{"title":"Arima方法建模在COVID-19大流行期间预测印尼鹰航的每日股票价格","authors":"Niel Ananto, C. Lumingkewas","doi":"10.60090/kjm.v3i1.805.46-54","DOIUrl":null,"url":null,"abstract":"The main purpose of this research is to create a predictive model of the ARIMA method on the daily stock price of PT. Garuda Indonesia, Tbk during the Covid-19 pandemic. This study uses daily secondary data from April 22, 2019, to April 20, 2020. The results of research using the ARIMA model shows that data from April 22, 2019, to April 20, 2020, can be used to predict stock closing prices from April 21, 2020, to July 13, 2020. The ARIMA model obtained the results of daily stock price predictions of PT. Garuda Indonesia, Tbk on the Indonesia Stock Exchange from 21 April 2020 to 13 July 2020 tend to experience a decline. This is presumably because investors tend to hold back their capital due to the government's prohibition on going home, which resulted in the cessation of operations in the aviation sector. \nKeywords: Covid-19, Garuda Indonesia, stock price, ARIMA method. \n ","PeriodicalId":351993,"journal":{"name":"Klabat Journal of Management","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2022-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"ARIMA METHOD MODELING IN PREDICTING THE DAILY STOCK PRICE OF PT GARUDA INDONESIA DURING THE COVID-19 PANDEMIC\",\"authors\":\"Niel Ananto, C. Lumingkewas\",\"doi\":\"10.60090/kjm.v3i1.805.46-54\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The main purpose of this research is to create a predictive model of the ARIMA method on the daily stock price of PT. Garuda Indonesia, Tbk during the Covid-19 pandemic. This study uses daily secondary data from April 22, 2019, to April 20, 2020. The results of research using the ARIMA model shows that data from April 22, 2019, to April 20, 2020, can be used to predict stock closing prices from April 21, 2020, to July 13, 2020. The ARIMA model obtained the results of daily stock price predictions of PT. Garuda Indonesia, Tbk on the Indonesia Stock Exchange from 21 April 2020 to 13 July 2020 tend to experience a decline. This is presumably because investors tend to hold back their capital due to the government's prohibition on going home, which resulted in the cessation of operations in the aviation sector. \\nKeywords: Covid-19, Garuda Indonesia, stock price, ARIMA method. \\n \",\"PeriodicalId\":351993,\"journal\":{\"name\":\"Klabat Journal of Management\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-02-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Klabat Journal of Management\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.60090/kjm.v3i1.805.46-54\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Klabat Journal of Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.60090/kjm.v3i1.805.46-54","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
摘要
本研究的主要目的是建立新冠肺炎大流行期间印尼鹰航公司(PT. Garuda Indonesia, Tbk)每日股价的ARIMA方法预测模型。本研究使用了2019年4月22日至2020年4月20日的每日二级数据。使用ARIMA模型的研究结果表明,2019年4月22日至2020年4月20日的数据可以用来预测2020年4月21日至2020年7月13日的股票收盘价。ARIMA模型获得了2020年4月21日至2020年7月13日印度尼西亚证券交易所PT. Garuda Indonesia, Tbk的每日股价预测结果,趋于下跌。这可能是因为,由于政府禁止回国,导致航空领域的业务中断,投资者倾向于保留资金。关键词:新冠肺炎,印尼鹰航,股价,ARIMA方法
ARIMA METHOD MODELING IN PREDICTING THE DAILY STOCK PRICE OF PT GARUDA INDONESIA DURING THE COVID-19 PANDEMIC
The main purpose of this research is to create a predictive model of the ARIMA method on the daily stock price of PT. Garuda Indonesia, Tbk during the Covid-19 pandemic. This study uses daily secondary data from April 22, 2019, to April 20, 2020. The results of research using the ARIMA model shows that data from April 22, 2019, to April 20, 2020, can be used to predict stock closing prices from April 21, 2020, to July 13, 2020. The ARIMA model obtained the results of daily stock price predictions of PT. Garuda Indonesia, Tbk on the Indonesia Stock Exchange from 21 April 2020 to 13 July 2020 tend to experience a decline. This is presumably because investors tend to hold back their capital due to the government's prohibition on going home, which resulted in the cessation of operations in the aviation sector.
Keywords: Covid-19, Garuda Indonesia, stock price, ARIMA method.