<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY"^^ . "This study utilizes the Vector Error Correction Model (VECM) and Vector Error\r\nCorrection Model With Exogenous Variables (VECMX) to forecast the closing\r\nprices of Blue-Chip bank stocks in the LQ45 Index category, including BCA,\r\nMandiri, BRI, and BNI, which are crucial components of the stock market, along\r\nwith the Jakarta Composite Index (IHSG) as an exogenous variable. The results\r\nshow that the VECM(1) and VECMX(1,4) models provide optimal results in\r\nforecasting the closing prices of Blue-Chip stocks in the LQ45 Index category.\r\nModel performance evaluation based on the smallest Root Mean Square Error\r\n(RMSE) value indicates that the VECM(1) model with cointegration rank=1\r\noffers the best performance. Further analysis using Granger Causality, Impulse\r\nResponse Function (IRF), and Variance Decomposition (VD) reveals causal\r\nrelationships among these Blue-Chip stocks and responses to shocks occurring in\r\nmarket changes. Forecasting indicates a significant price increase in 2024, with\r\nBBCA showing the highest growth, followed by BMRI, BBNI, and BBRI. This\r\nstudy provides in-depth information on the dynamics of Blue-Chip stocks in the\r\nLQ45 Index category and can serve as valuable guidance for investors and\r\ndecision-makers in the capital market.\r\nKeywords: VECM, VECMX, Blue Chip Stock Closing Prices, LQ45 Index,\r\nForecasting.\r\n\r\nABSTRAK\r\n\r\nANALISIS MODEL VECTOR ERROR CORRECTION MODEL (VECM)\r\nDAN VECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) PADA PERAMALAN HARGA PENUTUPAN\r\nSAHAM BANK BLUE CHIP KATEGORI INDEKS LQ45\r\n\r\nOLEH\r\nAYU APRIANTI\r\n\r\nPenelitian ini menggunakan Vector Error Correction Model (VECM) dan Vector\r\nError Correction Model With Exogenous Variables (VECMX) untuk meramalkan\r\nharga penutupan saham bank Blue-Chip dalam kategori Indeks LQ45, meliputi\r\nBCA, Mandiri, BRI, dan BNI, yang merupakan komponen penting dalam pasar\r\nsaham, serta Indeks Harga Saham Gabungan (IHSG) sebagai variabel eksogen.\r\nHasil penelitian menunjukkan bahwa model VECM(1) dan VECMX(1,4)\r\nmemberikan hasil optimal dalam meramalkan harga penutupan saham Blue-Chip\r\ndalam kategori Indeks LQ45. Evaluasi kinerja model berdasarkan nilai Root Mean\r\nSquare Error (RMSE) terkecil menunjukkan bahwa model VECM(1) dengan\r\nkointegrasi rank=1 memberikan kinerja terbaik. Analisis lebih lanjut\r\nmenggunakan Granger Causality, Impulse Response Function (IRF), dan\r\nVariance Decomposition (VD) mengungkapkan hubungan kausal di antara\r\nsaham-saham Blue-Chip ini dan respons terhadap shock yang terjadi pada\r\nperubahan pasar. Peramalan menunjukkan peningkatan harga yang signifikan\r\npada tahun 2024, dengan BBCA menunjukkan pertumbuhan tertinggi, diikuti oleh\r\nBMRI, BBNI, dan BBRI. Penelitian ini memberikan informasi mendalam tentang\r\ndinamika saham Blue-Chip dalam kategori Indeks LQ45 dan dapat menjadi\r\npanduan berharga bagi investor dan pengambil keputusan di pasar modal.\r\nKata kunci : VECM, VECMX, Harga Penutupan Saham Blue Chip,\r\nIndeksLQ45, Peramalan."^^ . "2024-06-24" . . . . . "UNIVERSITAS LAMPUNG"^^ . . . "FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM, UNIVERSITAS LAMPUNG"^^ . . . . . . . . . "APRIANTI"^^ . "AYU "^^ . "APRIANTI AYU "^^ . . . . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (File PDF)"^^ . . . "File ABSTRAK-ABSTRACT - Ayu Aprianti.pdf"^^ . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (File PDF)"^^ . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (File PDF)"^^ . . . "File FULL THESIS TANPA BAB PEMBAHASAN - Ayu Aprianti.pdf"^^ . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (Other)"^^ . . . . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (Other)"^^ . . . . . . "preview.jpg"^^ . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (Other)"^^ . . . . . . "medium.jpg"^^ . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (Other)"^^ . . . . . . "small.jpg"^^ . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (Other)"^^ . . . . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (Other)"^^ . . . . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (Other)"^^ . . . . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (Other)"^^ . . . . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (Other)"^^ . . . . . . "preview.jpg"^^ . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (Other)"^^ . . . . . . "medium.jpg"^^ . . . "ANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND\r\nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS\r\nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE\r\n\r\nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #86684 \n\nANALYSIS OF VECTOR ERROR CORRECTION MODEL (VECM) AND \nVECTOR ERROR CORRECTION MODEL WITH EXOGENOUS \nVARIABLES (VECMX) IN FORECASTING CLOSING PRICES OF BLUE \n \nCHIP BANK STOCKS IN LQ45 INDEX CATEGORY\n\n" . "text/html" . . . "500 ilmu pengetahuan alam dan matematika" . . . "510 Matematika" . .