MODELING THE IDX30 STOCK INDEX USING STEP FUNCTION INTERVENTION ANALYSIS

MODELING THE IDX30 STOCK INDEX USING STEP FUNCTION INTERVENTION ANALYSIS

The significant decline in the IDX30 stock index occurred due to an intervention, namely the COVID-19 pandemic, which affected market stability and investment decisions. This study aims to model and forecast the IDX30 stock index using intervention analysis with a step function, which is very suitab...

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Bibliographic Details
Main Authors: Rais Rais, Dini Aprilia Afriza, Iman Setiawan, Hartayuni Sain, Fadjryani Fadjryani, Junaidi Junaidi
Format: Article
Language:English
Published: Universitas Pattimura 2025-07-01
Series:Barekeng
Subjects:
arima
idx30
intervention analysis
map
step function
Online Access:https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/17251
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