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Journal : Xplore: Journal of Statistics

The Impact of Oil Price Shocks on Stock Market Returns in Each Regime using Vector Autoregressive Method Wahida Ainun Mumtaza; Asep Saefuddin; Bagus Sartono
Xplore: Journal of Statistics Vol. 8 No. 1 (2019): 30 April 2019
Publisher : Department of Statistics, IPB

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/xplore.v8i1.126

Abstract

World oil prices affect the stock market in developed and developing countries, including Indonesia. Therefore, development of the Indonesian economy is affected by the shocks of world oil prices and the stock market. This study characterized the impact and causal relationship between oil price shocks and stock market in Indonesia from 1996 to 2016. In this research, there are nine sectors of the stock market, there are sector agriculture, basic, consumer, finance, infrastructure, mining, miscellaneous industry, property, and trade. To analyze the impact of oil price shocks to Indonesia stock market, we employed an autoregressive vector model (VAR) methodology involving different lags for each regime. We examined that the dynamic relationship between changes in oil prices and stock market in Indonesia in each regime varied which was indicated by impulse response and variance decomposition value. The Granger Causality test found that there were one-way relationship between oil variable with infrastructure sector variable, oil variable with agricultural sector variable and oil variable with basic sector variable in Regime 2, Regime 3 there was one way relationship significantly between oil variable with infrastructure sector variable and Regime 4 also there were one-way relationship. One-way relationship significantly between oil variable with property sector variable, but not significant in Regime 1.
Penetapan Ekstrakurikuler Wajib untuk Siswa Sekolah Menengah Atas Berdasarkan Kecerdasan Majemuk Muggy David Cristian Ginzel; Asep Saefuddin; Erfiani Erfiani
Xplore: Journal of Statistics Vol. 9 No. 1 (2020)
Publisher : Department of Statistics, IPB

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (619.269 KB) | DOI: 10.29244/xplore.v9i1.232

Abstract

Senior high school in Indonesia is divided into two groups, namely Natural science and Social science. Those grouping of majors is allegedly not appropriate enough the potential of students yet because of the multiple intelligence of each student is different. This study aims to establish an extracurricular program for everyone grouped by multiple intelligences carried out by each student. The method used in this study are the non-hierarchical clustering k-Means and hierarchical clustering Ward method. The k-Means method used to determine the effective number of groups, while Ward method used to identify the member of each cluster and the recommendation of extracurricular in the cluster obtained. Based on the results of the clustering analysis, there are five clusters obtained, Language and Fine Arts; Communication; Leadership; Nature Lovers; and also Design and Photography.
Penerapan Two Step Cluster untuk Mengklasifikasikan Desa di Kabupaten Madiun Berdasarkan Data Potensi Desa Alif Supandi; Asep Saefuddin; Itasia Dina Sulvianti
Xplore: Journal of Statistics Vol. 10 No. 1 (2021)
Publisher : Department of Statistics, IPB

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (368.04 KB) | DOI: 10.29244/xplore.v10i1.272

