?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=ANALISIS+DERET+WAKTU+MENGGUNAKAN+METODE+STATE+SPACE%0D%0A%0D%0ADAN+APLIKASINYA+PADA+HARGA+SAHAM&rft.creator=NATHANAEL+MANOGARI%2C+1517031063&rft.subject=Q+Science+(General)&rft.subject=QA+Mathematics&rft.description=Stocks+are+interpreted+as+proof+of+capital+transfer+in+a+company%2C+or+a+proof+of%0D%0Aownership+of+a+company.+Anyone+who+owns+stocks+means+that+he+or+she+includes%0D%0Acapital+of+or+owns+the+company+that+issued+the+stocks.+State+Space+is+one+of+the+time%0D%0Aseries+analysis+procedure+that+can+be+use+for+forecasting.+State+space+generates+best%0D%0Aparameter+model+using+past+data+without+any+specific+asumption.+The+only%0D%0Aasumption+to+fill+is+data+should+be+stationary.+The+purpose+of+this+research+are+to%0D%0Aknow+the+stages+of+time+series+analysis+by+using+the+State+Space+method%2C+which+will%0D%0Aget+the+best+model+and+also+get+the+stock+price+forecast+results+from+the+data%0D%0Aobtained.+From+analysis+found+that+the+stock+price+data+is+not+stationary.+In+order+to%0D%0Astationary+data%2C+data+differenced+with+lag+%3D1+(d+%3D1).+The+model+that+found+from%0D%0Astatespace+modeling+are+result+of+iteration+estimation+that+generated+from+canonic%0D%0Acorelation+analysis+on+VAR+(vector+autoregressive)+model.+Application+in+this%0D%0Amodel+to+forecast+stock+price+ENRGJK%2C+MEDJK%2C+and+ELSAJK+for+the+next+31+days%0D%0Aare+well+enough+with+mean+absolute+percentage+error+3.0862%25+for+ENRGJK%2C%0D%0A2.4146%25+for+MEDJK%2C+and+1.9264%25+for+ELSAJK..%0D%0A%0D%0AKeywords%3A+stasioner%2C+vector+autoregressive%2C+korelasi+kanonik%2C+statespace%2C+mean+absolute%0D%0Apercentage+error%0D%0ASaham+diartikan+sebagai+bukti+penyertaan+modal+di+suatu+perseroan%2C+atau%0D%0Amerupakan+bukti+kepemilikan+atas+suatu+perusahaan.+Siapa+saja+yang+memiliki%0D%0Asaham+berarti+dia+ikut+menyertakan+modal+atau+memiliki+perusahaan+yang%0D%0Amengeluarkan+saham+tersebut.+State+Space+merupakan+prosedur+deret+waktu+yang%0D%0Adigunakan+untuk+meramalkan+data+deret+waktu.+Keunggulan+State+Space+dapat%0D%0Amemilih+model+parameter+terbaik+dengan+menggunakan+data+sebelumnya+tanpa%0D%0Aasumsi+khusus.+Satu-satunya+asumsi+yang+harus+dipenuhi+yaitu+data+yang+digunakan%0D%0Aharus+stasioner.+Tujuan+penelitan+ini+adalah+mengetahui+tahap-tahap+analisis+deret%0D%0Awaktu+dengan+menggunakan+metode+State+Space+yang+nantinya+akan+didapatkan%0D%0Amodel+terbaik+dan+juga+hasil+ramalan+harga+saham+dari+data+yang+diperoleh.+Dari%0D%0Aanalisis+ditemukan+bahwa+data+harga+saham+ENRGJK%2C+MEDJK%2C+dan+ELSAJK+tidak%0D%0Astasioner.+Untuk+menstasionerkan+data%2C+dilakukan+differencing+dengan%0D%0Amenggunakan+lag+%3D+1+(d+%3D+1)+agar+data+stasioner.+Model+yang+didapatkan+dari%0D%0Apemodelan+State+Space+adalah+hasil+iterasi+dari+dugaan+yang+dihasilkan+analisis%0D%0Akorelasi+kanonik+terhadap+model+VAR+(vector+autoregressive).+Aplikasi+model+ini%0D%0Apada+peramalan+harga+saham+ENRGJK%2C+MEDJK%2C+dan+ELSAJK+untuk+31+hari%0D%0Akedepan+sangat+baik+baik+dengan+mean+absolute+percentage+error+3.0862%25+untuk%0D%0AENRGJK%2C+2.4146%25+untuk+MEDJK+dan+1.9264%25+untuk+ELSAJK.%0D%0AKata+kunci%3A+stasioner%2C+vector+autoregressive%2C+korelasi+kanonik%2C+statespace%2C+mean+absolute%0D%0Apercentage+error&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2019&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54911%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54911%2F2%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54911%2F3%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++NATHANAEL+MANOGARI%2C+1517031063++(2019)+ANALISIS+DERET+WAKTU+MENGGUNAKAN+METODE+STATE+SPACE+DAN+APLIKASINYA+PADA+HARGA+SAHAM.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F54911%2F