<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "PENERAPAN MODEL ARCH-GARCH UNTUK ESTIMASI\r\nDAN PERAMALAN SAHAM PT.UNITED TRACTORS TBK"^^ . "Statistics plays a role invarious fields of activity . In research activities both\r\nacademically, economically, and inmanagement decision-making. One of the ben-\r\nefits of statistic almethods is being able to for ecast data for the future. The method\r\nthat is often used in forecasting is the time series method. Several time series mod-els are often used, namely AR,MA,ARMA,and ARIMA. In this time series model,\r\nthe data must be homoscedastic. If the data does not meet the assumption of ho-\r\nmoscedasticity, tthen the time series model can not be used. In this problem, the\r\nmodel that can be used is the ARCH-GARCH model.This research aims to study,\r\nfind the best model,and apply ARCH-GARCH to stock data.The method used in\r\nthis researc his quantitative. Thisstudy’sARCH-GARCH modeling was carriedout\r\nin severalsteps.The stationarity test for the mean and variance in thisstudy utilises\r\nthe Box-Coxtrans formation and the ADF test.While the selection of criteria for\r\nthe bestforecasting mode luses AIC,and measurement of the errorrate uses Mean\r\nAbsolute Percentage(MAPE).In this research,the data used is PT.United Tractors\r\nTbk daily closing price data.PT.UnitedTractorsTbk in the period March12022\r\nto July 29 2022 with softwareR4.10 in making capital.The GARCH model(3.0)\r\nwas the best model withan AICvalueof16.55,and aMAPEof4.74%. It was con-\r\ncluded that the GARCHmodel(3.0)is an excellent model for PT.United Tractors\r\nTbk daily shareprice data."^^ . "2022-12-12" . . . . "UIN SUNAN KALIJAGA YOGYAKARTA"^^ . . . "FAKULTAS SAINS DAN TEKNOLOGI, UIN SUNAN KALIJAGA YOGYAKARTA"^^ . . . . . . . . . "NIM.: 18106010006"^^ . "Aura Latifa"^^ . "NIM.: 18106010006 Aura Latifa"^^ . . . . . . "PENERAPAN MODEL ARCH-GARCH UNTUK ESTIMASI\r\nDAN PERAMALAN SAHAM PT.UNITED TRACTORS TBK (Text)"^^ . . . . . "18106010006_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf"^^ . . . "PENERAPAN MODEL ARCH-GARCH UNTUK ESTIMASI\r\nDAN PERAMALAN SAHAM PT.UNITED TRACTORS TBK (Text)"^^ . . . . . "PENERAPAN MODEL ARCH-GARCH UNTUK ESTIMASI\r\nDAN PERAMALAN SAHAM PT.UNITED TRACTORS TBK (Other)"^^ . . . . . . "PENERAPAN MODEL ARCH-GARCH UNTUK ESTIMASI\r\nDAN PERAMALAN SAHAM PT.UNITED TRACTORS TBK (Other)"^^ . . . . . . "PENERAPAN MODEL ARCH-GARCH UNTUK ESTIMASI\r\nDAN PERAMALAN SAHAM PT.UNITED TRACTORS TBK (Other)"^^ . . . . . . "PENERAPAN MODEL ARCH-GARCH UNTUK ESTIMASI\r\nDAN PERAMALAN SAHAM PT.UNITED TRACTORS TBK (Other)"^^ . . . . . . "PENERAPAN MODEL ARCH-GARCH UNTUK ESTIMASI\r\nDAN PERAMALAN SAHAM PT.UNITED TRACTORS TBK (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PENERAPAN MODEL ARCH-GARCH UNTUK ESTIMASI\r\nDAN PERAMALAN SAHAM PT.UNITED TRACTORS TBK (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PENERAPAN MODEL ARCH-GARCH UNTUK ESTIMASI\r\nDAN PERAMALAN SAHAM PT.UNITED TRACTORS TBK (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PENERAPAN MODEL ARCH-GARCH UNTUK ESTIMASI\r\nDAN PERAMALAN SAHAM PT.UNITED TRACTORS TBK (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #56129 \n\nPENERAPAN MODEL ARCH-GARCH UNTUK ESTIMASI \nDAN PERAMALAN SAHAM PT.UNITED TRACTORS TBK\n\n" . "text/html" . . . "Matematika"@id . .