{"title":"Kausalitas Bivariat antara Nilai Tukar Rupiah dan Indeks Harga Saham Gabungan","authors":"Muhammad Luthfi Setiarno Putera","doi":"10.29313/JSTAT.V19I2.4907","DOIUrl":"https://doi.org/10.29313/JSTAT.V19I2.4907","url":null,"abstract":"Nilai kurs dan indeks saham di suatu negara adalah beberapa indikator yang menjadi pertimbangan para pelaku usaha, pebisnis, investor dan negara rekanan dalam menentukan langkah dan keputusan yang krusial. Nilai tukar mata uang dan indeks harga saham diklaim berhubungan dan saling mempengaruhi dimana pelemahan pada salah satu variabel seringkali direspon pula oleh pergerakan pada variabel lainnya. Hubungan dua-arah (kausalitas bivariat) ini dapat dijelaskan oleh model yang menggunakan kaidah dinamis, yaitu model deret waktu. Dalam penelitian ini, nilai tukar Rupiah terhadap Dolar AS dan Indeks Harga Saham Gabungan (IHSG) dianalisis berdasarkan nilai return masing-masing. Data harian dari periode 5 Januari – 24 Mei 2016 sebagai data training digunakan untuk membangun model Autoregressive Moving Average (ARMA) dan Vector Autoregressive (VAR), kemudian dilakukan peramalan selama 10 hari ke depan dan dibandingkan akurasinya. Diindikasikan bahwa model VAR(6) restricted lebih akurat dalam meramalkan return nilai tukar Rupiah, sementara model ARMA(2,2) lebih unggul dalam peramalan return IHSG.","PeriodicalId":428124,"journal":{"name":"STATISTIKA: Journal of Theoretical Statistics and Its Applications","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126049505","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}
{"title":"TUJUAN PENGGUNAAN INTERNET PADA PENDUDUK BERUMUR 5 TAHUN KEATAS MENURUT KABUPATEN/KOTA DI PROVINSI KEPULAUAN RIAU","authors":"Beti Beti","doi":"10.29313/JSTAT.V19I2.5096","DOIUrl":"https://doi.org/10.29313/JSTAT.V19I2.5096","url":null,"abstract":"Penyediaan akses dan sarana internet bertujuan untuk meningkatkan produktivitas masyarakat terutama dalam hal perekonomian. Kehadiran internet belum tentu dapat dimanfaatkan sebagai mana mestinya. Secara kasat mata intenet yang digunakan di Kabupaten /Kota di Provinsi Kepulauan Riau masih sebatas media hiburan seperti sebagai media social Facebook, Twitter, Instagram dan lainnya. Sementara itu amat sangat disayangkan ketersediaan media internet tidak dimanfaatkan secara optimal. Untuk melihat apakah ada tujuan lain penduduk berumur 5 tahun ke atas yang menggunakan internet selain sebagai media social maka dilakukan penelitian ini. Dari penelitian ini didapatkan memang sebagian besar masyarakat menggunakan internet hanya sebagai media social. Penggunaan sebagai penunjang kehidupan perekonomian hanya menempati urutan ke 6 dari 8 tujuan penggunaan internet. Jadi dapat disimpulkan tujuan penggunaan internet belum maksimal dan perlu peran pemerintah daerah untuk membantu mensosialisaikan manfaat yang bisa diambil dari keberadaan akses internet di daerahnya masing-masing, terutama manfaat untuk menunjang kebutuhan ekonomi rumah tangga.","PeriodicalId":428124,"journal":{"name":"STATISTIKA: Journal of Theoretical Statistics and Its Applications","volume":"77 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127564633","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}
