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All Journal BAREKENG: Jurnal Ilmu Matematika dan Terapan JURNAL PENDIDIKAN TAMBUSAI Jurnal Pengabdian Magister Pendidikan IPA Jurnal Aplikasi Statistika & Komputasi Statistik InPrime: Indonesian Journal Of Pure And Applied Mathematics Kolaborasi Jurnal Pengabdian Masyarakat ANWARUL: Jurnal Pendidikan dan Dakwah Prosiding Seminar Nasional Official Statistics Nanggroe: Journal Of Scholarly Service Jurnal Ilmiah Multidisiplin Amsir Nanggroe: Journal of Scholarly Service PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON DATA SCIENCE AND OFFICIAL STATISTICS Jurnal Ekonomi dan Pembangunan Indonesia Economic and Finance in Indonesia MERDEKA: Jurnal Ilmiah Multidisiplin Tarqiyatuna: Jurnal Pendidikan Agama Islam dan Madrasah Ibtidaiyah Jurnal Miftahul Ilmi: Jurnal Pendidikan Agama Islam
Neli Agustina
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A Comparative Analysis of ARCH/GARCH and Decomposition-ARIMA Models for Gold Price Forecasting in Indonesia Hutajulu, Ronald; Agustina, Neli
InPrime: Indonesian Journal of Pure and Applied Mathematics Vol 6, No 2 (2024)
Publisher : Department of Mathematics, Faculty of Sciences and Technology, UIN Syarif Hidayatullah

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15408/inprime.v6i2.40249

Abstract

Gold is considered a low-risk investment, serving as a hedge asset and haven against inflation and economic shocks. While gold prices exhibit an increasing trend in the long term, they are subject to short-term fluctuations. Accurate gold price prediction is crucial for investors to maximize returns. This research aims to identify the most suitable method for forecasting gold prices in Indonesia, comparing the decomposition-ARIMA and ARCH-GARCH models. The findings reveal that the decomposition-ARIMA(2,1,2) method surpasses the GARCH(1,0) model in accuracy. The forecasting results indicate an upward trend in gold prices, with an average IDR of 1,209,214.11. This study demonstrates the superior accuracy of the decomposition-ARIMA method for gold price forecasting in Indonesia, offering valuable insights for investors seeking to optimize their investment strategies.Keywords: ARCH-GARCH model; Forecasting; Gold; Volatility. AbstrakEmas dianggap sebagai investasi berisiko rendah, berfungsi sebagai aset hedge dan safe haven yang aman terhadap inflasi dan guncangan ekonomi. Meskipun harga emas menunjukkan tren peningkatan dalam jangka panjang, harga emas juga dapat mengalami fluktuasi dalam jangka pendek. Prediksi harga emas yang akurat sangat penting bagi investor untuk memaksimalkan keuntungan. Penelitian ini bertujuan untuk mengidentifikasi metode yang paling sesuai untuk meramalkan harga emas di Indonesia, dengan membandingkan model dekomposisi-ARIMA dan model ARCH-GARCH. Temuan menunjukkan bahwa metode dekomposisi-ARIMA(2,1,2) melampaui akurasi model GARCH(1,0). Hasil peramalan menunjukkan adanya tren kenaikan harga emas dengan harga rata-rata Rp 1.209.214,11. Kontribusi studi ini terletak pada demonstrasi akurasi metode dekomposisi-ARIMA yang unggul dalam peramalan harga emas di Indonesia, sehingga menawarkan wawasan berharga bagi investor yang ingin mengoptimalkan strategi investasinya. Kata Kunci: Model ARCH-GARCH; Prediksi; Emas; Volatilitas. 2020MSC: 62M10.
Peramalan Harga Emas Antam : Pendekatan Metode Dekomposisi ARIMA dan Model ARCH-GARCH Surahman, Fikri; Prilistiana, Indi; Mutiara Sinaga, Vhania; Agustina, Neli
Nanggroe: Jurnal Pengabdian Cendikia Vol 4, No 10 (2025): Januari
Publisher : Yayasan Daarul Huda Kruengmane

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.5281/zenodo.14772340

Abstract

Gold is one of the precious metals that serves as a standard medium of financial exchange in various countries. Additionally, gold is used as an asset for investment purposes. This is due to its zero-inflation characteristic, which acts as a hedge against inflation and economic uncertainty. Antam gold is one type of gold that attracts high interest from both investors and the general public. However, the fluctuating price of Antam gold requires investors to continuously monitor its price movements.This study aims to predict the value of Antam gold from January 13 to January 31, 2025, using the ARIMA decomposition and ARCH-GARCH methods. Based on the research findings, the predicted price of Antam gold for the given period shows an increasing trend. The decomposition-ARIMA (1,1,1) method, which integrates time series decomposition into trend, seasonal, cyclical, and random components while applying ARIMA to the random component, is identified as more accurate than the GARCH(1,0) model. This is evidenced by the MAPE value of the decomposition-ARIMA model, which is 0.185%, slightly better than the GARCH model at 0.898%.
Peramalan Harga Emas Antam : Pendekatan Metode Dekomposisi ARIMA dan Model ARCH-GARCH Surahman, Fikri; Prilistiana, Indi; Mutiara Sinaga, Vhania; Agustina, Neli
Nanggroe: Jurnal Pengabdian Cendikia Vol 4, No 10 (2025): Januari
Publisher : Yayasan Daarul Huda Kruengmane

