PERBANDINGAN PORTOFOLIO OPTIMAL MARKOWITZ DAN SINGLE INDEX MODEL BERBASIS VAR PADA SAHAM LQ45

Use inversion curve to predict recession

An STL decomposition of the Henry Hub natural gas price spanning the date range January 1997 to December 2025. NAIVE and a Time Series Linear Model were fit to the training set, and a Box-Cox transformation with a lambda of -0.503 was applied. Covid-19 era spikes were unable to be accounted for by the NAIVE model.