Analisis Harga Emas ANTAM Berdasarkan Nilai Tukar Rpiah Terhadap Dolar dan Harga Saham PT. ANTAM TBK Menggunakan Model ARIMA dan ARIMAX

Muhammad, Harsyam (2025) Analisis Harga Emas ANTAM Berdasarkan Nilai Tukar Rpiah Terhadap Dolar dan Harga Saham PT. ANTAM TBK Menggunakan Model ARIMA dan ARIMAX. Bachelor thesis, Institut Teknologi Kalimantan.

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Abstract

Emas batangan produksi PT Aneka Tambang Tbk (ANTAM LM) telah menjadi salah satu instrumen investasi utama di Indonesia, dengan kredibilitas yang diperkuat oleh jaminan seperti teknologi CertiCard dan akreditasi dari LBMA. Meskipun dianggap sebagai investasi berisiko rendah yang nilainya cenderung stabil, harga emas ANTAM pada kenyataannya mengalami fluktuasi signifikan yang krusial untuk dipahami investor, di mana pergerakan harganya sangat dipengaruhi oleh faktor luar seperti nilai tukar rupiah terhadap dolar AS dan harga saham PT. ANTAM Tbk. Untuk menganalisis hubungan ini, sebuah penelitian dilakukan menggunakan data sekunder dari Maret 2012 hingga Desember 2024 dengan menerapkan model AutoRegressive Integrated Moving Average (ARIMA) dan AutoRegressive Integrated Moving Average with eXogenous Variables (ARIMAX). Hasilnya menunjukkan bahwa nilai tukar dan harga saham memang berpengaruh signifikan terhadap harga emas. Dalam analisisnya, model ARIMA(1,1,0) terbukti efektif untuk melihat pola historis, namun model ARIMAX(1,1,0) yang menyertakan variabel eksternal terbukti lebih akurat dalam melakukan prediksi, dengan tingkat kesalahan MAPE 2.73% dan MSE 1193686.7169 (pada pembagian 80% data latih dan 20% data uji) pada pengujian data. Temuan ini menegaskan bahwa investor perlu mempertimbangkan faktor-faktor eksternal tersebut dalam pengambilan keputusan investasi mereka.

Item Type: Thesis (Bachelor)
Subjects: Q Science > Q Science (General)
T Technology > T Technology (General)
Divisions: Jurusan Matematika dan Teknologi Informasi > Matematika
Depositing User: Mr. Harsyam Muhammad
Date Deposited: 14 Jul 2025 03:54
Last Modified: 14 Jul 2025 03:54
URI: http://repository.itk.ac.id/id/eprint/24186

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