Prediksi Harga Ethereum Menggunakan Metode Vector Autoregressive
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Abstract
Ethereum sebagai salah satu cryptocurrency yang transaksinya dapat dilakukan tanpa membutuhkan kartu kredit atau melalui bank sentral, akan tetapi cryptocurrency mengalami fluktuasi terhadap harga yang berubah secara periode tertentu. Risiko fluktuasi harga ini dapat diantisipasi dengan melakukan prediksi terhadap nilai tukarnya, penelitian ini menggunakan kurs Dollar Amerika Serikat sebagai acuan nilai tukar setiap satu Ethereum. Prediksi yang dilakukan menggunakan pendekatan Vector Autoregressive untuk melakukan analisis data dalam bentuk time series. Berdasarkan hasil penelitian yang telah dilakukan diketahui bahwa hasil perhitungan nilai error menggunakan Root Mean Square Error yaitu nilai error pada harga pembukaan 890,29, nilai error pada harga tertinggi 930,50, nilai error pada harga terendah 1.164,12 dan nilai error pada harga penutupan 978,37.
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