{"title":"Penerapan Desain Fractional Factorial dalam Menentukan Faktor Berpengaruh pada Eksperimen Pelindian Konsentrat Galena (Pbs)","authors":"Sri Winarni, Neneng Sunengsih, R. Anugrah","doi":"10.29313/JSTAT.V19I2.4887","DOIUrl":"https://doi.org/10.29313/JSTAT.V19I2.4887","url":null,"abstract":"Desain Fractional Factorial (FF) merupakan desain eksperimen yang mencobakan hanya sebagian perlakuan pada eksperimen banyak faktor. Eksperimen dengan banyak faktor sering kali digunakan pada penelitian bidang pertambangan. Contoh kasus pelindian konsentrat galena (PbS) yang mencobakan enam faktor, yaitu : ukuran partikel, konsentrasi media pelindi, kecepatan pengadukan ( stirrer ), persen padatan, temperatur, dan waktu pelindian. Dengan desain FF didapatkan hasil tiga alternatif desain FF. Pertama adalah desain FF dengan fraksi setengah yang mencobakan 32 kombinasi perlakuan. Kedua dapat juga digunakan desain FF dengan fraksi seperempat (yang mencobakan 16 kombinasi perlakuan. Ketiga adalah desain FF dengan fraksi seperdelapan yang mencobakan 8 kombinasi perlakuan. Pada contoh analisis didapatkan hasil bahwa faktor yang berpengaruh terhadap persen ekstrak timbal adalah faktor konsentrasi media pelindi, faktor persen padatan dan faktor temperatur.","PeriodicalId":428124,"journal":{"name":"STATISTIKA: Journal of Theoretical Statistics and Its Applications","volume":"82 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132137234","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}
{"title":"Pengaruh Variabel Sosial Ekonomi Terhadap Perkawinan Usia Anak pada Wanita di Indonesia Tahun 2017","authors":"Ade Widiantara, Risni Julaeni Yuhan","doi":"10.29313/JSTAT.V19I2.5205","DOIUrl":"https://doi.org/10.29313/JSTAT.V19I2.5205","url":null,"abstract":"Child marriage in Indonesia is currently at an alarming condition. It is known that there are 20 provinces with child marriage pravain rates above the national figure in 2015. The deprivation of the basic rights of girls who are married before the age of 15-18 years has an impact on increasing maternal mortality, infant mortality rate, giving birth to malnourished infants, stairs such as quarrels, arguments, prolonged conflicts, leading to divorce. In addition, the problem will certainly lead to high dependency ratio. In an effort to suppress marriage issues of childhood, it becomes important to know the socioeconomic factors affecting the first marriage age for women who marry the age of the child. Therefore in this study will be studied about the tendency of social and economic variables that affect the marriage of children aged in married women aged 15-24 years in Indonesia by using binary logistic regression analysis. The results showed that 1 in 4 women ever married 15-24 years of marriage at the age of the child. Based on the result of logistic regression analysis that is domicile domicile of residence, work status and type of work of woman, level of education of woman, parent education level, age of first marriage of parent and poverty status have significant effect to the marriage of child to woman ever married age 15-24 year in Indonesia in 2017.","PeriodicalId":428124,"journal":{"name":"STATISTIKA: Journal of Theoretical Statistics and Its Applications","volume":"31 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116659658","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}
Munawar Munawar, M. Marzuki, Hafnani Hafnani, M. Iqbal
{"title":"Analisis Korespondensi Berganda terhadap Faktor-Faktor yang Mempengaruhi Pilihan Masyarakat kepada Calon Bupati/Wakil Bupati","authors":"Munawar Munawar, M. Marzuki, Hafnani Hafnani, M. Iqbal","doi":"10.29313/JSTAT.V19I2.4898","DOIUrl":"https://doi.org/10.29313/JSTAT.V19I2.4898","url":null,"abstract":"Analisis korespondensi berganda merupakan teknik analisis multivariat untuk melihat hubungan kedekatan beberapa variabel tidak bebas katagorik. Penelitian bertujuan menggunakan analisis ini untuk melihat faktor-faktor yang mempengaruhi pilihan masyarakat terhadap salah satu kandidat pasangan calon kepala daerah di salah satu kabupaten di Aceh pada Pemilihan Kepala