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.5281/zenodo.14772340

Abstract

Gold is one of the precious metals that serves as a standard medium of financial exchange in various countries. Additionally, gold is used as an asset for investment purposes. This is due to its zero-inflation characteristic, which acts as a hedge against inflation and economic uncertainty. Antam gold is one type of gold that attracts high interest from both investors and the general public. However, the fluctuating price of Antam gold requires investors to continuously monitor its price movements.This study aims to predict the value of Antam gold from January 13 to January 31, 2025, using the ARIMA decomposition and ARCH-GARCH methods. Based on the research findings, the predicted price of Antam gold for the given period shows an increasing trend. The decomposition-ARIMA (1,1,1) method, which integrates time series decomposition into trend, seasonal, cyclical, and random components while applying ARIMA to the random component, is identified as more accurate than the GARCH(1,0) model. This is evidenced by the MAPE value of the decomposition-ARIMA model, which is 0.185%, slightly better than the GARCH model at 0.898%.
Perbandingan ARMA dan Single Exponential Smoothing pada Peramalan Harga Ayam Broiler di Jawa Barat Sabastya, Alfian; Simbolon, Ani Ngalemisa; Fatimatuzzuhra; Agustina, Neli
Jurnal Ilmiah Multidisiplin Amsir Vol 3 No 1 (2024): Desember
Publisher : AhInstitute of Research and Community Service (LP2M) Institute of Social Sciences and Business Andi Sapada

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62861/jimat amsir.v3i1.585

Abstract

Fluctuations in broiler chicken prices require farmers to predict prices to plan production and optimize business profits. This study aims to predict broiler chicken prices in West Java to help farmers plan their budgets and business income. This study compares the accuracy of the ARMA (Autoregressive Moving Average) model with the Single Exponential Smoothing method in predicting broiler chicken prices in the West Java region. The results show that the ARMA (0.1) model has the best performance with the smallest measurement error rate, namely MAPE 4.48, MSE 49.27, and RMSE 2427.38. The price prediction for January 2025 is 35,043.63. These results are expected to help farmers in budget planning and improve business efficiency.
Optimalisasi Pendidikan Anak Dengan Ngaji Adventure: Belajar, Bermain, dan Berkarya Mu’tafi, Ali; Syahrul Huda, Muhammad Reza; Soraya, Rani; Khabiburrochman, Adam; Agustina, Neli; Prihatin, Siti; Arifa, Ziida; Setiyo, Ulfan; Mahfiroh, Nailil; Mutmainah, Arifatul; Febriyanti, Febriyanti; Lestari, Simping Puji; Suroyo, Sigit Adhi; Anggun, Anggun; Triawan, Adis
Kolaborasi: Jurnal Pengabdian Masyarakat Vol 5 No 1 (2025): Kolaborasi: Jurnal Pengabdian Masyarakat
Publisher : Yayasan Inspirasi El Burhani

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56359/kolaborasi.v5i1.472

Abstract

Introduction: The$ role$ of re$ligious e$ducation is vital in de$ve$loping the$ characte$r of childre$n from a young age$. Howe$ve$r, conve$ntional te$aching te$chnique$s fre$que$ntly do not e$ffe$ctive$ly e$ngage$ young le$arne$rs in the$ proce$ss of re$ading the$ Qur’an at Taman Pe$ndidikan Al-Qur’an (TPQ). Objective: This initiative$ se$e$ks to boost childre$n's inte$re$st and proficie$ncy in Qur’anic re$ading at TPQ Al-Huda by introducing a nove$l me$thod dubbe$d Ngaji Adve$nture$: Le$arning, Playing, and Cre$ating. Method: The$ approach applie$d in this initiative$ involve$s inte$ractive$ e$ducation through multime$dia re$source$s, fun game$s like$ outdoor activitie$s, and cre$ative$ assignme$nts utilizing re$cycle$d mate$rials. The$ program was carrie$d out in pe$rson ove$r se$ve$ral we$e$ks, involving 80 stude$nts from TPQ in various stimulating activitie$s. Result: The$ findings indicate$d a he$ighte$ne$d e$nthusiasm in childre$n towards le$arning to re$ad the$ Qur’an, along with e$nhance$me$nts in the$ir social inte$raction and cre$ativity. The$ childre$n e$xhibite$d gre$ate$r motivation to e$ngage$ in Qur’anic e$ducational activitie$s, compre$he$nd Islamic principle$s, and cultivate$ te$amwork abilitie$s through playful le$arning e$xpe$rie$nce$s Conclusion: The$ Ngaji Adve$nture$ initiative$ e$ffe$ctive$ly incre$ase$d childre$n's e$ngage$me$nt in Qur’anic e$ducation via a more$ e$njoyable$ and impactful te$aching style$.
Implementasi Metode Pandan Wangi pada Penguasaan Kemampuan Membaca Al-Qur’an di MI Al-Ikhlas Kauman Parakan Temanggung Neli Agustina; Fatkhurrohman Fatkhurrohman; Ali Mu’tafi
Jurnal Miftahul Ilmi: Jurnal Pendidikan Agama Islam Vol. 2 No. 3 (2025): Juli : Jurnal Miftahul Ilmi: Jurnal Pendidikan Agama Islam
Publisher : STIKes Ibnu Sina Ajibarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.59841/miftahulilmi.v2i3.129

