Jurnal Varian最新文献_第4页

Value-At-Risk Analysis Using ARIMAX-GARCHX Approach For Estimating Risk Of Bank Central Asia Stock Returns 利用ARIMAX-GARCHX方法估算中亚银行股票收益的风险价值

Jurnal Varian Pub Date : 2021-11-10 DOI: 10.30812/varian.v5i1.1474

Felinda Arumningtyas, A. Prahutama, Puspita Kartikasari

{"title":"Value-At-Risk Analysis Using ARIMAX-GARCHX Approach For Estimating Risk Of Bank Central Asia Stock Returns","authors":"Felinda Arumningtyas, A. Prahutama, Puspita Kartikasari","doi":"10.30812/varian.v5i1.1474","DOIUrl":"https://doi.org/10.30812/varian.v5i1.1474","url":null,"abstract":"Before buying a stock, an investor must estimate the risk which will be received. VaR is one of the methods that can be used to measure the level of risk. Most stock returns have a high fluctuation, so the variant is heteroscedastic, which is thought to be caused by exogenous variables. The time series model used to model data that is not only influenced by the previous period but is also influenced by exogenous variables is ARIMAX. In contrast, the GARCHX model is used to obtain a more optimal stock return data model with heteroscedasticity cases and is influenced by exogenous variables. This study uses the ARIMAX-GARCHX model to calculate the VaR of the stock returns of PT Bank Central Asia Tbk. The exogenous variables used are the exchange rate return of IDR/USD and the return of the JCI in the period January 3, 2017, to March 31, 2021. The best model chosen is the ARIMAX(2,0,1,1)-GARCHX(1,1,1). VaR calculation is carried out with the concept of moving windows with time intervals of 250, 375, and 500 transaction days. The results obtained at the 95% confidence level, the maximum loss obtained by an investor is 1,4%.","PeriodicalId":188119,"journal":{"name":"Jurnal Varian","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131230274","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2

Modeling The Types of Online Learning Media Using Multiple Linear Regression Analysis 基于多元线性回归分析的在线学习媒体类型建模

Jurnal Varian Pub Date : 2021-11-10 DOI: 10.30812/varian.v5i1.1459

Isma Muthahharah, Inayanti Fatwa

引用次数: 0

Analysis of User Satisfication with Graduates in Statistical Study Program Universitas Terbuka 日本特布卡大学统计研修班毕业生用户满意度分析

Jurnal Varian Pub Date : 2021-11-10 DOI: 10.30812/varian.v5i1.1331

Siti Hadijah Hasanah, Dewi Juliah Ratnaningsih

{"title":"Analysis of User Satisfication with Graduates in Statistical Study Program Universitas Terbuka","authors":"Siti Hadijah Hasanah, Dewi Juliah Ratnaningsih","doi":"10.30812/varian.v5i1.1331","DOIUrl":"https://doi.org/10.30812/varian.v5i1.1331","url":null,"abstract":"Revolution 4.0 requires the Universitas Terbuka Statistics study program to change the educational curriculum that aims to produce quality graduate competencies. Therefore, to collect informationand evaluate the competence of graduates, it is necessary to conduct tracer study research on each graduate. This study aims to measure user satisfaction with graduate competencies using Gap analysis, Importance-Performance Analysis (IPA), Customer Satisfaction Index (CSI), and a multi-attribute Fishbein model. Based on the value of Gap and Science, the main priority that must be improved by graduates to meet user expectations is the ability to solve problems, generate ideas, and be able to present the results of these ideas in the form of reports/journals. The value of the level of suitability between user satisfaction and the importance of the ability of graduates is very good at 92.87% and a CSI value of 78.25%, which means that overall user satisfaction with graduates is good, besides thatbased on the results of the multi-attribute Fishbein model, an Ao value of 158.20 which means that graduate users have a positive attitude towards the abilities of UT Statistics program graduates.","PeriodicalId":188119,"journal":{"name":"Jurnal Varian","volume":"54 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129455592","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Using SAPR Model for Solution of Social Poverty Problem Due to Covid-19 in Makassar City 应用SAPR模型解决新冠肺炎疫情下的望加锡市社会贫困问题

