PERAMALAN HARGA SAHAM PT. BANK RAKYAT INDONESIA (PERSERO) TBK MENGGUNAKAN METODE AUTO REGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA)

Abstract

The stock price is the stock price of a company are traded on the stock market. The stock prices can rise, fall, or remain stable. The stock price movements are important in the stock market because they provide information about company performance, market sentiment and other economic factors. This makes stock price movements important to monitored by investors, analysts and other market participants to make the right investment decisions when to buy or sell these stocks. In this research, will be carried out stock price forecasting PT. Bank Rakyat Indonesia (Persero) Tbk with the Auto Regressive Integrated Moving Average (ARIMA) method. The ARIMA method is a method that used in time series analysis to model and predict data that has certain patterns. The ARIMA method is used to predict future values based on historical data. The data used is the stock price data of PT. Bank Rakyat Indonesia (Persero) Tbk that obtained from the Yahoo Finance website. The results of this research produced the best ARIMA model, namely ARIMA (1,1,1).