Prediction Calculation of PT. Indofood Sukses Makmur Tbk. Stock using R Studio with Autoregressive Integrated Moving Average (ARIMA) Method

Jonassen Kenrick, Yanti Yanti

Abstract


PT. Indofood Sukses Makmur Tbk is one of the consumer stocks with a parent company, namely PT. Indofood Sukses Makmur Tbk (INDF) is also in the consumer sector. In 2020, the impact of the coronavirus pandemic will be felt by the public and the government, one of which also has a significant effect on the economic sector. Macro companies show stock prices dropping drastically in early 2020 due to the pandemic. And that's where investors are tempted to buy shares. However, until now, the price of macro companies' claims, including INDF's shares, still fluctuates. So it is difficult to determine the future stock price. Therefore, research is needed to predict INDF stock prices in the future. This study aims to provide information about INDF stock prices in the future based on prediction results which investors can then use to read INDF stock charts in the future so that they do not experience capital loss. This research uses R Studio with Autoregressive Integrated Moving Average (ARIMA) method. Based on the research method carried out in input and data processing, checking stationarity, model specifications, parameter estimation, residual analysis, and forecasting, the results obtained regarding the prediction of INDF stock prices show fairly accurate results. This can be seen from the results of stock price predictions in February – April 2021 with the actual data available. Figures from the actual data are still included in the upper and lower limits of the predicted results.

Keywords


ARIMA; INDF stock; R Studio; Technology

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DOI: https://doi.org/10.17509/seict.v2i2.41552

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