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Modeling and Analysis Data Production of Oil, and Oil and Gas in Indonesia by Using Threshold Vector Error Correction Model Widiarti; Usman, Mustofa; Putri, Almira Rizka; Russel, Edwin
Science and Technology Indonesia Vol. 9 No. 1 (2024): January
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26554/sti.2024.9.1.189-197

Abstract

Data in the fields of finance, business, economics, agriculture, the environment and weather are commonly in the form of time series data. To analyze time series data that involves more than one variable (multivariate), vector autoregressive (VAR) models, vector autoregressive moving average (VARMA) models are generally used. If the variables discussed have cointegration, then the VAR model is modified into a vector error correction model (VECM). The relationship between short-term dynamics and deviation in the VECM model is assumed to be linear. If there is a nonlinear relationship between short-term dynamics and deviation, then a threshold vector error correction model (TVECM) can be used. The variables used in this research consist of oil production and Indonesian oil and gas production from January 2019 to March 2021. The research results show that the best model for data on oil production and oil and gas production is the TVECM 2 Regime model. Based on the TVECM 2 Regime model, further analysis, namely Granger causality and Impulse Response Function are discussed.
Training on statistical applications in structuring village administration in Purworejo Usman, Mustofa; Russel, Edwin; Putri, Lidya Ayuni
Journal of Community Service and Empowerment Vol. 5 No. 2 (2024): August
Publisher : Universitas Muhammadiyah Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22219/jcse.v5i2.29316

Abstract

In the modern era, statistics has become an integral part of various aspects of our lives, serving as a universal language to understand the world around us. The integration of statistical applications can significantly enhance the process of data and information management in village governance. This community service project aims to assess the potential of statistical applications in supporting village administration officials, contributing to improved village governance and self-sufficiency. Through preliminary studies and tailored SPSS training programs, the practical knowledge and skills of village officials and cooperative members are enhanced. Evaluation after the training indicates a significant improvement in understanding and application of statistical tools. The integration of statistical applications is expected to contribute to better-organized village administration and good governance in Purworejo Village. This initiative underscores the role of statistics as a powerful tool in village administration, bridging various fields of knowledge and providing valuable insights into the world. The successful implementation of statistical applications in Purworejo Village serves as a model for other communities seeking to enhance governance through data-driven decision-making.
Teknologi dan Kreativitas dalam Wirausaha Bagi Siswa Madrasah Aliyah (MA) Ma’arif Kotagajah Lampung Tengah Widiyanti, Ade; Russel, Edwin; Sawitri, Riza; Mega Sapitri, Nonik; Andrade Paskalia M, Felicia
ABDI AKOMMEDIA : JURNAL PENGABDIAN MASYARAKAT Vol. 2 No. 4 (2024)
Publisher : ABDI AKOMMEDIA : JURNAL PENGABDIAN MASYARAKAT

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Abstract

The rapid development of information technology has brought significant changes in various fields, including the business world. This provides students with the opportunity to engage in the digital-based business world. Many students of Madrasah Aliyah (MA) Ma'arif Kotagajah, Lampung Tengah are interested in entrepreneurship. However, it is still hindered by limitations in utilizing technology and creativity to develop businesses and ventures. Therefore, this community service activity is conducted in the form of training aimed at improving students' understanding and skills. This entrepreneurship training emphasizes the use of digital technology and student creativity in entrepreneurship. The methods used include lectures, discussions, and hands-on practice related to digital marketing, digital financial management, and the development of innovative business ideas. This training is expected to equip students with practical and adaptive skills, and be prepared to compete in the modern business world.
Modeling Vector Error Correction with Exogeneous (VECMX) Variable for Analyzing Nonstationary Variable Energy Used and Gross Domestic Product (GDP) Usman, Mustofa; Wamiliana; Russel, Edwin; Kurniasari, Dian; Widiarti; Elfaki, Faiz A.M
Science and Technology Indonesia Vol. 10 No. 1 (2025): January
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26554/sti.2025.10.1.283-293

Abstract

Analysis of energy used, GDP and population has been carried out in many countries and has become a topic of interest for many researchers and governments. This is because energy used is an important factor for society and industry in a country. In this study, the modeling of the relationship between energy used, GDP and population as an exogenous variable for the cases of Indonesia from 1967-2023 will be discussed. The energy used and GDP data are nonstationary with order one, I(1), and there is cointegration between energy used and GDP. Therefore, the model which will be used is the Vector Error Correction Model with Exogenous variable (VECMX) with population as the exogenous variable. From the results of analysis, the best model is VECMX(3,1) with cointegration rank R=1. Based on this model, the pattern of the relationship among the three variables, Granger-causality between energy used and GDP, exogenous impact on energy used and GDP, and forecasting for the next 10 years will be discussed.
Implementasi Deep Learning Pemodelan Pergerakan Harga Saham dalam Time Series Mega Sapitri, Nonik; Sawitri, Riza; Russel, Edwin
Jurnal Bisantara Informatika Vol. 8 No. 2 (2024): Jurnal Bisantara Informatika (JBI) Vol. 8 No. 2 Tahun 2024
Publisher : Akademi Manajemen Informatika dan Komputer PARBINA NUSANTARA Pematangsiantar

