APPLICATION OF THE ARIMA MODEL IN FORECASTING ETHEREUM PRICES

Romario Desouza Daniel Mangiwa; Revina Siregar; Seli Delima Sari; Neli Agustina

doi:10.30598/parameterv4i1pp81-94

Romario Desouza Daniel Mangiwa Politeknik Statistika STIS
Revina Siregar Politeknik Statistika STIS
Seli Delima Sari
Neli Agustina Politeknik Statistika STIS https://orcid.org/0000-0002-1768-2648

DOI: https://doi.org/10.30598/parameterv4i1pp81-94

Keywords: Forecast, Peramalan, Investing, Investasi, Ethereum, Cryptocurrency, ARIMA

Abstract

Ethereum merupakan salah satu mata uang kripto yang dibeli oleh masyarakat untuk investasi. Untuk melakukan hal ini, diperlukan prediksi harga Ethereum yang akurat agar masyarakat terhindar dari kerugian. Penelitian ini bertujuan untuk meramalkan harga Ethereum menggunakan model Autoregressive Integrated Moving Average (ARIMA). Data historis harga Ethereum dari 1 Januari 2023 hingga 15 Januari 2025 digunakan sebagai sampel, mencakup 534 periode. Model ARIMA (0,1,9) dipilih berdasarkan kriteria AIC, SC, dan Adjusted R-squared, dengan hasil peramalan dievaluasi menggunakan Mean Absolute Percentage Error (MAPE) sebesar 15,01% dan Root Mean Squared Error (RMSE) sebesar 649,702. Hasil peramalan menunjukkan bahwa harga Ethereum cenderung meningkat dalam 30 periode mendatang, meskipun fluktuasi peramalan tidak sebesar data historisnya. Penelitian ini menyimpulkan bahwa model ARIMA memberikan prediksi yang cukup akurat untuk jangka pendek, namun tingkat kesalahan meningkat seiring bertambahnya panjang periode peramalan. Temuan ini dapat menjadi acuan bagi investor dalam menyusun strategi investasi jangka pendek untuk Ethereum.

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