FORECASTING STOCK PRICES ON THE LQ45 INDEX USING THE VARIMAX METHOD
Forecasting using the Autoregressive Integrated Moving Average (ARIMA) method is not appropriate to predict more than one stock price because this method is only able to model one dependent variable. Therefore, to expect more than one stock prices, the ARIMA method expansion can be used, namely the...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Universitas Diponegoro
2021-06-01
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Series: | Media Statistika |
Subjects: | |
Online Access: | https://ejournal.undip.ac.id/index.php/media_statistika/article/view/28273 |