?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=METODE+PERAMALAN+DERET+WAKTU+MENGGUNAKAN+MODEL+ASYMMETRIC+POWER+AUTOREGRESSIVE+CONDITIONAL+HETEROSKEDASTIC+(APARCH)+%0D%0AStudi+Kasus+Data+Penutupan+Harga+Saham+Mingguan+PT+Adhi+Karya+(Persero)+Tbk.+%0D%0A%0D%0A&rft.creator=HANA+AYU+MASHA+%2C+1217031034&rft.subject=Q+Science+(General)&rft.subject=QA+Mathematics&rft.description=ABSTRAK%0D%0A%0D%0ATujuan+dari+penelitian+ini+adalah+untuk+mendapatkan+model+terbaik+dalam+menganalisa+dan+meramalkan+data+penutupan+harga+saham+mingguan+untuk+PT+Adhi+Karya+(Persero)+Tbk+dari+September+1990+sampai+Januari+2016+yang+berjumlah+1.314+data.+Model+yang+digunakan+dalam+penelitian+ini+adalah+model+Asymmetric+Power+Autoregressive+Conditional+Heteroscedasticity+(APARCH).+Model+terbaik+dipilih+berdasarkan++Akaike+Info+Criterion+(AIC)+dan+Schwarz+Criterion+(SC).+Dari+hasil+analisa+didapat+model+terbaik+yaitu+APARCH+(1%2C1)+dengan+ARIMA+(1%2C1%2C1)+sebagai+model+rata-rata+bersyaratnya.+Hasil+dari+peramalan+untuk+7+periode+kedepan+menunjukan+bahwa+ramalan+berada+dalam+interval+konfidensi+95%25+yang+berarti+bahwa+hasil+peramalan+menggunakan+model+ini+dapat+dipercaya.%0D%0AKata+Kunci+%3A+Heteroskedastisitas%2C+Efek+Asimetris%2C+APARCH%2C+Peramalan%0D%0A%0D%0A%E2%80%83%0D%0A%0D%0A%0D%0AABSTRACT%0D%0A%0D%0AThe+aim+of+this+study+is+to+find+the+best+model+to+analize+and+forecast+the+financial+data%2C+data+closing+price+weekly+of+PT+Adhi+Karya+(Persero)+Tbk+from+September+1990+to+January+2016+there+were+1314+data.+The+model+used+for+this+study+is+Asymmetric+Power+Autoregressive+Conditional+Heteroscedasticity+(APARCH)+model.+The+best+model+choose+based+on+the+criteria+of+Akaike+Info+Criterion+(AIC)+and+Schwarz+Criterion+(SC).+From+the+analysis+the+best+model+is+APARCH+(1%2C1)+with+ARIMA+(1%2C1%2C1)+as+the+conditional+mean+model.+The+forecasting+results+for+the+next+7+periods+shown+that+the+forecast+were+within+the+Confidence+Interval+(CI)+95+%25%2C+this+mean+that+the+forecast+by+using+this+model+the+results+were+very+reliable.%0D%0AKeywords+%3A+Heteroskedastic%2C+Asymmetric%2C+APARCH%2C+Forecasting%0D%0A&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2016-08-25&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F24083%2F1%2FABSTRAK%2520%2528ABSTRACT%2529.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F24083%2F19%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F24083%2F20%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++HANA+AYU+MASHA+%2C+1217031034++(2016)+METODE+PERAMALAN+DERET+WAKTU+MENGGUNAKAN+MODEL+ASYMMETRIC+POWER+AUTOREGRESSIVE+CONDITIONAL+HETEROSKEDASTIC+(APARCH)+Studi+Kasus+Data+Penutupan+Harga+Saham+Mingguan+PT+Adhi+Karya+(Persero)+Tbk.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F24083%2F