Claim Missing Document
Check
Articles

Found 2 Documents
Search

PERHITUNGAN VALUE AT RISK MENGGUNAKAN MODEL INTEGRATED GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (IGARCH) (Studi Kasus pada Return Kurs Rupiah terhadap Dollar Australia) Dian Febriana; Tarno Tarno; Sugito Sugito
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 (416.867 KB) | DOI: 10.14710/j.gauss.v3i4.8074

Abstract

Foreign exchange trading can be an alternative investment due to the rapid movement of the exchange rate and its liquid characteristic. Measurement of risk is important because investment is related to substantial funds. One of the popular methods of risk measurement is Value at Risk (VaR) method. In financial time series, data usually have a variance that is not constant (heteroscedastisity). To overcome these problems, ARCH and GARCH models are used. One type of ARCH / GARCH namely Integrated Generalized Autoregressive Conditional Heteroscedasticity (IGARCH). The purpose of this study is modeling the IGARCH volatility and to calculate VaR based on the estimate volatility of the  exchange rate return data rupiah against the Australian dollar. This study use daily selling rate data of the rupiah against the Australian dollar from 1 June 2012 until February 28, 2014. The best IGARCH model used for forecasting volatility of exchange rate return data Rupiah against the Australian dollar is the ARIMA model ([10], 0, [19]) IGARCH (1,1) because it has the smallest AIC value. The estimation volatility forecasting results obtained from the IGARCH (1,1) is used to calculate the value at risk on 5 periods ahead with one day holding period and a confidence level of 95%. Value at Risk to be around 0.95% to 1.07% with the highest VaR on 3rd March 2014 and the lowest VaR on 7th March 2014. Keywords : Exchange rate, Volatility, Integrated  Generalized Autoregressive Conditional Heteroscedasticity (IGARCH), Value at Risk (VaR)
GAMBARAN PENGETAHUAN ANEMIA, ASUPAN PROTEIN, STATUS GIZI DAN KONSUMSI TABLET TAMBAH DARAH DENGAN ANEMIA PADA SISWI DI SMPN 9 DEPOK Febriana, Dian; Rahayu, Leni Sri
Jurnal Gizi dan Pangan Soedirman Vol 9 No 1 (2025): JURNAL GIZI DAN PANGAN SOEDIRMAN
Publisher : Program Studi Ilmu Gizi, Jurusan Kesmas Fakultas Ilmu-Ilmu Kesehatan Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20884/1.jgipas.2025.9.1.13480

Abstract

Anemia is a significant health issue in Indonesia, particularly prevalent among women of childbearing age and adolescent girls. In Depok, cases reached 34.5% in 2017, highlighting the need for attention. Key nutritional issues linked to adolescent anemia include insufficient protein and iron intake, as well as high consumption of coffee and tea. This study aims to explore the relationship between knowledge of anemia, vitamin C and protein intake, nutritional status, and blood tablet consumption among female students at SMP Negeri 9 Depok. Utilizing a quantitative cross-sectional design, the study sampled 73 students through purposive sampling. Data was collected via questionnaires, 24-hour food recalls, anthropometric measurements, interviews, and blood samples. Results indicated a 37% prevalence of anemia, with 61.6% having inadequate knowledge of anemia and 83.6% reporting low protein intake, while none regularly consumed blood tablets. Statistical analysis revealed no significant relationships between knowledge of anemia (p=0.240), protein intake (p=0.190), nutritional status (p=0.527), and blood tablet consumption regarding anemia incidence. To mitigate anemia, dietary monitoring and support for blood tablet consumption are essential.