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Peramalan Indeks Harga Saham PT Verena Multi Finance Tbk Dengan Metode Pemodelan ARIMA Dan ARCH-GARCH Rizki, Muhammad Irfan; Ammar, Teguh; Fitriyani, Fajriyah; Fasya , Salsabila
J STATISTIKA: Jurnal Imiah Teori dan Aplikasi Statistika Vol 14 No 1 (2021): Jurnal Ilmiah Teori dan Aplikasi Statistika
Publisher : Fakultas Sains dan Teknologi Univ. PGRI Adi Buana Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (419.414 KB) | DOI: 10.36456/jstat.vol14.no1.a3774

Abstract

Indeks harga saham merupakan indikator penting dalam mencerminkan keseluruhan pergerakan harga saham dalam suatu periode. Indeks ini tentunya memiliki fungsi sebagai indikator trend pasar, yang menggambarkan kondisi pasar pada saat tertentu. Indeks saham merupakan hal yang sangat penting sebagai tolak ukur kinerja pasar modal dan produk investasi. Oleh karena itu, penelitian ini akan memfokuskan peramalan pada indeks harga saham PT Verena Multi Finance Tbk yang merupakan perusahaan yang bergerak di bidang pembiayaan konsumen. Masih kurangnya keakuratan metode peramalan yang digunakan sebelumnya menjadi latar belakang dari penelitian ini untuk mendapatkan prediksi indeks harga saham PT Verena Multi Finance Tbk periode bulanan dengan metode yang memiliki keakuratan yang lebih tinggi. Data yang digunakan adalah data sekunder yang diperoleh dari yahoofinance.com periode Januari 2009 sampai dengan Desember 2019. Metode yang digunakan pada penelitian ini merupakan model ARIMA, yaitu salah satu metode yang digunakan untuk peramalan data deret waktu. Berdasarkan pengolahan data, diperoleh model terbaik dengan nilai AIC terkecil yaitu ARIMA(0,1,1). Metode yang selanjutnya digunakan yaitu model ARCH-GARCH yang merupakan metode yang digunakan dalam peramalan data yang memiliki masalah heteroskedastisitas tanpa menghilangkan heteroskedastisitas tersebut. Berdasarkan hasil analisis yang diperoleh dengan peramalan ARCH-GARCH, didapatkan nilai indeks harga saham pada bulan Desember 2021 adalah sebesar 102.4 dengan MAPE sebesar 22.9971%. Dengan melakukan penelitian ini, diharapkan dapat ditemukan model terbaik untuk meramalkan indeks harga saham PT Verena Multi Finance Tbk pada waktu-waktu berikutnya agar dapat menjadi tolak ukur kinerja pasar modal dan produk investasi serta rujukan yang dapat dipercaya untuk melihat kondisi bursa saham pada saat ini. Kata kunci : Indeks harga saham, peramalan, ARIMA, ARCH-GARCH.
Pemodelan Regresi Spatial Autoregressive Fixed Effect Model Data Panel Pada Tingkat Kemiskinan Di Provinsi Jawa Barat Rizki, Muhammad Irfan; Taqiyyuddin, Teguh Ammar
J STATISTIKA: Jurnal Imiah Teori dan Aplikasi Statistika Vol 14 No 1 (2021): Jurnal Ilmiah Teori dan Aplikasi Statistika
Publisher : Fakultas Sains dan Teknologi Univ. PGRI Adi Buana Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (400.488 KB) | DOI: 10.36456/jstat.vol14.no1.a3816

Abstract

Kemiskinan merupakan salah satu permasalahan global yang terjadi di semua negara berkembang termasuk negara Indonesia. Pengentasan kemiskinanan menjadi prioritas utama dalam tujuan pembangunan berkelanjutan atau Sustainable Development Goals (SDGs), dimana pengentasan kemiskinan menjadi tujuan pertama yang ingin dicapai. Kemiskinana juga menjadi salahsatu permasalahan yang menjadi isu salahsatu isu strategis RPJMD tahun 2018-2023 yang menjadi pusat perhatian pemerintah khususnya di Provinsi Jawa Barat yang merupakan provinsi dengan jumlah penduduk terbanyak di Indonesia. Pada penelitian ini akan dilakukan analisis faktor-faktor yang mempengaruhi kemiskinan di Provinsi Jawa Barat. Data kemiskinan tiap-tiap kabupaten/kota memiliki tingkat yang berbeda -beda, sehingga terdapat kemungkinan adanya efek spasial dalam data. Maka pemodelan harus mengakomodasi aspek spasial kemudian terbatasnya variabel yang dilibatkan karena keterbatasan data tentunya menimbulkan oomited variabel atau varaiebel yang relevan namun tidak ada dalam model maka digunakan pendekatan fixed effect model dalam mengatasi masalah tersebut. Sehingga pemodelan yang digunakan adalah Spatial Autoregressive Fixed Effact model ( SAR-FEM). Hasil penelitian ini didapatkan bahwa Variabel Tingkat pengangguran terbuka, Indkes pembangunan Manusia dan persentase penduduk berpengaruh signifikan terhadap Tingginya tingkat kemiskina di Provinsi Jawa Barat. Model spatial lag fixed effect yang terbentuk dapat menjelaskan besarnya keragaman dari Tingkat Kemiskinan yang dapat dijelaskan oleh variabel prediktor sebesar 98.88% sedangkan 1.116% sisanya dijelaskan oleh variabel lain yang tidak dimasukkan kedalam model.
The Role of Psychological Contract, Organizational Commitment, and Organizational Politics in Enhancing Employee Performance Yuliani , Yeni ; Rizki, Muhammad Irfan
Journal of Sustainable Economic and Business Vol. 2 No. 1 (2025): Journal of Sustainable Economic and Business (JOSEB)
Publisher : ARE Publisher

