Locf imputation for Astra Agro Lestari Tbk. (Indonesia) and Anadolu Group (Turkey) stock

Abstract

This study aims to apply time series graphs on stock of Astra Agro Lestari Tbk. and Anadolu Group with last observation carried forward (LOCF) imputation. The imputation was used because the data for the two companies had missing values on several dates. Missing value contained in the company Astra Agro Lestari Tbk. in Indonesia more than Anadolu Group in Turkey because of the difference in the number of holidays. Original data and data with complete dates are combined to form new data where missing values are seen on certain dates. The function used in the R program to form the graph is xts. However, the Date variable has a character class so it needs to be changed to the Date class. The xts function will error if the class is not changed. The modification also causes the horizontal axis of the graph to be replaced by the date. Based on the chart of stock prices and transaction volume of stock of the company Astra Agro Lestari Tbk. and Anadolu Group experienced increases, decreases, and is constant on several dates.

Keywords: missing value, R programming, stock prices, transaction volume.
MSC2020: 62M10, 91B84, 62-04