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All Journal Jurnal Pendidikan Akuntansi Indonesia Jurnal Veteriner Jurnal Kesehatan Masyarakat Jurnal Gaussian Jurnal Ilmiah Mahasiswa FEB SEIKO : Journal of Management & Business Abdimas Umtas : Jurnal Pengabdian kepada Masyarakat Jurnal Riset Akuntansi Aksioma Jurnal Sains dan Teknologi Laboratorium Medik Akuntansi'45 EKONOMIKA45 Jurnal Buana Pengabdian Prosiding University Research Colloquium Biology Natural Resources Journal MIMBAR : Jurnal Sosial dan Pembangunan HUMANITIS : Jurnal Humaniora, Sosial dan Bisnis MULTIPLE: Journal of Global and Multidisciplinary Jurnal Ventilator: Jurnal Riset Ilmu Kesehatan dan Keperawatan NETIZEN: JOURNAL OF SOCIETY AND BUSSINESS Journal of Dialogos Jurnal Abdimas Kesehatan International Journal of Accounting, Management, and Economics Research : Ijamer
ANNISA RAHMAWATI
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Religion Agriculture, Biological Sciences & Forestry Arts Humanities Automotive Engineering Biochemistry, Genetics & Molecular Biology Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Health Professions Immunology & microbiology Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Medicine & Pharmacology Nursing Public Health Social Sciences Veterinary Other

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Journal : Jurnal Gaussian

 1 
STRUCTURAL VECTOR AUTOREGRESSIVE UNTUK ANALISIS DAMPAK SHOCK NILAI TUKAR RUPIAH TERHADAP DOLAR AMERIKA SERIKAT PADA INDEKS HARGA SAHAM GABUNGAN Annisa Rahmawati; Di Asih I Maruddani; Abdul Hoyyi
Jurnal Gaussian Vol 6, No 3 (2017): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (603.364 KB) | DOI: 10.14710/j.gauss.v6i3.19302

Abstract

Instability and depreciation of the rupiah be a motivating factor for investors to pull out a portfolio in Indonesia. The weakening of rupiah led to a decline in investor demand for stocks. Measurement of stock price fluctuations or portfolio using the Composite Stock Price Index (CSPI). The exchange rate and CSPI is a sensitive macroeconomic variables affected by shock and it takes restriction of macroeconomic structural model. Based on this, Structural Vector Autoregressive (SVAR) model is used. The purpose of this thesis is to analyze the impact of the exchange rate shock on CSPI through the description of Structural Impulse Response Function and Structural Variance Decomposition modeling based on a restriction on SVAR. SVAR also called the theoretical VAR used to respond to criticism on the VAR model where necessary the introduction of restrictions on economic models. By using daily data exchange rate of the rupiah against the US dollar and CSPI from January 2013 to December 2016 acquired the VAR model is stable and meets the white noise assumption as the basis for modeling residual SVAR and has a short-term restriction. The response of CSPI from the impact of the shock rupiah exchange rate is likely to experience an increase, while the response to the shock CSPI itself is fluctuating but tends to decrease. Patterns proportion shock effect on the exchange rate is increasingly rising stock index in the period of time, whereas the effect of the shock CSPI itself getting down on each period of time. Keywords : exchange rate, CSPI, SVAR, Structural Impulse Response Function, Structural Variance Decomposition
IDENTIFIKASI CURAH HUJAN EKSTREM DI KOTA SEMARANG MENGGUNAKAN ESTIMASI PARAMETER MOMEN PROBABILITAS TERBOBOTI PADA NILAI EKSTREM TERAMPAT (Studi Kasus Data Curah Hujan Dasarian Kota Semarang Tahun 1990-2013) Annisa Rahmawati; Agus Rusgiyono; Triastuti Wuryandari
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (553.692 KB) | DOI: 10.14710/j.gauss.v3i4.8067

Abstract

The methods used to analyze extreme rainfall is the Extreme Value Theory (EVT). One of the approaches of EVT is the Block Maxima (BM) which follows the distribution of Generalized Extreme Value (GEV). In this study, the dasarian rainfall data of 1990-2013 in the Semarang City is divided based on block monthly and the month examined are October, November, December, January, February, March and April. The resulted blocks are 24 with 3 observations each block. Estimated parameter of form, location and scale are obtained by using the method of Probability Weight Moments (PWM). The result of this study is January has the greatest occurrence chance of extreme value with the value of estimated parameter of form 0,3840564, location 138,8152989 and scale 68,6067117. In addition, the alleged maximum value of dasarian rainfall obtained in a period of 2, 3, 4, 5 and 6 years are 243,45753 mm, 308,23559 mm, 357,26996 mm, 397,96557 mm and 433,28889 mm. Keywords: rainfall, Extreme Value Theory, Block Maxima, Generalized Extreme Value, Probability Weight Moments
Co-Authors Abdul Hoyyi Ade Damayanty Vina Giovani Ade Saputra Aftina Nurul Husna Agus Rusgiyono Agustina Dwi Wijayanti Aisyah Shinta Balkhis Aliffah Musfirotun Azzahroh Amanda Fidya Febriana Anggi Syahputra Jaya Anissa Prisilla Bahari Ari Kamayanti Ayun Sriatmi BA.Martinus Baso R Cindy Fatika Sari Dede Agung Rismawan Delvi Isnaini Dewi Agus Cahyani Di Asih I Maruddani Djaswadi Dasuki Dwi Cahyo Budi Setiawan Elysa Diana Puspitasari Fajar Noor Fuji Sutarjo Fredirikus Bayu Kurniawan Gagak Donny Satria Gefira Adias Permata GS , Achmad Daengs Ifmaily Ifmaily Isroah Isroah Leti Karmila M. Agung Aimar Billah Maman Suryaman Mardiyani, Ridha Miftha Pratiwi Nadia Pramudita Najla Alifah Nisa Hakimah Nora Gracesara Piji Pakarti Prayogo Agus Kuncoro Puspa Wikan Sari Puspita Sari Repa Assyifa Yuda Ridha Mardiani Safitri Elfandari Savara Salsabila Selly K Septianto Wikan Nurhidayat Supriyadi, Tugimin Sutopo Patria Jati Syfa Salsa Azahra Tri Wahyuni Tri Wahyuni Triastuti Wuryandari Valdis Heru Arindra Yogi Ginanjar Yohan Wismantoro Yuli Vina Faatdin Yusriyyal Hasnaa Nindita