Jurnal Varian Pub Date : 2021-11-10 DOI: 10.30812/varian.v5i1.1399

S. Annas, S. Side, Andi Muhammad Ridho Yusuf Sainon Andi Pandjajangi, Nurul Fadhilah Syahrul, Luthfiah Arradiah

{"title":"Using SAPR Model for Solution of Social Poverty Problem Due to Covid-19 in Makassar City","authors":"S. Annas, S. Side, Andi Muhammad Ridho Yusuf Sainon Andi Pandjajangi, Nurul Fadhilah Syahrul, Luthfiah Arradiah","doi":"10.30812/varian.v5i1.1399","DOIUrl":"https://doi.org/10.30812/varian.v5i1.1399","url":null,"abstract":"This study aims to build an SAPR model on the problem of poverty, analyze the model, predict the number of poverty rates in the city of Makassar, and determine the parameters that affect the decrease in the number of poverty rates due to Covid-19 in the city of Makassar. This research is quantitative. The population of this study is the number of people in Makassar City who are affected by the spread of COVID-19, while the sample of this study is 400 people. The research stages are: Building the SAPR model on the level of social poverty, determining and analyzing the stability of the equilibrium point, determining the value of the basic reproduction number (R0), conducting model simulations using Maple. The results shown that the mathematical model of SAPR which is a non-linear system of differential equations can be a reference model for the problem of poverty; The results also shown that the analysis of the social poverty level of the population finds two equilibrium points, namely the free equilibrium point for the poor and the poor; the stability of the equilibrium point is free-poor and poor; The basic reproduction number R0 = 0.426 indicates that the poverty level of the social population can be controlled even though it has increased. Based on the model simulation, it was found that the parameter in the form of business funding assistance from the government could reduce the poverty rate due to the Covid-19 pandemic in Makassar city.","PeriodicalId":188119,"journal":{"name":"Jurnal Varian","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125309417","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Comparative Analysis of The Growth of School Students Using Autoregressive Integrated Moving Average Methods Analisis 运用自回归综合移动平均法对在校学生成长的比较分析

Jurnal Varian Pub Date : 2021-11-10 DOI: 10.30812/varian.v5i1.1437

K. Kurniawati, Sumeet Goyal, B. B. Mallik, H. R. P. Negara, S. Syaharuddin

{"title":"Comparative Analysis of The Growth of School Students Using Autoregressive Integrated Moving Average Methods Analisis","authors":"K. Kurniawati, Sumeet Goyal, B. B. Mallik, H. R. P. Negara, S. Syaharuddin","doi":"10.30812/varian.v5i1.1437","DOIUrl":"https://doi.org/10.30812/varian.v5i1.1437","url":null,"abstract":"This study aims to analyze and predict the number of Elementary School Students using Autoregressive Integrated Moving Average (ARIMA) method using data from the last 17 years, case studies in three provinces namely Bali, West Nusa Tenggara (NTB), and East Nusa Tenggara (NTT). This type of research is quantitative by comparing the final value on the first graph to the fourth graph to analyze on the graph what the predictive value is most accurate. Based on the results of the simulation of the number of elementary school students in Bali, NTB, and NTT provinces using the G-MFS application program and mathematical model calculations that the predicted results in 2021 on the data of the number of elementary school students in Bali province amounted to 417,805.40 with a percentage decrease of 0.1%, then the predicted result in the data of the number of elementary school students in NTB province of 512,381.76 with a percentage increase of 1.0%. The predicted result on the data of the number of elementary school students in NTT province amounted to 705,335.11 with an increase of 1.0%. The results of the forecasting of the number of elementary school students are expected to provide important information for the government to improve development in the education sector, especially at the elementary school education level in one way that is to improve the quality of educational infrastructure and many more developments that need to be done by the number of students in the future.","PeriodicalId":188119,"journal":{"name":"Jurnal Varian","volume":"69 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116822812","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Factors Affecting Dissolved Oxygen at Bengawan Solo River: A Spatial Filtering with Eigenvector Technique 班加湾索罗河溶解氧影响因素:特征向量空间滤波

Jurnal Varian Pub Date : 2021-11-10 DOI: 10.30812/varian.v5i1.1407

E. Lusiana, A. Darmawan, Sarah Hutahaean, Muhammad Musa, M. Mahmudi, S. Arsad

{"title":"Factors Affecting Dissolved Oxygen at Bengawan Solo River: A Spatial Filtering with Eigenvector Technique","authors":"E. Lusiana, A. Darmawan, Sarah Hutahaean, Muhammad Musa, M. Mahmudi, S. Arsad","doi":"10.30812/varian.v5i1.1407","DOIUrl":"https://doi.org/10.30812/varian.v5i1.1407","url":null,"abstract":"The quality of the river changes according to the development of the surrounding environment which is influenced by various human activities. Analysis of factors affecting Dissolved Oxygen (DO) at Bengawan Solo River is crucial for river management purpose and pollution control. Previous research suggested the use classic multiple linear regression. However, DO measurement were usually took place of sampling sites along the river channel. Therefore, there is a high chance that the measurements results may spatially correlated. As the consequence, the utilization of multiple linear regression technique for the dataset can be inappropriate. In this paper, we applied a modification of multiple linear regression model to incorporate with spatial autocorrelation that exist in the data by adding control variable such vector eigen to the model which known as Spatial Filtering with Eigenvector (SFE). The results showed that nitrate and nitrite were the predictor variables that have a negative and significant effect. However, the model contains spatial autocorrelation. The application of SFE technique by adding three eigenvectors as control variables in the model succeeded in making the residual model free from spatial autocorrelation. However, a new problem arose where there was a violation of the non-heteroscedasticity assumption.","PeriodicalId":188119,"journal":{"name":"Jurnal Varian","volume":"124 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133433937","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Hausman and Taylor Estimator Analysis on The Linear Data Panel Model 线性数据面板模型的Hausman和Taylor估计量分析

