PREDIKSI INTERVAL HARGA PENUTUPAN SAHAM DENGAN FUZZY AUTOREGRESSIVE (FAR)(Studi Kasus pada Saham PT. Bank Mandiri (Persero) Tbk)

Abstract

Stock market is a key element of financial markets and one of the most popular investment option. In capital market, stock price prediction is an important issue for investors, so needed a good forecasting method as a basic for decision-making for the transaction. At the stock market predicting methods, the development of science especially in the area of mathematics, combinatorial methods that are often bound by statistics and econometrics are applied. One the method is Fuzzy Autoregressive. This method is combination of Fuzzy Regression and Autoregressive. Fuzzy Autoregressive calculating upper and lower limits that can indicate the best and worst possible status of investigated variables is the interest of policy makers. In this paper the 52-days data of stock index of PT. Bank Mandiri (Persero) Tbk is calculated and estimated by Fuzzy Autoregressive. The result of this paper: best model is W ̃_t=<0,6293;0>W_(t-1)+〖 <0,3707;0.0323>W〗_(t-2). Keywords: AR, Fuzzy AR, Stock Market