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...

Full description

Bibliographic Details
Main Authors: Dinul Darma Atmaja, Widowati Widowati, Budi Warsito
Format: Article
Language:English
Published: Universitas Diponegoro 2021-06-01
Series:Media Statistika
Subjects:
Online Access:https://ejournal.undip.ac.id/index.php/media_statistika/article/view/28273