Penerapan metode double moving average, brown, holt linear, dan arima pada harga penutupan saham
DOI:
https://doi.org/10.30872/jkin.v18i3.8578Keywords:
Prediksi harga saham, mape, double moving average, brown, holt linear, arimaAbstract
Harga saham di periode selanjutnya perlu diprediksi oleh investor untuk meminimalisir potensi kerugian yang mungkin terjadi. Tujuan dari penelitian adalah untuk membandingkan dan mencari metode peramalan terbaik diantara 4 metode pendekatan peramalan yaitu Double Moving Average, Brown, Holt linear, dan Autoregressive Integrated Average (ARIMA) untuk melihat nilai Mean Absolute Percentage Error (MAPE). Metode yang menghasilkan nilai MAPE terkecil merupakan metode yang terbaik untuk diterapkan. Penelitian ini menggunakan data harga penutupan saham JKSE pada bulan September 2018 - bulan September 2020. Setelah melakukan perhitungan dengan bantuan software R Studio dan Ms. Excel, didapat metode Double Moving Average dengan nilai MAPE sebesar 1.0284%, Metode Brown memiliki nilai MAPE sebesar 1,0302%, metode Holt Linear memiliki nilai MAPE sebesar 1,0203%, dan metode ARIMA memiliki nilai MAPE sebesar 0,8244%. Jadi, dari perbandingan nilai MAPE metode-metode tersebut, metode peramalan yang disarankan adalah metode ARIMA karena menghasilkan nilai MAPE terkecil.
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