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
Full text not available from this repository.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 500 Science and Mathematic > 510 Mathematics > 519 Probabilities and Applied Mathematics 600 Technology (Applied Sciences) > 650 Management and Public Relations > 658 General management (Risk Management, Profit and Loss, Logistics) > 658.7 Management of Supplies, Stock |
| Divisions: | Faculty of Engineering & Informatics > Information System |
| Depositing User: | Administrator UMN Library |
| Date Deposited: | 25 Nov 2021 09:37 |
| Last Modified: | 11 Apr 2023 02:14 |
| URI: | https://kc.umn.ac.id/id/eprint/19297 |
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