?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=IMPLEMENTASI+METODE+ARIMA-GARCH+DALAM+PERAMALAN%0D%0A%0D%0ADATA+SAHAM+BRI&rft.creator=NAOMI+%2C+CHRISTIA+META+SIMAMORA&rft.subject=500+ilmu+pengetahuan+alam+dan+matematika&rft.subject=510+Matematika&rft.description=Fluktuasi+volatilitas+dan+varians+yang+tidak+stabil+pada+data+keuangan%0D%0Amengakibatkan+kesulitan+dalam+menghasilkan+prediksi+harga+saham+yang%0D%0Akonsisten+dan+andal.+Hal+ini+menuntut+pengembangan+model+yang+mampu%0D%0Amenangani+sifat+data+yang+tidak+stasioner.+Metode+ARIMA+digunakan+untuk%0D%0Amenangani+kestasioneran+data+time+series%2C+sedangkan+GARCH+diterapkan+untuk%0D%0Amengatasi+masalah+heteroskedastisitas%2C+yaitu+varians+residual+yang+tidak+konstan%0D%0Adalam+data.+Penelitian+ini+bertujuan+untuk+mengimplementasikan+metode%0D%0AARIMA-GARCH+dalam+peramalan+data+saham%2C+khususnya+saham+Bank+Rakyat%0D%0AIndonesia+(BRI)+dari+3+Januari+2022+hingga+3+Januari+2024.+Dalam+penelitian+ini%2C%0D%0Amodel+ARIMA+(11%2C1%2C2)-+GARCH+(3%2C1)+ditemukan+sebagai+model+terbaik+dengan%0D%0Anilai+MAPE+0%2C09815+yang+menunjukkan+bahwa+peramalannya+sangat+akurat.+Hasil%0D%0Aperamalan+yang+berlangsung+dari+4+Januari+2024+-+31+Januari+2024+menunjukkan%0D%0Abahwa+prediksi+model+ini+mendekati+nilai+aktual+dengan+penyimpangan+yang%0D%0Aminimal%2C+menunjukkan+bahwa+metode+ARIMA-GARCH+dapat+diandalkan+dalam%0D%0Amemprediksi+volatilitas+pasar+saham.%0D%0A%0D%0AKata+Kunci+%3A+ARIMA-GARCH%2C+Peramalan%2C+Heteroskedastisitas%2C+Volatilitas%2C+BRI%0D%0A%0D%0AThe+fluctuation+of+volatile+and+unstable+variance+in+financial+data+leads+to%0D%0Adifficulties+in+producing+consistent+and+reliable+stock+price+predictions.+This%0D%0Ademands+the+development+of+models+capable+of+handling+the+non-stationary+nature%0D%0Aof+data.+The+ARIMA+method+is+used+to+address+the+stationarity+of+time+series+data%2C%0D%0Awhile+GARCH+is+applied+to+resolve+the+issue+of+heteroskedasticity%2C+which+is+the%0D%0Anon-constant+variance+of+residuals+in+the+data.+This+study+aims+to+implement+the%0D%0AARIMA-GARCH+method+in+forecasting+stock+data%2C+specifically+for+Bank+Rakyat%0D%0AIndonesia+(BRI)+shares+from+January%0D%0A%0D%0A2022+to+January%0D%0A%0D%0A2024.+In+this+study%2C%0D%0Athe+ARIMA+(11%2C1%2C2)-GARCH+(3%2C1)+model+was+found+to+be+the+best+model+with+a%0D%0AMAPE+value+of+0.09815%2C+indicating+that+the+forecast+is+highly+accurate.+The%0D%0Aforecast+results+from+January%0D%0A%0D%0A2024+to+January+2024%2C+show+that+the%0D%0Amodel's+predictions+are+close+to+the+actual+values+with+minimal+deviations%2C%0D%0Ademonstrating+that+the+ARIMA-GARCH+method+is+reliable+for+predicting+stock%0D%0Amarket+volatility.%0D%0A%0D%0AKeywords+%3A+ARIMA-GARCH%2C+Forecasting%2C+Heteroskedasticity%2C+Volatility%2C+BRI&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2024-10-15&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F84766%2F1%2F1.%2520ABSTRAK-ABSTRACT%2520-%2520Naomi%2520Christia%2520Simamora.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F84766%2F2%2F2.%2520SKRIPSI%2520FULL%2520-%2520Naomi%2520Christia%2520Simamora.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F84766%2F3%2F3.%2520SKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN%2520-%2520Naomi%2520Christia%2520Simamora.pdf&rft.identifier=++NAOMI+%2C+CHRISTIA+META+SIMAMORA++(2024)+IMPLEMENTASI+METODE+ARIMA-GARCH+DALAM+PERAMALAN+DATA+SAHAM+BRI.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F84766%2F