Peramalan terhadap Forex dengan Metode ARIMA Studi Kasus GBP/USD
Abstract
Forex or Foreign Exchange is trading a country's currency with another country's currency. The purpose of this study is basically to test the accuracy of ARIMA on the GBP/USD currency pair. In addition, this research is expected to provide the benefits of knowledge about forecasting using ARIMA. This study resulted in forecasting the GBP/USD currency pair within 1 month, per 6 months from January 2018 to June 2018 using the ARIMA method and R software. Data to be used are data taken from January 2013 to June 2018. For the the process will follow the process of the KDD (Knowledge Discovery in Database). The results obtained by the ARIMA model (3,2,1) as the best model to be applied for 1 month per 6 months on the GBP/USD currency pair because it has the lowest AIC value and the mean absolute percentage error is 3.16%.
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