Authors:

I GEDE MAHA HENDRA PRATAMA, I WAYAN SUMARJAYA, NI LUH PUTU SUCIPTAWATI

Abstract:

“One of the spectacular advances in technology in the economic field is the cryptocurrency it created. The fluctuating price of Bitcoin, is widely used as a means of making profit. The time series forecasting method that can be used for the case of nonlinear time series data such as Bitcoin data is the smooth transition autoregressive (STAR) model. STAR is an extension of the autoregressive model for nonlinear time data. The purpose of this study is to obtain the results of forecasting Bitcoin price data for the next 2 two months using the STAR method. The data used in this study is Bitcoin daily price data from September 2017 to April 2021. To estimate the STAR model, several things that must be determined are the autoregressive model, transition variables, and transition functions. If the STAR model has been estimated, forecasting will be carried out for the next 2 months, which results in the forecast for the highest Bitcoin price falling on June 30, 2021 and the lowest Bitcoin price falling on May 1, 2021.”

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PDF:

https://jurnal.harianregional.com/mtk/full-87200

Published

2022-05-31

How To Cite

PRATAMA, I GEDE MAHA HENDRA; SUMARJAYA, I WAYAN; SUCIPTAWATI, NI LUH PUTU. PERAMALAN HARGA BITCOIN DENGAN METODE SMOOTH TRANSITION AUTOREGRESSIVE (STAR).E-Jurnal Matematika, [S.l.], v. 11, n. 2, p. 100-105, may 2022. ISSN 2303-1751. Available at: https://jurnal.harianregional.com/mtk/id-87200. Date accessed: 28 Aug. 2025. doi:https://doi.org/10.24843/MTK.2022.v11.i02.p367.

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ABNT, APA, BibTeX, CBE, EndNote - EndNote format (Macintosh & Windows), MLA, ProCite - RIS format (Macintosh & Windows), RefWorks, Reference Manager - RIS format (Windows only), Turabian

Issue

Vol 11 No 2 (2022)

Section

Articles

Creative Commons License This work is licensed under a Creative Commons Attribution 4.0 International License