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PEMODELAN TERBAIK DAN PERAMALAN TINGKAT SUKU BUNGA SPN 3 BULAN Mubarak, Fadhlul; Wulandya, Siti Arni; Seran, Karlina; Soleh, Agus Mohamad; Andriansyah, .
Jurnal Kajian Ekonomi dan Keuangan Vol 1, No 3 (2017)
Publisher : Badan kebijakan Fiskal

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31685/kek.v1i3.202

Abstract

Salah satu asumsi dasar ekonomi makro yang masih mengalami kendala dalam pengembangan perangkat analisis model ekonomi yang akurat adalah suku bunga Surat Perbendaharaan Negara (SPN) 3 bulan. Hal ini terutama disebabkan periode data yang tidak teratur karena didasarkan kepada rata-rata yield yang dimenangkan dalam lelang yang dilaksanakan pada periode-periode tertentu. Penelitian ini bertujuan untuk memperoleh model proyeksi tingkat suku bunga SPN 3 bulan dengan memperbandingkan beberapa metode deret waktu yaitu pemulusan spline, pemulusan exponential dan pemulusan moving average, serta pemodelan regresi dengan menggunakan spread dengan yield Surat Utang Negara (SUN) 1 tahun. Hasil dari penelitian ini memperlihatkan bahwa metode yang mendekati kondisi riil adalah metode pemulusan spline dan regresi dengan SUN 1 tahun, dimana pemulusan spline lebih baik untuk proyeksi jangka pendek dan regresi dengan SUN 1 tahun lebih baik untuk proyeksi jangka menengah.
Analisis Volume Saham Pada Saat Covid-19 Menggunakan Metode Regresi Dengan Teknik Imputasi Adi Setiawan Adi Setiawan; Fadhlul Mubarak
Jurnal Akuntansi Terapan dan Bisnis Vol 2 No 1 (2022): July
Publisher : Politeknik Negeri Jember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25047/asersi.v2i1.3321

Abstract

PT. Bintang Mitra Semestaraya Tbk is a subsidiary engaged in investment and trading. The company started as an investment company investing in real estate companies in developing basic housing projects, mid-range residential projects and companies developing commercial buildings. This study aims to determine the volume of shares in the company PT. Bintang Mitra Semestaraya Tbk during the Covid-19 pandemic. The stock data is simulated from 2020, 2021 and 2022 in daily form. This research only focuses on discussing the movement of stock values ​​during the Covid-19 pandemic and looking for some data related to Missing Value (missing or incomplete data) in the company's stock data using the imputation method. The correlation between data variables in simulations 1-8 as a whole has a significant correlation with the percentage of truth/trust in this study of 95%. Furthermore, in the regression model, the best model is seen from the parameter data, the smallest RSE is in simulation 6 and the largest RSE is in simulation 3   PT. Bintang Mitra Semestaraya Tbk adalah anak perusahaan yang bergerak di bidang investasi dan perdagangan. Perusahaan tersebut dimulai sebagai perusahaan investasi yang berinvestasi di perusahaan real estat dalam mengembangkan proyek perumahan dasar, proyek perumahan kelas menengah dan perusahaan yang mengembangkan bangunan komersial. Penelitian ini bertujuan untuk mengetahui volume saham pada perusahaan PT. Bintang Mitra Semestaraya Tbk di masa pandemi Covid-19. Data saham tersebut disimulasikan dari tahun 2020, 2021 dan 2022 dalam bentuk harian. Penelitian ini hanya berfokus membahas tentang pergerakan nilai saham selama masa pandemi Covid-19 dan mencari beberapa data terkait Missing Value (data hilang atau tidak lengkap) yang ada pada data saham perusahaan tersebut menggunakan metode imputasi. Korelasi antara variabel data pada simulasi 1-8 secara keseluruhan memiliki korelasi yang signifikan dengan persentase kebenaran/kepercayaan dalam penelitian ini sebesar 95%. Selanjutnya pada model regresi terdapat model terbaik yang dilihat dari data parameter RSE terkecil berada pada simulasi 6 dan RSE terbesar berada pada simulasi 3
Village Potential Statistics (PODES): Visualization of Schools in Jambi Province with Statistical Programming (R) Fadhlul Mubarak; Atilla Aslanargun; Vinny Yuliani Sundara
Journal of Demography, Ethnography and Social Transformation Vol. 2 No. 2 (2022): Journal of Demography, Etnography and Social Transformation
Publisher : Pusat Kajian Demografi, Etnografi dan Transformasi Sosial

