Pendekatan Model Ekonometrika Untuk Memprediksi Indeks Saham Syariah Indonesia

Zatadini, R.A. Diva (2017) Pendekatan Model Ekonometrika Untuk Memprediksi Indeks Saham Syariah Indonesia. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Perekonomian syariah di Indonesia kian meningkat seiring tumbuhnya pasar modal syariah. Dalam berinvestasi, investor membutuhkan pertimbangan yang relevan seputar keadaan pasar mendatang. Keadaan pasar saham dipengaruhi oleh faktor-faktor yaitu BI rate, nilai tukar dolar terhadap rupiah, dan tingkat inflasi yang merupakan kasus ekonomi makro dan dapat dimodelkan. Pada penelitian ini, dibahas mengenai variabel yang mempengaruhi pembentukan Indeks Saham Syariah Indonesia sekaligus prediksi nilai Indeks Saham Syariah Indonesia untuk periode mendatang. Metode yang digunakan dalam penelitian ini adalah pendekatan ekonometrika dan metode ARIMA untuk mendukung proses prediksi. ============================================================ Sharia economy in Indonesia is increasing as sharia capital market grows. In investing, investors need relevant considerations about the condition of the upcoming market. Stock market is affected by factors like BI rate, dollar exchange rate against rupiah, the rate of inflation which are macroeconomics cases and can be modeled. In this research, we discuss about the variables that influence the formation of Indonesia Sharia Stock Index as well as the forecasting value of Indonesia Sharia Stock Index for the upcoming period. The method used in this research is econometrics approaching and ARIMA method to support forecasting process.

Item Type: Thesis (Undergraduate)
Additional Information: RSMa 330.015 195 Zat p
Uncontrolled Keywords: ARIMA, Ekonometrika, Indeks Saham Syariah Indonesia, Prediksi
Subjects: H Social Sciences > HB Economic Theory > Economic forecasting--Mathematical models.
Q Science > QA Mathematics
Divisions: Faculty of Mathematics and Science > Mathematics
Depositing User: R.A. Diva Zatadini
Date Deposited: 14 Feb 2018 07:24
Last Modified: 05 Mar 2019 07:38
URI: http://repository.its.ac.id/id/eprint/47948

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