.2991/icm2e-18.2018.75
DO  - 10.2991/icm2e-18.2018.75
ID  - Iftitah2018/12
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