Daftar Isi
Daftar Isi
Halaman
HALAMAN JUDUL........................................................................................
HALAMAN PENGESAHAN..........................................................................
ii
ABSTRAK........................................................................................................
iii
iv
KATA PENGANTAR.......................................................................................
DAFTAR TABEL.............................................................................................
xi
DAFTAR LAMPIRAN.....................................................................................
xii
1.1
Latar Belakang..........................................................................
1.2
1.3
Tujuan.......................................................................................
Sitematika Penulisan.................................................................
10
1.4
2.1
Landasan Teori
....................................................................
10
10
2.1.2 Investasi
....................................................................
11
11
13
15
17
18
19
2.1.7 Multifraktalitas................................................................
22
23
ix
2.1.8.1 ARIMA
....................................................................
24
26
27
28
29
29
30
36
38
38
38
38
44
48
49
Penelitian Terdahulu.................................................................
53
2.2.1 Multifraktalitas................................................................
53
2.2.2 ARIMA............................................................................
54
57
Kerangka Pemikiran.................................................................
64
66
2.2
2.3
3.1
66
3.2
66
3.3
68
68
3.5
Metode Analisis........................................................................
68
3.5.1
Multifraktalitas ............................................................
68
3.5.2
Metode ARIMA............................................................
71
72
75
3.5.3
80
81
82
84
3.5.4
Pengukuran Kinerja......................................................
86
86
87
88
4.1
88
4.1.1
88
4.1.2
89
91
4.3
93
94
97
4.2.2.3 Estimasi...........................................
99
99
4.2.2.5 Peramalan.......................................
101
102
Bab V
4.3.2 ARIMA........................................................
107
108
108
PENUTUP............................................................ 109
5.1
Kesimpulan....................................................................... 109
5.2
Saran
........................................................................ 110
xi
DAFTAR PUSTAKA
.................................... 111
LAMPIRAN-LAMPIRAN..................... 113
xii