Proceedings of the International Conference on Maritime and Archipelago (ICoMA 2018) 2019
DOI: 10.2991/icoma-18.2019.49
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Exponentially Weighted Moving Average (EWMA) in PT Astra Agro Lestari Tbk and PT Aneka TambangTbk

Abstract: Exponentially Weighted Moving Average Method the standard deviation calculation described in the previous section assumes that the data volatility is constant (homoscedastic) and can not be applied to unstable (heteroscedastic) data volatility.Therefore, one of the approaches to deal with the volatility of non-constant (heteroscedastic) data is the Exponentially Weighted Moving Average (EWMA) method developed. Data collection The data used in this study is daily stock price data from several stocks, namely PT.… Show more

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