Short Term Forecasting Method: Covid 19 and Capital Market in Indonesia
نویسندگان
چکیده
This study aimed to predict the short-term confirmed Covid 19 and Jakarta Composite Index (JCI) cases in Indonesia. The prediction uses ARIMA SutteARIMA methods, data processed with R software. Researcher using time series from April 2nd, 2020 (the date of covid detected Indonesia) September 30th, 2020. We are fitted October 1st 10th, Based on data, we could forecast 11th 31st, applied Mean Absolute Percentage Error (MAPE) accuracy measures evaluate forecasting methods. method is more suitable than calculate daily forecasts negative Indonesia MAPE value 0.156 (smaller 0.21 compared ARIMA). At same time, positive JCI 0.06 0.104 for 19) 0.012 0.021 Indonesia).
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ژورنال
عنوان ژورنال: Jurnal Manajemen Stratejik dan Simulasi Bisnis
سال: 2022
ISSN: ['2746-6868']
DOI: https://doi.org/10.25077/mssb.3.1.35-48.2022