Abstract

The learning process of reading the Qur'an for students at MI Al-Ikhlas Kauman Parakan when learning using the Pandan Wangi method is considered to have run very well and is very helpful in supporting the Qur'an reading program. This is proven by the average student test score of 96.25 by meeting 3 indicators, namely correctness, fluency and eloquence, so it is proven that using the Pandan Wangi method book can help master the ability to read the Qur'an. Students have a high enthusiasm for learning and good use of learning media.
FUZZY TIME SERIES IN FORECASTING EXPORT PERFORMANCE OF INDONESIAN SEAWEED PRODUCTS Agustina, Neli; Asshidiq, Isna Aissatussiri; Kurniawan, Robert
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 19 No 4 (2025): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol19iss4pp2907-2920

Abstract

This study applies the Fuzzy Time Series method to forecast the export performance of Indonesian processed seaweed, one of the country's main export commodities, contributing significantly to foreign exchange earnings. The Fuzzy Time Series method is employed for its simplicity and effectiveness in handling time series data with high variability and uncertainty—characteristics often found in export data. Unlike traditional statistical methods, Fuzzy Time Series does not require strict assumptions such as stationarity or normality, making it suitable for real-world applications. Although more appropriate for short-term forecasting, the method still provides meaningful insights for planning and policy. The analysis uses monthly export data from January 2013 to December 2021 to generate forecasts for January to December 2022. The results indicate a positive trend in export performance, with projections showing an increase from 1,707,070 kg in December 2021 to approximately 1,759,763 kg in January 2022. Despite Indonesia's processed seaweed still lagging behind some competitors in terms of competitiveness, its steady growth and rising demand abroad highlight its strong development potential. The forecasting results can be a strategic reference to optimize the commodity's development, increase its added value, and ultimately enhance the country's foreign exchange income.
Simulasi Kenaikan Tarif Cukai Rokok terhadap Kinerja Ekonomi Rokok di Indonesia Agustinningtyas, Diska; Agustina, Neli
Jurnal Ekonomi dan Pembangunan Indonesia
Publisher : UI Scholars Hub

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

Production and consumption of cigarettes in Indonesia tend to increase. Increasing production has a positive impact on state revenue. However, the increasing consumption of cigarettes harms public health. The government implemented a policy of cigarette excise tax to control cigarette consumption. This study aims to analyze the impact of increasing the cigarette tax on the economic performance of the cigarette industry. Using Two-Stage Least Squares (2SLS) estimation methods shows that cigarette production is influenced by its consumption. Cigarette consumption is influenced by its price, per capita income in the previous year, and its consumption in the previous year. Cigarette’s price is influenced by its consumption in the previous year, excise tax, and its price in the previous year. The simulation results show that increasing the excise tax by 23 percent is efficient enough to reduce cigarette consumption while still increasing production.
Co-Authors Agustinningtyas, Diska Ahdiyaty Rahmi A. Suaib Aisyah Bintang Ali Mutafi Alia, Fitri Anggun Anggun, Anggun Arif Rahman Arifa, Ziida As-Sikah, Sarah Asshidiq, Isna Aissatussiri Bagus Dwi Hari Setyono Baiq Dinda Inges Mutiara Hati Budi Asih Chaterina Dwi Puspita Dhika Aulia Yusram Dominicus Savio Priyarsono Dyah Nur Isnaini El-Abida, Syifa Fauziah Fatimatuzzuhra Fatkhurrohman Fatkhurrohman Faujan, La Ode febriyanti febriyanti Gampar, Yohanes Apriyano Hadisumarno, Rieska Hayati, Lia Aulia Huliatunisa, Yayah Hutajulu, Ronald Ilma Ainun Fitriana Izzatul Fitriani Junaidah, Emy Khabiburrochman, Adam Kharistia Capriati Lestari, Simping Puji Mahfiroh, Nailil Martha Zalukhu Maulida, Fitri Mutiara Sinaga, Vhania Mutmainah, Arifatul Muzaki, Fais Nova Aji Saputra Nurfadhillah, Septy Nurrohmah, Nadia Oktavia, Anisa Prasasti, Defi Prawesty Dian Utami Prihatin, Siti Prilistiana, Indi Rahmat, Ervan Nur Resky Amelia Robert Kurniawan, Robert Sabastya, Alfian Setiyo, Ulfan Simbolon, Ani Ngalemisa Solihin, Rahmat Soraya, Rani Surahman, Fikri Suroyo, Sigit Adhi Syahrul Huda, Muhammad Reza Triawan, Adis Uswatun, Ulia