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30631/demos.v2i2.1333

Abstract

One of the primary data that can be used in research is village potential statistics (PODES). The data was obtained based on research in a certain period by the Statistics Indonesia (BPS). This study aims to visualize the percentage of schools in each city/district in Jambi Province using R programming based on PODES data in 2014 and 2019. In this study, we not only visualize but also how to build attractive graphics and arrange them starting from windows, graphic size, dimensions, color, horizontal axis, vertical axis, and others. Of course, the graph produced in this study is different from the basic plot found in the R program, although the process carried out is also more complicated. From 2014 to 2019, in general, within a period of 5 years there has been an increase in the number of schools in each city/district in Jambi Province. However, from the university level, the number decreased. In 2014 the number of universities in Jambi City was 32 but in 2019 the number decreased to 24. There are even interesting things in Kerinci and Tebo district. In 2014 there were no universities listed, while in 2019 there were 3. This also affects the percentage of education level in each city/district.
The Best K-Exponential Moving Average with Missing Values: Gold Prices in Indonesia, Saudi Arabia, and Turkey during COVID-19 Fadhlul Mubarak; Atilla Aslanargun; Ilyas Siklar
Proceedings of The International Conference on Data Science and Official Statistics Vol. 2021 No. 1 (2021): Proceedings of 2021 International Conference on Data Science and Official St
Publisher : Politeknik Statistika STIS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34123/icdsos.v2021i1.42

Abstract

There have been missing values in the gold price data for Indonesia, Saudi Arabia, and Turkey at the weekend so that imputation techniques have been carried out to solve this problem. The imputation method of replacing NAs with the latest non-NA values also known as last observation carried forward (LOCF) made it a solution to overcome the missing values. This study selected the best -exponential moving average based on the smallest mean absolute percentage error (MAPE) from simulations. The 2-exponential moving average analysis was the best analysis for the price of gold which has missing values in Indonesia, Saudi Arabia, and Turkey during COVID-19, while the largest MAPE values are different for each country.
Penerapan metode ARIMA terhadap perkiraan harga saham pada perusahaan Bank Syariah Indonesia (BSI) Auliah, Umi; Rafidah, Rafidah; Mubarak, Fadhlul
e-Journal Perdagangan Industri dan Moneter Vol. 11 No. 1 (2023): e-Journal Perdagangan Industri dan Moneter
Publisher : Prodi Ekonomi Pembangunan Fakultas Ekonomi dan Bisnis Universitas Jambi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22437/pim.v11i1.30923

Abstract

This study uses a quantitative research method that aims to apply time series graphics to Indonesian Sharia Banks. The right guess is the main information needed by investors in determining the next investment strategy, one of which is ARIMA (Autoregressive Integrated Moving Average). This method is a method that uses the present value and past value of the dependent variable to produce accurate short-term forecastes.This study aims to determine the stock prediction model for Bank Syariah Indonesia (BSI) companies using the Autoregressive Integrated Moving Average (ARIMA) method and to determine the results of this method. The arima method is used to solve seasonal time series. Data on total daily share prices of Bank Syariah Indonesia (BSI) for the 2020-2022 period totaling 1,095 days obtained from https//yahoo.finance and Bank Syariah Indonesia's annual financial reports.This type of research method is descriptive quantitative data source is secondary data. With the help of the R program syntax with the Best ARIMA forecasting model (0,0,0) with the results of research on stock price data for the 2023 period, it has increased compared to the 2020-2022 period.
Perkiraan harga saham pada Perusahaan Astra Internasional Tbk. menggunakan metode moving average Murfadiah, Elsa; Putra Hafiz, Ahsan; Mubarak, Fadhlul
e-Journal Perdagangan Industri dan Moneter Vol. 11 No. 1 (2023): e-Journal Perdagangan Industri dan Moneter
Publisher : Prodi Ekonomi Pembangunan Fakultas Ekonomi dan Bisnis Universitas Jambi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22437/pim.v11i1.30925

