RIDOWAN, AKHMAT (2021) PENGARUH KURS DAN SUKU BUNGA TERHADAP INDEKS SAHAM LQ 45 BESERTA PREDIKSI INDEKS SAHAM LQ 45 DENGAN METODE (ARCH/GARCH DAN ARIMA). S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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PENGARUH KURS DAN SUKU BUNGA TERHADAP INDEKS SAHAM LQ 45 BESERTA PREDIKSI INDEKS SAHAM LQ 45 DENGAN METODE.PDF - Published Version Restricted to Registered users only Download (2MB) |
Abstract
Riset ini bertujuan untuk menganalisis pengaruh kurs dan suku bunga terhadap indeks saham LQ 45 beserta prediksi indeks saham LQ 45. Penentuan sampel berdasarkan data deret waktu pada bulan Januari 2018 hingga bulan Desember 2020. Adapun data didapatkan dari Badan Pusat Statistik dan Bank Indonesia. Penelitian ini mengenakan metode analisisi data dengan model ARCH/GARCH dan ARIMA dengan menggunakan batuan software RStudio. Dalam penelitian ini berdasarkan hasil uji ARCH/GARCH menunjukan bahwa indeks saham LQ 45 berpengaruh negatif terhadap kurs dan suku bunga. Dalam penelitian ini dengan model ARIMA dapat menunjukan peramalan untuk tahun 2021 pada bulan Januari-Desember
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | This study research to determine the effect of exchange rate and interest rate on the LQ 45 index, and the prediction of the LQ 45 index. The sample of this study research is based on time series data from January 2018 to December 2020. The data used are obtained from the Badan Pusat Statistik and Bank Indonesia. The methode of analysis of this research using model ARCH/GARCH and ARIMA by using the help of software Rstudio. In this study research, based on the result of the ARCH/GARCH test, it shows than the LQ 45 index has negative effect on exchange rates and interest rate. And in this study research based on ARIMA test, it can show a forecastc for 2021 in January until December. | |||||||||
| Uncontrolled Keywords: | LQ 45 Index, Exchange Rate, Interest Rate, ARCH/GARCH, and ARIMA Indek Saham LQ 45, Kurs, Suku Bunga, ARCH/GARCH, dan ARIMA | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan |
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| Depositing User: | Perpustakaan Pusat | |||||||||
| Date Deposited: | 20 Dec 2022 08:58 | |||||||||
| Last Modified: | 20 Dec 2022 08:58 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/18662 |
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