PERAMALAN HARGA SAHAM PT. BANK RAKYAT INDONESIA PERSERO TBK DI MASA PANDEMI COVID-19 MENGGUNAKAN METODE HYBRID AUTOREGRESSIVE INTEGRATED MOVING AVERAGE -ARTIFICIAL NEURAL NETWORK (ARIMA-ANN)

HANNA FELINA, FERDY (2022) PERAMALAN HARGA SAHAM PT. BANK RAKYAT INDONESIA PERSERO TBK DI MASA PANDEMI COVID-19 MENGGUNAKAN METODE HYBRID AUTOREGRESSIVE INTEGRATED MOVING AVERAGE -ARTIFICIAL NEURAL NETWORK (ARIMA-ANN). Sarjana / Sarjana Terapan (S1/D4) thesis, Universitas Muhammadiyah Semarang.

Preview	Text HALAMAN DEPAN.pdf Download (673kB) | Preview
Preview	Text ABSTRAK.pdf Download (919kB) | Preview
Preview	Text BAB I PENDAHULUAN.pdf Download (1MB) | Preview
	Text BAB III METODE PENELITIAN.pdf Restricted to Repository staff only Download (1MB) | Request a copy
	Text BAB IV HASIL DAN PEMBAHASAN.pdf Restricted to Repository staff only Download (927kB) | Request a copy
Preview	Text BAB V KESIMPULAN DAN SARAN.pdf Download (1MB) | Preview
Preview	Text DAFTAR PUSTAKA.pdf Download (954kB) | Preview
	Text FULL SKRIPSI HANNA FELINA FERDY.pdf Restricted to Repository staff only Download (3MB) | Request a copy
	Text LAMPIRAN.pdf Restricted to Repository staff only Download (1MB) | Request a copy

Abstract

ABSTRAK Ferdy, Hanna Felina. 2022. Peramalan Harga Saham PT. Bank Rakyat Indonesia Persero Tbk Di Masa Pandemi Covid-19 Menggunakan Metode Hybrid Autoregressive Integrated Moving Average - Artificial Neural Network (ARIMA-ANN). Skripsi, Program Studi Statistika, Universitas Muhammadiyah Semarang, Pembimbing I: Ibu Indah Manfaat Nur M.Si, Pembimbing II : Ibu Tiani Wahyu Utami, M,Si. Pneumonia baru yang disahkan oleh WHO mengenai wabah yang dinamakan covid-19. Dimana, seluruh dunia merasakannya termasuk Indonesia pada 09 Maret 2020. Wabah covid-19 memberikan dampak yang besar termasuk ke dunia investasi, salah satunya ialah saham. PT. Bank Rakyat Indonesia yang menjadi salah satu bagian dari dunia investasi juga merasakan kerugian yang cukup besar karena nilai saham yang rendah. Tujuan dari penelitian ini ialah untuk mengetahui nilai saham kedepannya sehingga PT. Bank Rakyat Indonesia dapat mengantisipasinya serta dapat mengetahui metode terbaik yang dapat digunakan untuk meramalkan harga saham. Data yang digunakan ialah harga saham open dan close pada bulan Maret 2020 sampai Juli 2021. Hasil dari penelitian ini menunjukkan bahwa harga saham open dan close metode Hybrid ARIMA-ANN memiliki nilai MAPE yang lebih kecil sebesar 2% dibandingkan dengan metode ARIMA yaitu sebesar 9% . Sehingga, metode Hybrid ARIMA-ANN merupakan metode yang lebih unggul dibandingkan metode ARIMA. Kata Kunci: ARIMA, Hybrid ARIMA-ANN, Saham, BBRI, Peramalan   ABSTRACT Ferdy, Hanna Felina. 2022. Peramalan Harga Saham PT. Bank Rakyat Indonesia Persero Tbk Di Masa Pandemi Covid-19 Menggunakan Metode Hybrid Autoregressive Integrated Moving Average - Artificial Neural Network (ARIMA-ANN). Skripsi, Program Studi Statistika, Universitas Muhammadiyah Semarang, Pembimbing I: Ibu Indah Manfaat Nur M.Si, Pembimbing II : Ibu Tiani Wahyu Utami, M,Si. The new pneumonia known to the WHO has confirmed an outbreak called COVID-19. Where, the whole world felt it, including Indonesia on March 9, 2020. The Covid-19 outbreak had a big impact, including the investment world, one of which was stocks. PT. Bank Rakyat Indonesia, being a part of the investment world, also suffered a large loss due to the low stock value. The purpose of this study is to determine the future stock value so that PT. Bank Rakyat Indonesia can anticipate and find out the best method that can be used to predict stock prices. The data used are open and close stock prices in March 2020 to July 2021. The results of this study indicate that the open and close stock prices of the ARIMA-ANN Hybrid method have a smaller MAPE value of 2% compared to the ARIMA method of 9% . Thus, the Hybrid ARIMA-ANN method is a method that is superior to the ARIMA method. Keyword: ARIMA, Hybrid ARIMA-ANN, Stock Price, BBRI, Forecasting

Actions (login required)

View Item