Azhar, Rialdi and Sembiring, Sari Indah Oktanti and Muslimin, Muslimin and Fajrin, Satria IMPLEMENTATION OF SHORT-TERM FORECASTING MODELS IN THE NATURAL GAS INDUSTRY FINANCIAL DATA. In: ICEBE 3, 1 Oktober 2020, Bandar Lampung. (In Press)

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	Text ICEBE2020_paper_28 (3).doc Download (219kB)

Abstract

Abstract. Describe Financial data especially the natural gas industry that will be projected must have high accuracy. Background Problems: These data are time-series data and contain heteroscedasticity so that they require forecasting models with low error rates. Novelty: The data used in the study are daily financial data from natural gas from 2014 to 2019 Research Methods: Short-term forecasting model (GARCH) which has the advantage of modeling data with heteroscedasticity. Findings / Results: AR1, GARCH 1.1 short-term forecasting model is stated as a model that has the advantage of modeling data with a high degree of accuracy. Conclusion: The forecasting model can be used by various parties in finding the accuracy of information to come so that planning decisions have been prepared and prepared.

Item Type:	Conference or Workshop Item (Paper)
Subjects:	H Social Sciences > H Social Sciences (General) H Social Sciences > HA Statistics H Social Sciences > HJ Public Finance
Divisions:	Fakultas Ekonomi dan Bisnis (FEB) > Prodi Akuntansi
Depositing User:	S.E.M.S.A. Rialdi Azhar
Date Deposited:	16 Nov 2020 01:54
Last Modified:	16 Nov 2020 01:54
URI:	http://repository.lppm.unila.ac.id/id/eprint/25307

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