<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM"^^ . "Model yang umum digunakan untuk data deret waktu adalah model\r\nAutoregressive Integrated Moving Average (ARIMA). Namun ARIMA model\r\nderet waktu yang linier sehingga belum cukup baik untuk diterapkan pada\r\npemodelan yang memiliki kecenderungan perilaku nonlinier seperti kasus data\r\nharga saham yang cenderung fluktuatif atau memiliki kencenderungan\r\nmembentuk pola data nonlinier. Salah satu model deret waktu yang digunakan\r\npada kasus data yang memiliki kecenderungan nonlinier adalah dengan Logistic\r\nSmooth Transition Autoregressive (LSTAR). Tujuan dari penelitian ini adalah\r\nuntuk meramalkan data return penutupan harga saham PT Indofood Sukses\r\nMakmur Tbk dengan menggunakan model LSTAR. Hasil dari penelitian ini\r\ndidapatkan model terbaik untuk peramalan ragamnya adalah LSTAR (1,1), yaitu\r\ndengan persamaan sebagai berikut:\r\nXt = −0.4304Xt−1 (1 −\r\n\r\n1\r\n1 + e\r\n−100(Xt−1+0.0608)\r\n)\r\n\r\n+ 0.3831Xt−1 (\r\n\r\n1\r\n1 + e\r\n100(Xt−1+0.0608)\r\n) + αt\r\n\r\nKata kunci: peramalan, nonlinier, logistic smooth transition autoregressive\r\nModels that commonly used for time series data is Autoregressive Integrated\r\nMoving Average (ARIMA) model. However, the ARIMA time series model is\r\nlinear so it’s not good enough to be applied to modelling that has a tendency to\r\nnonlinear behavior such as the case of stock price data which tends to fluctuate or\r\nhas a tendency to form nonlinear data patterns. One of the time series models\r\nused in the case of data that has a nonlinear tendency is Logistic Smooth\r\nTransition Autoregressive (LSTAR). The aim of this study is to predict return\r\ndata on closing stock prices of PT Indofood Sukses Makmur Tbk using the\r\nLSTAR model. The result of this research showed that the best model for\r\nforecasting the data is LSTAR(1,1) that is with equation as following:\r\n\r\nXt = −0.4304Xt−1 (1 −\r\n\r\n1\r\n1 + e\r\n−100(Xt−1+0.0608)\r\n)\r\n\r\n+ 0.3831Xt−1 (\r\n\r\n1\r\n1 + e\r\n100(Xt−1+0.0608)\r\n) + αt\r\n\r\nKeywords: forecast, nonlinear, logistic smooth transition autoregressive"^^ . "2021" . . . . . "FAKULTAS MATEMATIKA ILMU PENGETAHUAN ALAM"^^ . . . . . . . "1717031030"^^ . "CHATERINA NATALIA GULTOM"^^ . "1717031030 CHATERINA NATALIA GULTOM"^^ . . . . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (File PDF)"^^ . . . "1. ABSTRAK-ABSTRACT - CHATERINA NATALIA.pdf"^^ . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (File PDF)"^^ . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (File PDF)"^^ . . . "3. SKRIPSI TANPA BAB PEMBAHASANCH.pdf"^^ . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (Other)"^^ . . . . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (Other)"^^ . . . . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (Other)"^^ . . . . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (Other)"^^ . . . . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (Other)"^^ . . . . . . "small.jpg"^^ . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (Other)"^^ . . . . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PENERAPAN MODEL LOGISTIC SMOOTH TRANSITION\r\nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #62757 \n\nPENERAPAN MODEL LOGISTIC SMOOTH TRANSITION \nAUTOREGRESSIVE (LSTAR) UNTUK MERAMALKAN HARGA SAHAM\n\n" . "text/html" . . . "510 Matematika" . .