Abstract

This study uses a quantitative research method that aims to apply time series charts to the shares of PT Astra International Tbk. The right guess is the main information needed by investors in determining the next strategy in investing, which is Exponential Moving Average method. This method is a time series method used to predict the future using historical data. Giving weights involves a period, so the longer the period we use, the less weighting the last value we use. With the abundance of existing data, a system that utilizes past data has been built, in other words, a time series model tries to use the past time series to predict, later the system will be useful to assist investors in predicting estimates of the value of the Equity Fund in the future. so as to determine the right strategy for investment.
Perkiraan harga saham pada perusahaan aneka tambang dengan metode double exponential smoothing Fadillah Nasution, Rizky; Rafidah, Rafidah; Mubarak, Fadhlul
e-Journal Perdagangan Industri dan Moneter Vol. 11 No. 1 (2023): e-Journal Perdagangan Industri dan Moneter
Publisher : Prodi Ekonomi Pembangunan Fakultas Ekonomi dan Bisnis Universitas Jambi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22437/pim.v11i1.30929

Abstract

This study discusses forecasting using quantitative research methods that aim to apply time series charts to Aneka Tambang company stocks. The right guess is vert information needed by investors in determining the next strategy in investing, which is the Double Exponential Smoothing method. This method is a time series method used to predict the future using historical data. Giving weights involves a period, so the longer the period we use, the less weighting the last value we use. With the availability of existing data, a system is formed that utilizes past data where the time series model tries to use the past time series to predict, later the system is useful to assist investors in predicting estimates of the magnitude of the value in the future so that they can determine the right strategy for investment
Text Mining: Absolute Advantage Research at Scopus Mubarak, Fadhlul; Aslanargun, Atilla; Sundara, Vinny Yuliani; Nurniswah, Nurniswah
ESTIMASI: Journal of Statistics and Its Application Vol. 5, No. 2, Juli, 2024 : Estimasi
Publisher : Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/ejsa.v5i2.21896

Abstract

This study aims to collect scopus indexed articles with the keyword absolute advantage in 2020, 2021, and 2022 (until July 15, 2022). In addition, we analyzed the text mining of several abstracts from these articles using the R software. we used 75 articles from top 3 journals that have most publications based on the keyword including the Journal of Cleaner Production, the Journal of Chemical Engineering, and the Journal of Applied Soft Computing. Based on data mining analysis, the word-cloud of each abstract automatically appears based on the frequency of each word that appears in the abstract.
Locf imputation for Astra Agro Lestari Tbk. (Indonesia) and Anadolu Group (Turkey) stock Mubarak, Fadhlul; Aslanargun, Atilla; Sundara, Vinny Yuliani
Majalah Ilmiah Matematika dan Statistika Vol 22 No 2 (2022): Majalah Ilmiah Matematika dan Statistika
Publisher : Jurusan Matematika FMIPA Universitas Jember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.19184/mims.v22i2.32305

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
Analisis harga saham pada PT. BTPN Syariah Tbk dengan metode EMA (exponential moving average) Tahun 2020-2022 Wahyuni, Elina Decelita; Rafidah, Rafidah; Mubarak, Fadhlul
e-Journal Perdagangan Industri dan Moneter Vol. 11 No. 1 (2023): e-Journal Perdagangan Industri dan Moneter
Publisher : Prodi Ekonomi Pembangunan Fakultas Ekonomi dan Bisnis Universitas Jambi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22437/pim.v11i3.28417

Abstract

This study uses a quantitative research method that aims to apply time series charts to the shares of Bank Syariah Tbk. The right guess is the main information needed by investors in determining the next strategy in investing, one of which is the Exponential Moving Average method. This method is a time series method used to predict the future using historical data. Giving weights involves a period, so the longer the period we use, the less weighting the last value we use.With the abundance of existing data, a system that utilizes past data has been built, in other words, a time series model tries to use the past time series to predict, later the system will be useful to assist investors in predicting estimates of the magnitude of the value in the future so that they can determine the right strategy for investent.