Analisis Komparasi Model Peramalan Prophet Dan Arima Dalam Memprediksi Harga Saham Penutupan PT ANTM

Authors

  • Rohimatul Anwar Universitas Lampung, Lampung, Indonesia
  • Linda Rassiyanti Institut Teknologi Sumatera, Lampung, Indonesia

DOI:

https://doi.org/10.30983/lattice.v5i1.9478

Keywords:

ARIMA, Prophet , Saham, Time Series

Abstract

PT Aneka Tambang Tbk (ANTM) is a major mining company in Indonesia whose shares are actively traded on the Indonesia Stock Exchange. Its stock price is influenced by both internal and external factors. Time series forecasting methods, such as ARIMA and Prophet, are used to predict future stock movements. ARIMA is known for its flexibility and high prediction accuracy, while Prophet is capable of handling missing values and shifting trends, making it suitable for complex financial data. This study aims to compare the performance of ARIMA and Prophet models in forecasting ANTM stock prices. The dataset consists of monthly closing stock prices from January 2016 to May 2025. The models are evaluated using Mean Absolute Percentage Error (MAPE), Akaike Information Criterion (AIC), and Bayesian Information Criterion (BIC). The results show that the ARIMA model performs better to predict PT ANTM’s traded than Prophet model, with lower MAPE, AIC, and BIC values of 7.88, 433.24, and 423.63, respectively.   PT Aneka Tambang Tbk (ANTM) adalah perusahaan pertambangan besar di Indonesia yang sahamnya aktif diperdagangkan di Bursa Efek Indonesia. Harga sahamnya dipengaruhi oleh faktor internal dan eksternal.  Memprediksi pergerakan harga saham di masa depan bagi PT ANTM dapat digunakan metode peramalan deret waktu seperti ARIMA dan Prophet. ARIMA dikenal fleksibel dan mampu memberikan hasil prediksi yang akurat. Sementara itu, Prophet unggul dalam menangani data yang memiliki nilai hilang dan tren yang berubah, menjadikannya cocok untuk data pasar keuangan yang dinamis. Penelitian ini bertujuan membandingkan performa model ARIMA dan Prophet dalam memprediksi harga saham ANTM. Data yang digunakan adalah harga penutupan saham bulanan selama periode Januari 2016 hingga Mei 2025. Perbandingan dilakukan berdasarkan nilai Mean Absolute Percentage Error (MAPE), Akaike Information Criterion (AIC), dan Bayesian Information Criterion (BIC). Hasil analisis menunjukkan bahwa model ARIMA memiliki performa lebih baik dengan nilai MAPE 7.88, AIC 433.24, dan BIC 423.63, yang lebih rendah dibandingkan dengan model Prophet.

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Published

2025-06-29

How to Cite

Anwar, R., & Rassiyanti, L. (2025). Analisis Komparasi Model Peramalan Prophet Dan Arima Dalam Memprediksi Harga Saham Penutupan PT ANTM. Lattice Journal : Journal of Mathematics Education and Applied, 5(1), 57–74. https://doi.org/10.30983/lattice.v5i1.9478

Issue

Vol. 5 No. 1 (2025): Juni 2025

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Copyright (c) 2025 Rohimatul Anwar, Linda Rassiyanti

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