Peramalan indeks harga saham melalui trending topic di media sosial youtube pada kondisi pembatasan sosial berskala besar di indonesia

Widjayanti, Ayu (2021) Peramalan indeks harga saham melalui trending topic di media sosial youtube pada kondisi pembatasan sosial berskala besar di indonesia. Masters (S2) thesis, Universitas Wijaya Kusuma Surabaya.

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Abstract

Media sosial Youtube merupakan salah satu alat yang sangat cepat dalam menggambarkan realitas yang ada dalam berbagai aspek kehidupan terutama dalam pergerakan indeks harga saham. Semakin tranding suatu berita yang dibicarakan maka semakin besar dampaknya pada kehidupan. Penelitian ini menjelaskan bagaimana pengaruh dari tranding topic kata kunci Pembatasan Sosial Skala Besar (PSBB) terhadap pergerakan IHSG dan ISSI selama pandemi Covid-19. Pada hasil penelitian IHSG berpengaruh terhadap banyaknya perbincangan PSBB pada aplikasi Youtube sedangkan ISSI tidak berpengaruh. Dengan hasil uji R-square 46,9% untuk IHSG yang artinya masih terdapat 53.1% lainya yang dapat mempengaruhi pergerakan IHSG. Sedangkan untuk ISSI nilai R-Square hanya sebesar 10% artinya terdapat 90% lainya yang dapat mempengaruhi ISSI. Nilai dari ISSI dan IHSG kemudian direfleksikan dalam peramalan selama 75 hari menggunakan metode ARIMA dengan lag 1,1,1 untuk IHSG dan ISSI. Kata Kunci: IHSG, ISSI, Youtube, PSBB, ARIMA, Peramalan, Forecasting, Covid-19. ABSTRACT Youtube social media is a very fast tool in describing the reality that exists in various aspects of life, especially in the movement of the stock price index. The more trending the news that is discussed, the greater the impact on life. This study explains how the trending topic of the keyword Large-Scale Social Restrictions (PSBB) affects the JCI and ISSI movements during the Covid-19 pandemic. The results of the IHSG research have an effect on the number of PSBB conversations on the Youtube application, while ISSI has no effect. With the R-square test results 46.9% for the IHSG, which means that there are still 53.1% that can affect the JCI movement. As for ISSI, the R-Square value is only 10%, meaning that there are other 90% that can affect ISSI. The values of ISSI and IHSG are then reflected in the 75-day forecast using the ARIMA method with a lag of 1,1.1 for the IHSG and ISSI. Keywords: IHSG, ISSI, Youtube, PSBB, ARIMA, Forecasting, Covid-19.

Item Type:	Thesis (Masters (S2))
Uncontrolled Keywords:	IHSG, ISSI, Youtube, PSBB, ARIMA, Peramalan, Forecasting, Covid-19.
Subjects:	A General Works > AC Collections. Series. Collected works A General Works > AI Indexes (General) A General Works > AM Museums (General). Collectors and collecting (General) A General Works > AS Academies and learned societies (General) A General Works > AZ History of Scholarship The Humanities
Divisions:	Faculty of Economic and Business > Master In Accounting Study Program
Depositing User:	044 Ayu Widjayanti
Date Deposited:	01 Sep 2021 03:51
Last Modified:	01 Sep 2021 03:51
URI:	http://erepository.uwks.ac.id/id/eprint/9562

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