ANALISIS INDEKS HARGA SAHAM GABUNGAN DAN FAKTOR PENGARUHNYA MENGGUNAKAN PEMODELAN REGRESI SEMIPARAMETRIK KERNEL DILENGKAPI GUI-R

Composite Stock Price Index (IDX) shows the movement of stock prices used by investors to determine their investment strategy. IDX is influenced macroeconomic factors such as money supply and inflation, so regression analysis relationship between variables. Based on scatterplot, known a parametric predictor variable it has linier line patterned scatterplot inflation nonparametric random semiparametric modelling for analysis. Kernel was chosen analyze component based inflation. This study aims obtain results kernel create GUI be applied development previous similar studies that still done CLI. uses monthly data from January 2013 December 2020 with proportion in sample out distribution 87,5%:12,5%. smallest MSE value best model criteria, triangle function obtained optimal bandwidth=3.24, which means strong forecasting are very accurate. been created according needs implementation.