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Abstract

Pergerakan harga saham sulit untuk ditebak akan arah kelajuannya. Oleh karena itu, diperlukan metode yang dapat memodelkan pergerakan harga saham tersebut supaya mempermudah investor untuk pengambilan keputusan dalam berinvestasi. Salah satu metode yang dapat digunakan adalah pemodelan time series pergerakan harga saham dengan Deep Learning. Terlebih dahulu akan dilihat Autocorrelation Function (ACF) untuk menentukan data saham berupa stasioner atau nonstasioner. Selanjutnya, akan ditentukan beberapa parameter yang dapat mempengaruhi akurasi prediksi pergerakan harga saham. Hasil prediksi pergerakan harga saham yang baik adalah tidak terjadinya overfitting pada model dan juga memberikan hasil data prediksi yang mendekati data aktual. Hal ini dapat dilihat berdasarkan selisih yang kecil antara MSE training dan MSE testing.
Pelatihan Peningkatan Pemahaman Logika dan Aplikasinya pada Pembuktian dalam Matematika untuk Dosen-Dosen Ilmu Komputer di PTS Bandar Lampung Usman, Mustofa; W, Wamiliana; W, Warsono; Russel, Edwin
Jurnal Pengabdian Masyarakat Tapis Berseri (JPMTB) Vol. 4 No. 1 (2025): Jurnal Pengabdian Masyarakat Tapis Berseri (JPMTB) (Edisi April)
Publisher : Pusat Studi Teknologi Informasi Fakultas Ilmu Komputer Universitas Bandar Lampung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.36448/jpmtb.v4i1.134

Abstract

Logic is a very important knowledge in all fields, for example law, mathematics, language, and computer science. In mathematics, logic plays a role in providing ways or methods or steps in proving a theorem. In computer science, logic is very important because it is the mathematical basis of software: logic is used to formalize the semantics of programming languages and program specifications, and to verify the correctness of programs. However, the weakness is that logic is generally not taught in the curriculum in Computer Science and of course this is a gap that must be overcome if we want to build quality alumni. The problem is that lecturers generally do not understand the basic concepts of logic and their applications in mathematical proof methods. To overcome this weakness, a beginner activity was held, namely training in basic logic concepts and their applications in mathematical proof methods. This community service activity was carried out using lecture and discussion methods and exercises attended by computer science lecturers and students.
MEMBANGUN DESAIN EKSPERIMEN, PEMODELAN DAN ANALISIS DENGAN SAS PROGRAM Usman, Mustofa; widiarti, Widiarti; Russel, Edwin; Ragayu, Noti
Jurnal Dedikasi untuk Negeri Vol 1, No 1 (2022)
Publisher : Lembaga Penelitian dan Pengabdian Kepada Masyarakat UML

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1017.541 KB) | DOI: 10.36269/jdn.v1i1.877

Abstract

Abstrak Dewasa ini penggunaan statistika dalam analisis data dan penelitian telah secara intensif digunakan, khususnya dikalangan akademisi. Khusus dalam penggunakan perancangan eksperimen pemahaman yang benar tentang pembangunan desain eksperimen dan pemodelan dan analisis datanya yang dirasakan masih kurang dipahami oleh sebagian besar para peneliti. Pengabdian pada masyarakat yang dilakukan ini disampaikan dalam rangka mengatasi kekurangan pemahaman dosen swasta akan pembangunan desain eksperimen dan analisisnya. Metode yang digunakan adalah pemberian kuliah, diskusi dan studi kasus khususnya adalah analisis completely Randomized Desain. Kata kunci: Desain eksperimen, CRD, randomisasi, analisis. Abstract Nowadays, the use of statistics in data analysis and research has been intensively used, especially among academics. Especially in the use of experimental design, a correct understanding of the construction of experimental designs and modeling and data analysis is felt to be still poorly understood by most researchers. This community service is delivered in order to overcome the lack of understanding of private lecturers on the development of experimental designs and their analysis. The method used is giving lectures, discussions and case studies, especially analysis of completely randomized design. Keywords: Experimental design, CRD, randomization, analysis.
Dynamic Modeling of Energy Data: World Crude Oil and Coal Prices 2017-2023 (A State-Space Model Analysis of Multivariate Time Series) Russel, Edwin; Wamiliana; Usman, Mustofa; Elfaki, Faiz AM; Adnan, Arisman; Lindrianasari
Science and Technology Indonesia Vol. 10 No. 4 (2025): October
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26554/sti.2025.10.4.1301-1311

Abstract

The analysis of global crude oil and coal prices has attracted considerable research interest, as these prices significantly affect both society and industry, making the topic highly relevant for governments and policy makers. This study examines the correlation between global coal and crude oil prices from 2017 to 2023. It analyzes the behavior of these price series using a unit root test and develops an optimal model for conducting a Granger-causality analysis. To forecast crude oil and coal prices for the next 30 periods, a state-space modeling approach is applied. The unit root test results reveal that these prices are non-stationary, suggesting that any shocks to prices will have persistent effects. The best-fitting model for the association between coal and crude oil prices is a vector autoregressive model of order two (VAR(2)). The Granger-causality results reveal that current crude oil prices are influenced by both their own past values and previous coal prices, and vice versa. Forecasts using the state-space model suggest a modest upward trend for crude oil prices over the next 30 periods, while coal prices are projected to rise more strongly.