Abstract
Abstract This study aim to model IDX Finance data that was intervened by the corona virus. With the increasing spread of the corona virus, the consequence is that it is necessary to anticipate to prevent further losses. To model time series data that is intervened by an event, it is necessary to carry out intervention analysis to describe the changes that have occurred in the data and forecasting can be done for some future data. By looking at changes in patterns in IDX Finance data since January 2020 which are immediately felt and are prolonged in nature, it can be concluded that IDX Finance’s stock closing price data has a permanent abrupt response pattern and intervention order b = 0, s = 0, r = 0. However, the final model that is produced does not have significant parameters that are generated by the maximum likelihood estimation method. Because there are several possibilities that the data does not contain intervention or data is used too little to identify the order of intervention.