To be noted that it is very preliminary research result. During this month, March 2008 I start to identify how to forecast long term IHSG index movement. The problem addressed by my head of division that ask me “Mr. Febri have you calculated the movement IHSG until 2016 and 2025”. That magic words bring my imagination to start compute a series data and apply time series method

Unfortunately because of technical issues and may be lack of knowledge I get conclusion that I can’t apply ordinary time series and econometric method. Lot of problem with ordinary time series and econometric. The numerous problems are described below.

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