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.70550/joseb.v2i1.71

Abstract

Objectives: This research intends to examine how psychological contracts, organizational commitment, and political organizations on employee performance at BDP, a company engaged in office space rental, building and asset management, construction services, outsourcing, and security.Methodology: By employing a numerical method, information was gathered from workers at PT BDP and examined to investigate the connection between different factors.Findings: The findings of the research indicate that the agreements between employees and their employers, along with their dedication to the organization, greatly and positively affect how well employees perform. Moreover, effectively run political organizations also play a role in enhancing employee performance.Conclusion: These findings emphasize the importance of effective management strategies in maintaining psychological contracts, strengthening organizational commitment, and managing organizational politics to enhance employee productivity.
The Effect of Inflation and Profitability on Stock Returns in LQ45 Firms Registered on the Indonesian Stock Market Rizqullah, Isti'anah; Rizki, Muhammad Irfan
Journal of Sustainable Economic and Business Vol. 2 No. 1 (2025): Journal of Sustainable Economic and Business (JOSEB)
Publisher : ARE Publisher

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.70550/joseb.v2i1.72

Abstract

Objectives: This research intends to investigate how inflation and profitability influence the stock returns of firms listed in the LQ45 index on the Indonesia Stock Exchange (IDX). Methodology: This research employs a regression technique based on panel data utilizing the Common Effect Model (CEM) method. The information analyzed consists of secondary data obtained from 25 LQ45 firms spanning the years 2017 to 2021. To confirm the integrity of the regression model, classical assumption evaluations, including tests for multicollinearity, autocorrelation, and heteroscedasticity, were performed. Findings: The results of the analysis show that neither inflation nor profitability have a significant effect on stock returns in LQ45 companies. Although inflation has a positive coefficient, this relationship is not statistically significant. Meanwhile, profitability shows a negative relationship to stock returns, but is also not significant. This suggests that other factors outside of inflation and profitability are likely to play a greater role in determining stock returns in the Indonesian capital market. Conclusion: This study indicates that investors cannot fully rely on inflation and profitability variables as determinants of stock returns in LQ45 companies. Other factors, such as macroeconomic conditions, industry performance, and market expectations, are likely to have a greater influence in determining stock returns on the IDX.
Marketing Mix Analysis in Bang Al Fried Chicken Sales Yunengsih, Neng; Rizki, Muhammad Irfan
Journal of Sustainable Economic and Business Vol. 2 No. 2 (2025): Journal of Sustainable Economic and Business (JOSEB)
Publisher : ARE Publisher

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.70550/joseb.v2i2.78

Abstract

Objectives: This study aims to analyze the marketing strategies implemented by Fried Chicken Bang Al, a street food producer of ready-to-eat fried chicken. Specifically, it examines the application of the marketing mix (product, price, place, and promotion) in influencing sales performance. Methodology: The research employs a qualitative descriptive approach, utilizing Philip Kotler's marketing mix theory. Data credibility is ensured through triangulation, and the analysis follows an interactive process involving data collection, data reduction, data presentation, and conclusion drawing. Findings: The study reveals that Fried Chicken Bang Al has not fully optimized its marketing mix strategy. Weaknesses are identified in advertising, promotion, and location. While the location is relatively strategic, it lacks dine-in facilities. However, pricing is a strong point, as the affordability of Fried Chicken Bang Al makes it competitive in the market. Conclusion: The marketing mix plays a positive role in maintaining sales stability. To enhance consumer interest and increase sales, Fried Chicken Bang Al should further develop its marketing strategy, particularly in terms of location and promotional activities.  
Identifikasi faktor kontrak psikologis, organisasi politik dan komitmen organisasi terhadap kinerja karyawan manufaktur PT ZYX Mardiana, Yanthy; Suyudi, Wahidiyat; Hertina, Dede; Rizki, Muhammad Irfan
Jurnal Ilmu Manajemen Vol. 12 No. 2 (2024)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26740/jim.v12n2.p395-405

Abstract

The essence of this research is to examine the influence of organizational commitment, organizational politics, and psychological contracts on employee performance. On the basis of this research, the survey sample was taken from employees in the production department of PT ZYX. The population and sample of this research are employees in the After Sales division of PT. ZYX, with a total of 100 respondents. The analytical method used in this case is white`s Robust standard error regression analysis and the data used is primary data obtained from questionnaires distributed to all employees. Based on the research results, it shows that the psychological contract and organizational commitment have a significant effect on employee performance, while organizational politics have an insignificant effect. If viewed simultaneously, all independent variables (contract, psychology, organizational commitment and organizational politics) have a significant influence on employee performance.