Penggunaan ARIMA Box-Jenskin dalam Meramalkan Harga Emas Antam Tahun 2025-2027 di Indonesia
Abstract
Penelitian ini sangat penting mengingat volatilitas pasar global dan ketidakpastian ekonomi yang semakin meningkat, yang mendorong kebutuhan untuk memiliki alat peramalan yang andal bagi aset-aset lindung nilai seperti emas. Penelitian ini bertujuan untuk meramalkan harga emas Antam di Indonesia untuk periode 2025-2027 menggunakan model ARIMA. Metode kuantitatif dengan desain deret waktu digunakan, dengan data harga emas dari tahun 2021 hingga 2024. Hasil analisis menunjukkan bahwa model ARIMA (1,1,1) adalah yang terbaik dalam meramalkan harga emas Antam, dengan nilai MSE, AIC, dan BIC yang rendah. Peramalan menunjukkan tren kenaikan harga emas dari awal 2025 hingga akhir 2027, mencerminkan kepercayaan pasar terhadap emas sebagai aset lindung nilai yang aman. Kesimpulan dari penelitian ini adalah bahwa peramalan harga emas Antam dapat memberikan wawasan yang penting bagi investor dan pembuat kebijakan untuk merencanakan strategi investasi dan langkah-langkah ekonomi di masa depan.
This research is especially important given the increasing global market volatility and economic uncertainty, which drives the need to have reliable forecasting tools for hedging assets such as gold. This research aims to predict the price of Antam gold in Indonesia for the 2025-2027 period using the ARIMA model. A quantitative method with a time series design was used, with gold price data from 2021 to 2024. The analysis results show that the ARIMA (1,1,1) model is the best in estimating Antam's gold price, with MSE, AIC and BIC values that are low . Forecasts show an upward trend in gold prices from the beginning of 2025 to the end of 2027, reflecting market confidence in gold as a safe hedging asset. The conclusion of this research is that Antam's gold price forecasting can provide important insights for investors and policy makers to plan investment strategies and economic steps in the future.
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