[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"doc-detail-120800-id":3,"doc-seo-120800-113":31,"detail-sidebar-cat-0-id-113":92},{"code":4,"msg":5,"data":6},0,"success",{"doc_id":7,"user_id":8,"nickname":9,"user_avatar":10,"doc_module":4,"category_id":11,"category_name":12,"doc_title":13,"doc_description":14,"doc_content":15,"file_id":16,"file_url":17,"file_type":18,"file_size":19,"view_count":20,"is_deleted":4,"is_public":21,"is_downloadable":21,"audit_status":21,"page_count":22,"language":23,"language_code":24,"site_id":25,"html_lang":24,"table_of_contents":26,"faqs":27,"seo_title":28,"seo_description":14,"update_tm":29,"read_time":30},120800,962084925502,"Lucas Martin","https://ap-avatar.wpscdn.com/davatar_6f874abed73319feea01a86fa6f0fab8",54,"Penelitian & Laporan","Prediksi Indeks Bursa Efek Indonesia 2023 - Pendekatan ARIMA - Machine Learning dengan R Programming","Indeks Bursa Efek Indonesia (BEI) diposisikan sebagai indikator utama pasar saham Indonesia, dengan tujuan memprediksi pergerakan indeks hingga akhir tahun 2023. Penelitian membandingkan pendekatan tradisional ARIMA sebagai baseline dengan pendekatan gabungan ARIMA dan machine learning menggunakan R Programming. Data indeks BEI harian periode Januari 2012 hingga Desember 2022 diambil dari Yahoo Finance, kemudian dibersihkan dan diproses. Hasil menyoroti estimasi harga penutupan 365 hari ke depan serta kisaran nilai prediksi minimum dan maksimum untuk 2023, yang menunjukkan kecenderungan efektif dalam memprediksi arah harga.","Prediksi Indeks Bursa Efek Indonesia 2023 Pendekatan ARIMA, Machine Learning  \ndengan R Programming  \nIndonesia Stock Exchange Index Prediction 2023 with the ARIMA Approach, Machine  \nLearning with R Programming  \nR. A. E. Virgana Targa Sapanji 1*, Sri Lestari 2, Murnawan 3, Rosalin Samihardjo 4  \nProgram Studi Sistem Informasi, Universitas Widyatama, Bandung, Indonesia  \n*E-mail: [rae.virgana@widyatama.ac.id](rae.virgana@widyatama.ac.id)  \nAbstrak  \nIndeks Bursa Efek Indonesia (BEI) adalah indikator utama pasar saham Indonesia. Masalah dalam penelitian ini adalah specific issue untuk menyelesaikan masalahpraktis prediksi pergerakan indeks BEI di masa depan memiliki nilai strategis bagi investor, trader, dan perusahaan di Indonesia, tujuan penelitian ini untuk dapat memprediksi indeks BEI sampai akhirtahun 2023, dikarenakan bursa efek memberikan peran besar bagiperekonomian Indonesia sebagai fungsi ekonomi dankeuangan. Pendekatan tradisional seperti ARIMA (Autoregressive Integrated Moving Average) telah digunakan dalam memprediksi pergerakan indeks BEI. Namun, dalam beberapa tahun terakhir, machine learning dan teknik data mining telah menjadi populer sebagai pendekatan alternatif yang lebih canggih. Penelitian ini menggunakan pendekatangabungan antara ARIMA dan machine learning dengan R Programming. Data indeks BEI harian dari periode Januari 2012 hingga Desember 2022 akan diambil dari Yahoo Finance. Data ini kemudian akan dibersihkan dan diproses menggunakan R Programming. Pendekatan ARIMA akan digunakan sebagai baseline untuk membandingkan performa machine learning. Hasilnyafokuspada perkiraan hargapenutupan saham untuk 365 hari ke depan atau rata-rata sampai akhir tahun 2023, nilai Time Series kemungkinan nilai minimal/maksimalprediksi saham BEI 2023, adalah nilai prediksi minimal 6786.212-6849.559, nilai prediksi maksimal 6850.093-7086.012. Kecenderungan menunjukkanpendekatanyang baik dalam memprediksi arah hargapenutupan di masa depan.  \nKata kunci: Bursa Efek Indonesia; ARIMA; Machine Learning, R Programming.  \nAbstract  \nThe Indonesian Stock Exchange Index (BEI) is the main indicator of the Indonesian stock market. The problem in this research is a specific issue to solve the practical problem of predicting the future movement of the BEI index which has strategic value for investors, traders and companies in Indonesia. The aim of this research is to be able to predict the BEI index until the end of 2023, because the stock exchange plays a big rolefor the Indonesian economy as an economic and financial function. Traditional approaches such as ARIMA (Autoregressive Integrated Moving Average) have been used to predict the movement of the BEI index. However, in recent years, machine learning and data mining techniques have become popular as more sophisticated alternative approaches. This research uses a combined approach between ARIMA and machine learning with R Programming. Daily IDX index data from January 2012 to December 2022 will be taken from Yahoo Finance. This data will then be cleaned and processed using R Programming. The ARIMA approach will be used as a baseline to compare machine learning performance. The results focus on the estimated closing stock prices for the next 365 days or the average until the end of 2023. The Time Series value of the possible minimum/maximum predicted value for IDX shares in 2023 is a minimum predicted value of 6786,212-6849,559, a maximum predicted value of 6850,093 -7086,012. Trends represent a good approach in predicting the future direction of closing prices.  \nKeywords: Indonesia Stock Exchange (IDX); ARIMA; Machine Learning, R Programming.  \nNaskah diterima 12 Ags. 2023; direvisi 26 Sept. 2023; dipublikasikan 04 Okt. 2023.  \nJAMIKA is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.  \nI. PENDAHULUAN  \nIndeks Bursa Efek Indonesia (BEI) adalah indikator utama pasar saham Indonesia. Masalah dalampenelitian ini adalah specific issue untuk menyelesa","cbCaiginiBILStqC","https://ap.wps.com/l/cbCaiginiBILStqC","pdf",1010654,4,1,15,"Indonesian","id",113,"# Pendahuluan\n## Latar belakang dan permasalahan\n## ARIMA dan tinjauan kekuatan/kelemahan\n## Data mining dan model peramalan saham","[{\"question\":\"Apa tujuan utama penelitian prediksi Indeks Bursa Efek Indonesia hingga 2023?\",\"answer\":\"Penelitian bertujuan memprediksi pergerakan indeks BEI sampai akhir tahun 2023 dengan nilai strategis bagi investor, trader, dan perusahaan.\"},{\"question\":\"Bagaimana data penelitian diperoleh dan diproses?\",\"answer\":\"Data indeks BEI harian dari Januari 2012 sampai Desember 2022 diambil dari Yahoo Finance, lalu dibersihkan dan diproses menggunakan R Programming.\"},{\"question\":\"Mengapa ARIMA digunakan dan bagaimana fungsinya dalam penelitian?\",\"answer\":\"ARIMA digunakan sebagai baseline untuk membandingkan performa metode machine learning terhadap prediksi yang dihasilkan.\"}]","Prediksi Indeks Bursa Efek Indonesia 2023 - Pendekatan ARIMA - Machine Learning dengan R Programming | PDF",1785732089,23,{"code":4,"msg":32,"data":33},"ok",{"site_id":25,"language":24,"slug":34,"title":13,"keywords":35,"description":14,"schema_data":36,"social_meta":87,"head_meta":89,"extra_data":91,"updated_unix":29},"2023-indonesian-stock-exchange-index-prediction-arima-approach-machine-learning-with-r-programming","",{"@graph":37,"@context":86},[38,54,69],{"@type":39,"itemListElement":40},"BreadcrumbList",[41,45,49,52],{"item":42,"name":43,"@type":44,"position":21},"https://docshare.wps.com","Home","ListItem",{"item":46,"name":47,"@type":44,"position":48},"https://docshare.wps.com/id/document/","Document",2,{"item":50,"name":12,"@type":44,"position":51},"https://docshare.wps.com/id/document/penelitian-laporan/",3,{"item":53,"name":13,"@type":44,"position":20},"https://docshare.wps.com/id/document/2023-indonesian-stock-exchange-index-prediction-arima-approach-machine-learning-with-r-programming/120800/",{"url":53,"name":13,"@type":55,"author":56,"headline":13,"publisher":58,"fileFormat":61,"inLanguage":24,"description":14,"dateModified":62,"datePublished":63,"encodingFormat":61,"isAccessibleForFree":64,"interactionStatistic":65},"DigitalDocument",{"name":9,"@type":57},"Person",{"url":42,"name":59,"@type":60},"DocShare","Organization","application/pdf","2026-08-16","2026-08-03",true,{"@type":66,"interactionType":67,"userInteractionCount":20},"InteractionCounter",{"@type":68},"ViewAction",{"@type":70,"mainEntity":71},"FAQPage",[72,78,82],{"name":73,"@type":74,"acceptedAnswer":75},"Apa tujuan utama penelitian prediksi Indeks Bursa Efek Indonesia hingga 2023?","Question",{"text":76,"@type":77},"Penelitian bertujuan memprediksi pergerakan indeks BEI sampai akhir tahun 2023 dengan nilai strategis bagi investor, trader, dan perusahaan.","Answer",{"name":79,"@type":74,"acceptedAnswer":80},"Bagaimana data penelitian diperoleh dan diproses?",{"text":81,"@type":77},"Data indeks BEI harian dari Januari 2012 sampai Desember 2022 diambil dari Yahoo Finance, lalu dibersihkan dan diproses menggunakan R Programming.",{"name":83,"@type":74,"acceptedAnswer":84},"Mengapa ARIMA digunakan dan bagaimana fungsinya dalam penelitian?",{"text":85,"@type":77},"ARIMA digunakan sebagai baseline untuk membandingkan performa metode machine learning terhadap prediksi yang dihasilkan.","https://schema.org",{"og:url":53,"og:type":88,"og:title":13,"og:site_name":59,"og:description":14},"article",{"robots":90,"canonical":53},"index,follow",{"doc_id":7,"site_id":25},{"code":4,"msg":5,"data":93},[94,99,103,107,111,115,117,121,125,129,133],{"id":95,"doc_module":4,"doc_module_name":47,"category_name":96,"show_sort_weight":97,"slug":98},55,"Agama & Spiritualitas",60,"religion-spirituality",{"id":100,"doc_module":4,"doc_module_name":47,"category_name":101,"show_sort_weight":97,"slug":102},48,"Cerita & Novel","story-novel",{"id":104,"doc_module":4,"doc_module_name":47,"category_name":105,"show_sort_weight":97,"slug":106},56,"Gaya Hidup","lifestyle",{"id":108,"doc_module":4,"doc_module_name":47,"category_name":109,"show_sort_weight":97,"slug":110},51,"Komik","comic",{"id":112,"doc_module":4,"doc_module_name":47,"category_name":113,"show_sort_weight":97,"slug":114},53,"Layanan Kesehatan","healthcare",{"id":11,"doc_module":4,"doc_module_name":47,"category_name":12,"show_sort_weight":97,"slug":116},"research-report",{"id":118,"doc_module":4,"doc_module_name":47,"category_name":119,"show_sort_weight":97,"slug":120},49,"Sastra","literature",{"id":122,"doc_module":4,"doc_module_name":47,"category_name":123,"show_sort_weight":97,"slug":124},52,"Teknologi","technology",{"id":126,"doc_module":4,"doc_module_name":47,"category_name":127,"show_sort_weight":97,"slug":128},50,"Ujian","exam",{"id":130,"doc_module":4,"doc_module_name":47,"category_name":131,"show_sort_weight":97,"slug":132},57,"Umum","general",{"id":134,"doc_module":4,"doc_module_name":47,"category_name":135,"show_sort_weight":4,"slug":136},181,"Formulir","formulir"]