Implementasi Model ARIMA untuk Analisa Prediksi Harga Penutupan Saham Historis Harian Perusahaan BP Minyak dan Gas Multinasional
DOI:
https://doi.org/10.26418/justin.v13i3.90747Keywords:
Prediksi, ARIMA, Harga Saham, Data Historis, Tren Musiman, InvestasiAbstract
Prediksi harga saham merupakan aspek penting dalam analisis keuangan yang mendukung pengambilan keputusan investasi. Tantangan utama dalam prediksi harga saham adalah sifatnya yang sangat fluktuatif dan dipengaruhi oleh banyak faktor eksternal, seperti kebijakan ekonomi, perubahan geopolitik, dan kondisi pasar global. Penelitian ini bertujuan untuk menganalisis dan memprediksi harga penutupan saham perusahaan energi BP, sebuah perusahaan minyak dan gas multinasional yang berbasis di London, Inggris, menggunakan model Autoregressive Integrated Moving Average (ARIMA). Data historis yang digunakan mencakup periode 2021 hingga 2024, dipilih karena mencerminkan masa pemulihan ekonomi pasca-pandemi dan gejolak pasar akibat krisis energi global, sehingga relevan dalam mengkaji volatilitas harga saham. Proses pemodelan menggunakan parameter spesifik ARIMA (1,1,1) yang ditentukan berdasarkan analisis ACF dan PACF setelah uji stasioneritas dengan ADF. Hasil analisis menunjukkan bahwa model ARIMA memberikan prediksi yang akurat, dengan nilai MAPE sebesar 1,47%, yang menunjukkan tingkat kesalahan prediksi yang sangat rendah. Penelitian ini memberikan kontribusi penting bagi investor dan pelaku pasar sebagai referensi dalam penyusunan strategi investasi yang berbasis data historis, serta menguatkan efektivitas model ARIMA dalam memetakan tren saham pada kondisi pasar yang dinamis. Kata kunci: Prediksi, ARIMA, Harga Saham, Data Historis, Tren Musiman, InvestasiReferences
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