MODEL ARIMA DALAM ANALISIS KETERKAITAN BEBERAPA INDIKATOR EKONOMI TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) PEROODE 2008:10-2010:07

Composite Stock Price Index (CSPI) is a reflection of activity in capital markets (stock market) in general. CSPI showed an increase in capital market conditions are bullish, on the contrary if the decline shows the market conditions are bearish. These events can be influenced by several economic indicators such as interest rate Bank Indonesia Certificate, the interbank interest rate, Consumer Price Index, Wholesale Price Index and the index of rupiah nominal exchange rate against yen currency (Japanese). From some of these economic indicators can affect the rate of growth is possible CSPI 2008:10-2010:07 period. Analysis of the relationship between indicators of the economy with growth rates above CSPI whether suitable carried out using the Autoregressive Integrated Moving Average (ARIMA) model difference level