Prediksi Harga Emas Dunia di Masa Pandemi Covid-19 Menggunakan Model ARIMA

Anggraeni, Dara Puspita; Rosadi, Dedi; Hermansah, Hermansah; Rizal, Ahmad Ashril

doi:10.34123/jurnalasks.v12i1.264

Cited by 9 publications

(12 citation statements)

References 3 publications

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“…Selain itu, faktor non teknis lain seperti efek domino dari pandemi Covid-19 dan kebijakan yang diambil oleh pemerintah, yaitu harga emas menjadi faktor non teknis yang juga merupakan sinyal yang dapat menentukan reaksi investor (Guler, 2020) dan (Robiyanto, 2018). Anggraeni et al, (2020) menerangkan bahwa selama pandemi Covid-19 harga emas cenderung mengalami kenaikan. Kondisi demikian terjadi karena ad anya dampak pandemi yang menimbulkan kecemasan sehingga mendorong terjadinya panic buying terhadap emas, karena dinilai sebagai aset pelindung nilai (Yousef & Shehadeh, 2020).…”

Section: Pendahuluanunclassified

Covid-19 dan Volatilitas Harga Saham Melalui Peran Mediasi Harga Emas

2022

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This study aims to analyze the effect of Covid-19 which consists of the number of positive cases, the number of deaths, and the number of recoveries on stock price volatility through the mediating role of gold prices. The research population is a retail company listed on the Indonesia Stock Exchange with a research period from April 2020 to June 2021. The research sample was taken using purposive sampling, and analyzed using SEM PLS. The results of the analysis show that the number of positive cases has a significant negative effect on gold prices and the volatility of retail companies' stock prices. The number of deceased has a positive effect on the price of gold and the volatility of the stock price of retail companies. The number of recoveries has a positive effect on gold prices, but has no significant effect on stock price volatility. The mediating role explains that the price of gold has a mediating role on the effect of the number of positive cases and the number of deaths on stock price volatility, but does not have a mediating role on the effect of the number of recoveries on stock price volatility. Keywords: Covid-19; Gold Prices; Stock Price Volatility; Retail Companies.

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Section: Pendahuluanunclassified

Covid-19 dan Volatilitas Harga Saham Melalui Peran Mediasi Harga Emas

2022

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“…Non-stationary data in variants can be performed Box-Cox transformations [14], [18]. The Box-Cox transformation equations are as follows [19], [20], [21].…”

Section: Stationaritymentioning

confidence: 99%

“…Non-stationary data in the mean can be stationaries by differencing on the data [19], [17]. Differencing equation is as follows [7].…”

Section: Stationaritymentioning

confidence: 99%

“…Residual diagnostic tests are necessary to determine the feasibility of a model because the calculated data uses the right model and meets the assumptions in the residual diagnostic test will produce values similar to the original data [17], [19]. Models with good feasibility must meet the assumptions in residual diagnostic tests, the assumption is white noise and normal distribution.…”

Section: Residual Diagnostic Testmentioning

confidence: 99%

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Arima Model of Outlier Detection for Forecasting Consumer Price Index (Cpi)

Imron

Utami

Khaulasari

et al. 2022

BAREKENG: J. Math. & App.

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The Consumer Price Index (CPI) is a indicator used by Badan Pusat Statistik (BPS) which describes the average change in the prices paid by urban consumers for a market basket of consumer goods and services in a certain period. The case on Consumer Price Index (CPI) of Probolinggo City, if the Consumer Price Index (CPI) increase then describe inflation occurs and conversely. The Consumer Price Index (CPI) of Probolinggo City increase is not fixed. This study is to forecast the Consumer Price Index (CPI) that the results can be used as one of the considerations in carrying out economic development in the future. Research focused on the data of Consumer Price Index (CPI) of Probolinggo City from January 2014 to April 2022. Methodology implemented in this study is Autoregressive Integrated Moving Average (ARIMA). Result show that ARIMA without an outlier was the best model for predicting Consumer Price Index (CPI) of Probolinggo City for the next 8 months. This model shows the value of MAPE is . The value of forecasting results in each month has decreased and increased not so significantly where in May 2022 the forecasting value was 108,391 then in June 2022 the forecasting value became 108,411 and so on until December 2022 the forecasting results using ARIMA model of 107,845.

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“…Hal ini akan berguna dalam pengambilan keputusan dan strategi yang perlu diterapkan. Berdasarkan penelitian terdahulu berjudul "Prediksi Harga Emas Dunia di Masa Pandemi Covid-19 Menggunakan Model Arima", dijelaskan prediksi harga emas yang menunjukkan kenaikan dengan rata-rata kenaikan 15.8594 US$/Troy ons per bulan selama periode Agustus 2020 hingga Januari 2021 dengan ketepatan error 3,70% [8]. Penelitian berikutnya adalah jurnal berjudul "Resesi Ekonomi dan Implikasinya dari Perspektif Hukum Bisnis".…”

Section: Pendahuluanunclassified

Analisa Prediksi Harga Emas Dengan Kemungkinan Terjadinya Resesi Menggunakan Metode SVR

Pradana,

Papilaya

2023

SINTECH Journal

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Gold is a resource that has a high value and has the advantage of a stable selling price. This can be proven by the choice of gold which is often used as a long-term investment tool. It can be seen that the impact of Covid-19 and the Russia-Ukraine war is considered to be the causes of recession that will affect the economy and end with the changes of gold selling price. This research was conducted on the basis of the large number of people who are now starting to be interested in investing in gold. However, this is quite a question for gold investors because of economic changes from the impact of Covid-19 and the Russia-Ukraine war. People are certainly worried, especially for those who have investments in the form of gold. The purpose of this research is to provide an analysis in the form of predictions of gold prices in 2023, an advice on managing gold in the future. The method used is the Support Vector Regression method using a polynomial kernel and supported by the Mean Absolute Percentage Error measurement. From the past research that has been done, the prediction results for gold prices in 2023 with an error value of 4.8% where this value is in the very good category. From this research, several suggestions are also given in managing gold during a recession

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Prediksi Harga Emas Dunia di Masa Pandemi Covid-19 Menggunakan Model ARIMA

Cited by 9 publications

References 3 publications

Covid-19 dan Volatilitas Harga Saham Melalui Peran Mediasi Harga Emas

Covid-19 dan Volatilitas Harga Saham Melalui Peran Mediasi Harga Emas

Arima Model of Outlier Detection for Forecasting Consumer Price Index (Cpi)

Analisa Prediksi Harga Emas Dengan Kemungkinan Terjadinya Resesi Menggunakan Metode SVR

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