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Peramalan terhadap Forex dengan Metode ARIMA Studi Kasus GBP/USD

Suryono, Michael Saputra and Oetama, Raymond Sunardi (2019) Peramalan terhadap Forex dengan Metode ARIMA Studi Kasus GBP/USD. Ultimatics : Jurnal Teknik Informatika, 11 (1). pp. 6-10. ISSN 2085-4552

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Official URL: https://ejournals.umn.ac.id/index.php/TI/article/v...

Abstract

Forex or Foreign Exchange is trading a country's currency with another country's currency. The purpose of this study is basically to test the accuracy of ARIMA on the GBP/USD currency pair. In addition, this research is expected to provide the benefits of knowledge about forecasting using ARIMA. This study resulted in forecasting the GBP/USD currency pair within 1 month, per 6 months from January 2018 to June 2018 using the ARIMA method and R software. Data to be used are data taken from January 2013 to June 2018. For the the process will follow the process of the KDD (Knowledge Discovery in Database). The results obtained by the ARIMA model (3,2,1) as the best model to be applied for 1 month per 6 months on the GBP/USD currency pair because it has the lowest AIC value and the mean absolute percentage error is 3.16%.

Item Type: Article
Subjects: 000 Computer Science, Information and General Works > 000 Computer Science, Knowledge and Systems > 006 Special Computer Methods (3D Graphics, Digital Video, Data Mining, Augmented Reality)
500 Science and Mathematic > 510 Mathematics > 519 Probabilities and Applied Mathematics
H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation > HG4551-4598 Stock exchanges
Divisions: Fakultas Teknik Informatika > Program Studi Sistem Informasi
Depositing User: mr admin umn
Date Deposited: 25 Nov 2021 09:37
Last Modified: 25 Nov 2021 09:37
URI: http://kc.umn.ac.id/id/eprint/19297

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