Abstract

Village development is a fundamental part of national development. Developing villages requires information on society necessities. This research aims at clustering villages in Kabupaten Madiun which has similar characteristics among each other and identify characteristics of the built clusters. Therefore, specific problems in the clusters of villages may become the foundation to implement development. The method that used for grouping objects with combined variables is two-step cluster. This analysis was used 14 variables consist of six categorical variables and eight numerical variables. The clustering analysis produces four clusters. The clusters that need more attention to be developed was Cluster 2 which had minimum facilities and resources. The average Silhouette coefficient for the clusters built was 0.3 which can be considered as fair category.
Co-Authors . Marzuki . Sutriyati Achmad ACHMAD . Achmad Ramzy Tadjoedin adwendi, satria june Agus M Soleh Agus Mohamad Soleh Agustifa Zea Tazliqoh Ahmad A. Mattjik Ahmad Ansori Mattjik Aji H. Wigena Aji Hamim Wigena Aldi, Muhammad Nur Alif Supandi Alinda F. M. Zain Alkahfi, Cahya Ananda Shafira Anang Kurnia Andres Purmalino Ani Suryani Anik Djuraidah Arief Daryanto Arista Marlince Tamonob Arman Arman Arman Arman Arman Arman Arnita Arnita Azagi, Ilham Alifa Bagus Sartono Bambang Indriyanto Basita Ginting Budhi Purwandaya, Budhi Budi Marwoto Budi Susetyo Bunasor Sanim Cece Sumantri Chalid Talib Citra Jaya Daowen Zhang Dede Dirgahayu Domiri Dede Dirgahayu Domiri, Dede Dirgahayu Dewi Juliah Ratnaningsih Diah Krisnatuti Dian Handayani Dian Kusumaningrum Dian Kusumaningrum, Doni Suhartono Dudung Darusman Eka Intan Kumala Putri Embay Rohaeti Eminita, Viarti Enny Kristiani Enny Kristiani Erfiani Erfiani Erfiani Eri Purnomohadi Etih Sudarnika Etty Riani Euis Sunarti Eva Z Yusuf Fatah Sulaiman Fitrah Ernawati Frisca Rizki Ananda Fulazzaky, Tahira H. R. Eddie Gurnadi HAJRIAL ASWIDINNOOR Hanny Nurlatifah Harapin Hafid H. Hardiansyah . Hardinsyah Hari Wijayanto Hartoyo, harry Hasnataeni, Yunia Hendra Prasetya Hengki Muradi Heny Suwarsinah Hermanto Siregar Hidayat Syarief Hilman Dwi Anggana Husaini . I Made Sumertajaya I Wayan Mangku Ida Mariati Hutabarat Indahwati Itasia Dina Sulvianti Jajang Jajang Jodi Vanden Eng Joko Affandi Joko Affandi JOKO SUTRISNO Joko Sutrisno Khairil Anwar Notodiputro Kristiani, Enny Kusman Sadik Lia Budimulyati Salman Lia Ratih Kusuma Dewi Lilik Noor Yuliati Lismayani Usman Lukmanul Hakim Lukmanul Hakim M. Yunus M. Yunus Maghfiroh, Firda Aulia Mangara Tambunan Margono Slamet Marimin , Marimin Marimin Marizsa Herlina Marliati . Marliati Marliati Mirnawati Sudarwanto Muggy David Cristian Ginzel Muhammad Nur Aidi Muradi, Hengki Musa Hubeis mutiah, siti Ni Nyoman Sawitri Nimmi Zulbainarni Ningsih, Wiwik Andriyani Lestari Ninuk Purnaningsih Nirawita Untari Nunung Nuryartono Nuramaliyah, Nuramaliyah Nurlatifah, Hanny Nurul Hidayati Nusar Hajarisman Pang S. Asngari Pien Budiyanto Prabowo Tjitropranoto Pradina, Fathia Anggriani Priyadi Kardono Purnomohadi, Eri R. Ruswandi Rahmadi Sunoko Rahmadi Sunoko Ratna Megawangi Rimun Wibowo Ristu Haiban Hirzi, Ristu Rita Kusriastuti Rizal Syarief Rizal Syarief Rizka Rahmaida Ronny Rachman Noor Rudy Priyanto S. Damanhur, Didin Santun R.P. Sitorus SANTUN R.P. SITORUS Sarah Putri Sarsidi Sastrosumarjo Sausan Nisrina Setiadi Djohar Setiawan Setiawan Siti Sundari Sitti Nurhaliza Sjafri Mangkuprawira Sjafri Mangkuprawira Soedijanto Padmowihardjo Soekirman Soekirman Soetrisno Hadi Sony Sunaryo Sri Yusnita Burhan Suhartono . Suhartono . Sumardjo Sumarjo Gatot Irianto Sumartono Sumartono Sutarman Sutarman . Suwarsinah, Heny Syafri Mangkuprawira Syafri Mangkuprawira Syarifah Iis Aisyah TADJOEDIN, ACHMAD RAMZY Tagor Alamsyah Harahap Talib, Chalid Tati Rajati Tati Suprapti Tiyas Yulita triguna, gunadi Ujang Sumarwan Umi Cahyaningsih Upik Kesumawati Hadi Utami Dyah Syafitri Wahida Ainun Mumtaza William A. Hawley Wiwik Andriyani Lestari Ningsih Yani Nurhadryani Yekti Widyaningsih Yenni Angraini Yudhistira Arie Wijaya Yuni Ros Bangun Yusuf, Eva Z Zinggara hidayat