Daerah Tahun 2018. Data yang digunakan merupakan hasil survei yang dilakukan oleh salah satu lembaga survei di Banda Aceh. Jumlah sampel adalah sebanyak 890 responden dengan teknik pengambilan sampel adalah stratified random sampling dan desa sebagai strata. Variabel yang dikaji sebanyak lima, yaitu usia, pendidikan terakhir, pekerjaan utama, dan pasangan calon yang dipilih serta alasan memilihnya. Pasangan calon kepala daerah yang menjadi pilihan adalah sebanyak 4 pasangan. Variabel yang mempengaruhi adalah pendidikan terakhir pemilih dan faktor yang menarik dari kandidat bagi pemilih. Dua variabel lain, yaitu usia dan pekerjaan pemilih tidak berhubungan dengan pilihan masyarakat terhadap pasangan calon. Pasangan calon yang terpilih disebabkan 4 faktor yaitu sering berinteraksi dengan rakyat, berkomitmen terhadap ekonomi kerakyatan, visi, misi, dan program bagus, dan faktor lainnya.","PeriodicalId":428124,"journal":{"name":"STATISTIKA: Journal of Theoretical Statistics and Its Applications","volume":"57 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125103954","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}
{"title":"Penerapan Model Regresi Spasial Pada Indeks Pembangunan Manusia (IPM) Di Jawa Tengah Tahun 2017","authors":"Dina Novitasari, Laelatul Khikmah","doi":"10.29313/JSTAT.V19I2.5068","DOIUrl":"https://doi.org/10.29313/JSTAT.V19I2.5068","url":null,"abstract":"Indeks Pembangunan Manusia merupakan suatu angka yang bertujuan untuk melihat kinerja pembangunan wilayah dengan dimensi luas, yang memperlihatkan kualitas penduduk disuatu wilayah dalam hal harapan hidup, pendidikan, dan standar hidup yang layak. Pada tahun 2017 angka IPM Provinsi Jawa Tengah mencapai 70.52% dan mengalami peningkatan sebesar 0,77% dari tahun sebelumnya. Hal ini dikarenakan besarnya angka IPM disuatu wilayah dipengaruhi oleh besarnya angka IPM di wilayah yang berdekatan. Faktor lokasi/wiayah diduga dapat memberikan efek ketergantungan spasial (wilayah) pada angka IPM. Permasalahan tersebut dapat diatasi dengan menggunakan regresi spasial dengan memasukkan hubungan antar wilayah kedalam model.","PeriodicalId":428124,"journal":{"name":"STATISTIKA: Journal of Theoretical Statistics and Its Applications","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130061761","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}
{"title":"Prediksi Harga Saham Harian Menggunakan Cascade Forward Neural Network (CFNN) Dengan Particle Swarm Optimization (PSO)","authors":"Yunita Pipiet Sugandhi, Budi Warsito, A. Hakim","doi":"10.29313/JSTAT.V19I2.4878","DOIUrl":"https://doi.org/10.29313/JSTAT.V19I2.4878","url":null,"abstract":"","PeriodicalId":428124,"journal":{"name":"STATISTIKA: Journal of Theoretical Statistics and Its Applications","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116928845","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}
{"title":"Analisis Regresi Untuk Menentukan Pengaruh Karakteristik Pembudidaya Terhadap Produksi Ikan Lele","authors":"Y. Sari, F. Jaya","doi":"10.29313/JSTAT.V19I2.5019","DOIUrl":"https://doi.org/10.29313/JSTAT.V19I2.5019","url":null,"abstract":"Peningkatan jumlah konsumsi Ikan Lele di Kota Palembang menjadi peluang bagi pembudidaya untuk meningkatkan produksinya. Salah satu pendukung keberhasilan budidaya Ikan Lele yaitu dengan mengetahui faktor pendukungnya, baik eksternal maupun internal. Karakteristik pembudidaya tersebut adalah umur pembudidaya, pendidikan terakhir p embudidaya, jumlah anggota keluarga dan pengalaman sebagai pembudidaya. Analisis regresi adalah alat uji statistika yang dapat digunakan untuk melihat pengaruh karakteristik pembudidaya Ikan Lele terhadap rerata