?url_ver=Z39.88-2004&rft_id=1917031033+&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=PENERAPAN+METODE+ARIMAX-GARCH+DALAM+MERAMALKAN+INDEKS+HARGA+SAHAM+GABUNGAN+(IHSG)&rft.creator=KAMEELA+%2C+MAYSOON&rft.subject=500+ilmu+pengetahuan+alam+dan+matematika&rft.subject=510+Matematika&rft.description=%0D%0AInvesting+is+the+most+popular+activity+because+it+is+an+investment+option+that+can+provide+many+benefits+for+investors.+In+investing%2C+you+also+have+to+pay+attention+to+stock+price+movements+that+often+fluctuate%2C+one+of+the+most+important+things+to+evaluate+stock+prices+is+the+Composite+Stock+Price+Index+(JCI).+JCI+movement+is+strongly+influenced+by+several+conditions%2C+for+example+the+dollar+exchange+rate.+Seeing+this%2C+it+is+necessary+to+forecast+the+JCI+and+the+dollar+exchange+rate+in+the+future+so+that+they+can+be+used+as+reference+material+for+investors+regarding+the+representation+of+the+composite+stock+price+index+in+the+future.+One+of+the+forecasting+methods+used+is+time+series+using+the+ARIMAX-GARCH+method%2C+which+is+a+hybrid+method+between+ARIMAX+and+GARCH.+ARIMAX+is+the+development+of+the+ARIMA+method+by+adding+exogenous+variables+and+the+GARCH+method+is+used+to+overcome+the+problem+of+non-uniform+variance+in+time+series+data+and+to+build+good+predictive+models.+The+results+showed+that+the+best+model+for+predicting+the+JCI+at+the+dollar+exchange+rate+was+the+ARIMAX+(1%2C2%2C1)+%E2%80%93+GARCH+(3%2C0)+model+with+a+MAPE+value+of+0%2C563765+%25%2C+it+can+be+said+that+the+MAPE+value+is+0%2C00563765%2C+which+means+that+the+MAPE+value+is+included+in+the+very+good+forecasting+category%2C+namely+%3C10%25.%0D%0AKata+Kunci%3A+Investment%2C+JCI%2C+Dollar+Exchange%2C+Forecasting%2C+ARIMAX%2C+GARCH%0D%0A%0D%0A%0D%0ABerinvestasi+merupakan+kegiatan+yang+paling+populer+karena+merupakan+pilihan+investasi+yang+dapat+memberikan+banyak+keuntungan+bagi+investor.+Dalam+melakukan+investasi+juga+harus+memperhatikan+pergerakan+harga+saham+yang+sering+berfluktuasi%2C+salah+satu+yang+paling+penting+untuk+mengevaluasi+harga+saham+adalah+Indeks+Harga+Saham+Gabungan+(IHSG).+Pergerakan+IHSG+sangat+dipengaruhi+oleh+beberapa+kondisi%2C+contohnya+kurs+dollar.+Melihat+hal+tersebut+perlu+dilakukan+peramalan+terhadap+IHSG+dan+kurs+dollar+dimasa+yang+akan+datang+agar+dapat+dijadikan+sebagai+bahan+referensi+bagi+investor+mengenai+representasi+indeks+harga+saham+gabungan+dimasa+yang+akan+datang.+Salah+satu+metode+peramalan+yang+digunakan+yaitu+time+series+dengan+menggunakan+metode+ARIMAX-GARCH+yaitu+metode+hybrid+antara+ARIMAX+dan+GARCH.+ARIMAX+merupakan+pengembangan+dari+metode+ARIMA+dengan+menambahkan+variabel+eksogen+serta+metode+GARCH+digunakan+untuk+mengatasi+masalah+ketidakseragaman+varian+dalam+data+time+series+dan+untuk+membangun+model+prediksi+yang+baik.+Hasil+penelitian+diperoleh+bahwa+model+terbaik+untuk+meramalkan+IHSG+dengan+kurs+dollar+adalah+model+ARIMAX+(1%2C2%2C1)+%E2%80%93+GARCH+(3%2C0)+dengan+nilai+MAPE+yang+sebesar+0%2C563765+%25%2C%2C+maka+dapat+dikatakan+bahwa+nilai+MAPE+0%2C00563765+yang+artinya+bahwa+nilai+MAPE+masuk+kedalam+kategori+peramalan+yang+sangat+baik+yaitu+%3C+10+%25.%0D%0AKata+Kunci%3A+Investasi%2C+IHSG%2C+Kurs+Dollar%2C+Peramalan%2C+ARIMAX%2C+GARCH&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2023-02-09&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F69856%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F69856%2F2%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F69856%2F3%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++KAMEELA+%2C+MAYSOON++(2023)+PENERAPAN+METODE+ARIMAX-GARCH+DALAM+MERAMALKAN+INDEKS+HARGA+SAHAM+GABUNGAN+(IHSG).++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.++++(Submitted)++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F69856%2F