PEMBUATAN MODEL ARIMA DENGAN MENGGUNAKAN

DATA SAHAM GGRM

 Data Saham GGRM Plot Data Jumlah Saham tertinggi periode bulan dari 14
Oktober sampai 23 Desember 2019 sebanyak 50 data.

Tabel 1. Saham GGRM periode bulan dari 14 Oktober sampai 23 Desember 2019

No Tanggal Harga No Tanggal Harga

Saham Saham
1 14/10/2019 53875 26 15/11/2019 53500
2 15/10/2019 54900 27 18/11/2019 53150
3 16/10/2019 54650 28 20/11/2019 63650
4 17/10/2019 54100 29 21/11/2019 53800
5 18/10/2019 52050 30 22/11/2019 53250
6 21/10/2019 53125 31 25/11/2019 52175
7 22/10/2019 51475 32 26/11/2019 49225
8 23/10/2019 51025 33 27/11/2019 50425
9 24/10/2019 54550 34 28/11/2019 50375
10 24/10/2019 54650 35 02/12/2019 51700
11 25/10/2019 55575 36 03/12/2019 53375
12 28/10/2019 54825 37 04/12/2019 52900
13 29/10/2019 56050 38 05/12/2019 52800
14 30/10/2019 56100 39 06/12/2019 523850
15 31/10/2019 53650 40 09/12/2019 53275
16 31/10/2019 56100 41 10/12/2019 52200
17 01/11/2019 53650 42 11/12/2019 51850
18 04/11/2019 52575 43 12/12/2019 52800
19 05/11/2019 53925 44 13/12/2019 52725
20 06/11/2019 54775 45 16/12/2019 52400
21 07/11/2019 52725 46 17/12/2019 52125
22 08/11/2019 53500 47 18/12/2019 53100
23 12/11/2019 53300 48 19/12/2019 53575
24 13/11/2019 54425 49 20/12/2019 53400
25 14/11/2019 54432 50 23/12/2019 52125
Plot data jumlah waktu menggambarkan tingkat kenaikan (inflasi) atau tingkat penurunan
(deflasi) dari barang dan jasa pada Time series plot .

Time Series Plot of Inflasi

1,5

1,0

0,5
Inflasi

0,0

-0,5

-1,0
1 6 12 18 24 30 36 42 48 54 60
Index
 Histogram
(response is Residuals)
14

12

10
Frequency

0
-1,0 -0,5 0,0 0,5 1,0
Residual

Normal Probability Plot

(response is Residuals_2)
99

95

90

80
70
Percent

60
50
40
30
20

10

1
-1,0 -0,5 0,0 0,5 1,0 1,5
Residual
 Normal Probability Plot
(response is C10)
99

95

90

80
70
Percent

60
50
40
30
20

10

1
-1,0 -0,5 0,0 0,5 1,0 1,5
Residual

Autocorrelation Function for C10

(with 5% significance limits for the autocorrelations)

1,0

0,8

0,6

0,4
Autocorrelation

0,2

0,0

-0,2

-0,4

-0,6

-0,8

-1,0

1 2 3 4 5 6 7 8 9 10 11 12 13
Lag
 Residual Plots for C10
Normal Probability Plot Versus Fits
99
1
90

Residual
Percent

0
50

-1
10

1 -2
-2 -1 0 1 2 -0,04 -0,02 0,00 0,02 0,04
Residual Fitted Value

Histogram Versus Order

16
1
12
Frequency

Residual
0
8

-1
4

0 -2
-1,6 -1,2 -0,8 -0,4 0,0 0,4 0,8 1,2 1 5 10 15 20 25 30 35 40 45 50 55 60
Residual Observation Order

Probability Plot of C10

Normal - 95% CI
99
Mean 0,002075
StDev 0,6583
95 N 53
AD 0,344
90
P-Value 0,475
80
70
Percent

60
50
40
30
20

10

1
-2 -1 0 1 2
C10
 Trend Analysis Plot for C10
Linear Trend Model
Yt = 0,044 - 0,00149×t
Variable
1,0 Actual
Fits

0,5 Accuracy Measures

MAPE 101,543
MAD 0,538
0,0 MSD 0,425
C10

-0,5

-1,0

-1,5

-2,0
1 6 12 18 24 30 36 42 48 54 60
Index

Time Series Plot of C10

1,0

0,5

0,0
C10

-0,5

-1,0

-1,5

-2,0
1 6 12 18 24 30 36 42 48 54 60
Index
 Partial Autocorrelation Function for Inflasi
(with 5% significance limits for the partial autocorrelations)

1,0

0,8

0,6
Partial Autocorrelation

0,4

0,2

0,0

-0,2

-0,4

-0,6

-0,8

-1,0

1 2 3 4 5 6 7 8 9 10 11 12 13 14
Lag

Time Series Plot of Inflasi

1,5

1,0

0,5
Inflasi

0,0

-0,5

-1,0
1 6 12 18 24 30 36 42 48 54 60
Index