Locf imputation for Astra Agro Lestari Tbk. (Indonesia) and Anadolu Group (Turkey) stock

Majalah Ilmiah Matematika dan Statistika Pub Date : 2022-09-27 DOI:10.19184/mims.v22i2.32305

Fadhlul Mubarak, Atilla Aslanargun, V. Y. Sundara

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Abstract

This study aims to apply time series graphs on stock of Astra Agro Lestari Tbk. and Anadolu Group with last observation carried forward (LOCF) imputation. The imputation was used because the data for the two companies had missing values on several dates. Missing value contained in the company Astra Agro Lestari Tbk. in Indonesia more than Anadolu Group in Turkey because of the difference in the number of holidays. Original data and data with complete dates are combined to form new data where missing values are seen on certain dates. The function used in the R program to form the graph is xts. However, the Date variable has a character class so it needs to be changed to the Date class. The xts function will error if the class is not changed. The modification also causes the horizontal axis of the graph to be replaced by the date. Based on the chart of stock prices and transaction volume of stock of the company Astra Agro Lestari Tbk. and Anadolu Group experienced increases, decreases, and is constant on several dates. Keywords: missing value, R programming, stock prices, transaction volume. MSC2020: 62M10, 91B84, 62-04

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Astra Agro Lestari Tbk的loctation。(印度尼西亚)和Anadolu Group(土耳其)的股票

本研究旨在将时间序列图应用于阿斯特拉农业股份有限公司的股票。Anadolu组采用末次观察结转(LOCF)归算。之所以使用代入，是因为这两家公司的数据在几个日期上都有缺失值。遗失的价值包含在公司Astra Agro Lestari Tbk。由于假期数量的差异，印尼的Anadolu Group比土耳其的Anadolu Group要多。原始数据和具有完整日期的数据结合起来形成新数据，其中在某些日期可以看到缺失的值。在R程序中用来形成图形的函数是xts。但是，Date变量有一个字符类，因此需要将其更改为Date类。如果不更改类，xts函数将出错。修改还会导致图形的横轴被日期所替换。根据Astra Agro Lestari Tbk公司的股票价格和股票交易量图表。Anadolu Group经历了增加，减少，并在几个日期保持不变。关键词:缺失值，R编程，股价，交易量。机械工程学报，2020:62m10, 91b84, 62-04

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Majalah Ilmiah Matematika dan Statistika

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