Jurnal Varian Pub Date : 2021-11-10 DOI: 10.30812/varian.v5i1.1481

B. H. S. Utami, A. Irawan, M. Gumanti, Gilang Primajati

引用次数: 2

Forecasting Foreign Tourist Visits to West Nusa Tenggara Using ARIMA Method 利用ARIMA方法预测西努沙登加拉外国游客访问量

Jurnal Varian Pub Date : 2021-11-10 DOI: 10.30812/varian.v5i1.1441

Siti Soraya, Maulida Nurhidayati, Baiq Candra Herawati, Anthony Anggrawan, Lalu Ganda Rady Putra, D. D.

{"title":"Forecasting Foreign Tourist Visits to West Nusa Tenggara Using ARIMA Method","authors":"Siti Soraya, Maulida Nurhidayati, Baiq Candra Herawati, Anthony Anggrawan, Lalu Ganda Rady Putra, D. D.","doi":"10.30812/varian.v5i1.1441","DOIUrl":"https://doi.org/10.30812/varian.v5i1.1441","url":null,"abstract":"West Nusa Tenggara (NTB) is one of the provinces in Indonesia that has its own charm in the world of tourism and is known as a pioneer of halal tourism. In addition to domestic tourists, NTB tourism always has an attraction for foreign tourists. This is evidenced by the increasing number of foreign tourists visiting NTB from year to year before the Covid-19 pandemic. This condition certainly has a positive impact on increasing NTB’s economic growth in the tourism sector and indirectly on the optimization of existing infrastructure. The purpose of the study is to predict the number of foreign tourist visits to NTB so that it can assist the government in making decisions in preparing adequate facilities and infrastructure in the event of a surge in tourist visits. The method used in this study is the Box-Jenkins-ARIMA model. The ARIMA method is based on 3 models that are formed from the results of plot data. The data used in this study is secondary data sourced from the Central Statistics Agency (BPS) of West Nusa Tenggara (NTB), from January 2010 to June 2019. The results show that the ARIMA (4,1,1) model is the most widely used model. This model is suitable for predicting the number of foreign tourists visiting NTB because this model produces the lowest SSE and MSE values compared to other models.","PeriodicalId":188119,"journal":{"name":"Jurnal Varian","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131122341","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

PLS-SEM Analysis to Know Factors Affecting The Interest of Buying Halal Food in Muslim Students PLS-SEM分析了解影响穆斯林学生购买清真食品兴趣的因素

Jurnal Varian Pub Date : 2021-04-30 DOI: 10.30812/VARIAN.V4I2.1141

C. C. Astuti

引用次数: 4

Mengetahui Adanya Pengaruh Pemanfaatan Teknologi Ponsel Dan Smart Phone Terhadap Peningkatan Produktifitas Industri Rumahan Di Lombok 了解到手机技术和智能手机对龙目岛家庭生产力提高的影响

Jurnal Varian Pub Date : 2019-10-30 DOI: 10.30812/varian.v3i1.484

Muhammad Munawir Gazali, Heroe Santoso, Raisul Azhar

{"title":"Mengetahui Adanya Pengaruh Pemanfaatan Teknologi Ponsel Dan Smart Phone Terhadap Peningkatan Produktifitas Industri Rumahan Di Lombok","authors":"Muhammad Munawir Gazali, Heroe Santoso, Raisul Azhar","doi":"10.30812/varian.v3i1.484","DOIUrl":"https://doi.org/10.30812/varian.v3i1.484","url":null,"abstract":"The implementation of Productivity Enhancement activities for Home Industry players (HI) through Information Communication of Technology (ICT) or Utilization of Information and Communication Technology (ICT) is a program of the Ministry of Women's Empowerment and Child Protection (KPPPA) in collaboration with the Association of Higher Education Informatics and Computers ( APTIKOM). \u0000This program was carried out in order to improve the economy of women, so that home industry players in Indonesia, especially in West Nusa Tenggara (NTB) in order to develop better and more able to increase productivity and computer science. With ICT training, it will certainly be able to improve its quality especially in utilizing technology or the digital era in an effort to market products by no longer using manual systems. \u0000With the digital era, IRs can market their products with On Line systems. Especially in the face of the era of globalization, they will be able to take advantage of existing sites, how to find products, how to determine the price of how to create e-mails and how to use social media or to develop creative businesses.","PeriodicalId":188119,"journal":{"name":"Jurnal Varian","volume":"56 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115601802","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1