jumlah produksinya per tahun. Hasil analisis regresi menunjukkan secara simultan, karakteristik pembudidaya (umur, pengalaman, pendidikan dan jumlah tanggungan) berpengaruh terhadap rerata jumlah produksi per tahun. Nilai R 2 yang diperoleh hanya 19,4%, hal ini sejalan nilai t hitung yang diperoleh menunjukkan secara parsial, peubah bebas tidak berpengaruh terhadap rerata jumlah produksi per tahun.","PeriodicalId":428124,"journal":{"name":"STATISTIKA: Journal of Theoretical Statistics and Its Applications","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128491005","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}
{"title":"Pendekatan Regresi Nonparametrik Kernel pada Data Indeks Harga Saham Gabungan","authors":"N. Rifai","doi":"10.29313/JSTAT.V19I1.4775","DOIUrl":"https://doi.org/10.29313/JSTAT.V19I1.4775","url":null,"abstract":"Stock is one of the investment instruments that is very popular among investors. One indicator of stock price movements in Indonesia is the Jakarta Composite Index (JCI). JCI data is a time series data about joint stock prices which can be analyzed by time series analysis method. However, with this method there are assumptions that cannot be fulfilled. In this study, JCI data will be analyzed by a nonparametric method namely kernel regression with Nadaraya-Watson estimator. The weekly JCI closing price data from January 2015 to December 2015 is applied using various kernel functions that minimize the value of cross validation to get the optimal bandwidth. The results show that the biweight kernel regression with Mean Square Error = 9030,63 and bandwidth = 108,2 is the best model for predictions.","PeriodicalId":428124,"journal":{"name":"STATISTIKA: Journal of Theoretical Statistics and Its Applications","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128083233","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}
{"title":"ANALYSIS OF THE IMPACT OF IMPROVING COAL PRODUCTION ON ECONOMIC STRUCTURE OF KABUPATEN MUARA ENIM, SOUTH SUMATERA","authors":"T. Suseno","doi":"10.29313/JSTAT.V19I1.4531","DOIUrl":"https://doi.org/10.29313/JSTAT.V19I1.4531","url":null,"abstract":"Starting in 2022, the State-owned coal company in South Sumatera plans to produce coal 5.72 million tonnes per year. 3.43 million tons of which will be processed to produce 450,000 tons of polypropylene, 1.47 million tons to produce 400,000 tons of dymethyl ether, and 811,885 tons to produce 570,000 tons of urea fertilizer. The amount of coal to steam power plant needs as much as 3.45 million tons, bringing the total addition of coal production per year as much as 9.17 million tons.The coal downstreaming sector will able to absorb labour of 1,604 people, the size of the value of money which will be obtained by these workers is estimated at USD 26,459,273, an the company's profit from the results of the processing of the coal downstreaming of USD 298,476,000. The existence of the industry turned out taxes, generating government revenue to USD 110.819.765. Using input output method, the increase in coal production amounted to 9.1 million tonnes or IDR 3.44 trillion worth encourages other sectors to improve the output of Rp. 3.62 trillion. The impact of investment for processing coal in Muara Enim in 2022 results on increasing of MuaraEnim GDP to IDR 114,38 trillion and creating jobs for the various sectors as much as 5,578 people.Keywords: GDP, coal, downstream, input, output.","PeriodicalId":428124,"journal":{"name":"STATISTIKA: Journal of Theoretical Statistics and Its Applications","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132227487","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}