Article Per Year (5 Year)
p-Index From 2021 - 2026
0
P-Index
This Author published in this journals
All Journal JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI Jurnal Statistika dan Aplikasinya
Septie Wulandary
BPS Provinsi Jambi
Agriculture, Biological Sciences & Forestry Computer Science & IT Economics, Econometrics & Finance Mathematics Social Sciences Other

Published : 2 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 2 Documents
Search

 1 
Vector Autoregressive Integrated (VARI) Method for Forecasting the Number of Internasional Visitor in Batam and Jakarta Septie Wulandary
Jurnal Matematika, Statistika dan Komputasi Vol. 17 No. 1 (2020): JMSK, SEPTEMBER, 2020
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/jmsk.v17i1.10536

Abstract

Forecasting methods that are often used are time series analysis, the Autoregressive (AR) method. The AR method only carries out univariate analysis, meaning that it carries out a separate model between the number of international visitor coming to Indonesia through Batam and Jakarta. Though there is a possibility, the number of international visitor arriving through Jakarta affects the number of international visitor arriving through Batam. Therefore, in this study the Vector Autoregressive Integrated (VARI) method is used. The VARI model is used on the number of international visitor arrivals per month at Batam and Jakarta for the period Januari 2014 – December 2019. VARI model formation through several stages, namely stationarity test, autoregressive order determination, VARI model formation, and diagnostic checking of the model. With the VARI model, VARI(5,1), the two significant simultaneously equation results are obtained. The Mean Absolute Percentage Error (MAPE) in this model are as follows 1,98% and 2,48% in predicting the number of international visitor arrivals in Batam and Jakarta. In this study also forecasting the number of international visitor arrivals in Batam and Jakarta in January – December 2020
Peramalan Tingkat Profitabilitas Bank Syariah dengan Menggunakan Model Fungsi Transfer Single Input Adina Astasia; Septie Wulandary; Ahid Nur Istinah; Istiqomatul Fajriyah Yuliati
Jurnal Statistika dan Aplikasinya Vol 4 No 1 (2020): Jurnal Statistika dan Aplikasinya
Publisher : Program Studi Statistika FMIPA UNJ

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21009/JSA.04102

Abstract

Fungsi transfer adalah gabungan dari model Autoregressive Integrated Moving Average (ARIMA) dan analisis regresi berganda. Teknik ini merupakan suatu teknik peramalan guna mendapatkan nilai prediksi masa depan dari suatu deret berkala output yang didasarkan pada nilai-nilai masa lalu dari deret itu sendiri dan pengaruhnya menyebar dari variabel input ke variabel output. Dalam penelitian ini, model fungsi transfer single input digunakan untuk menganalisis prediksi perkembangan Return on Assets (ROA) bank syariah dan melihat pengaruh faktor suku bunga tabungan bank umum konvensional dalam mempengaruhi ROA bank syariah di Indonesia. Sumber data yang digunakan diperoleh dari Bank Indonesia dengan series bulanan dari bulan Oktober 2014 sampai dengan bulan Desember 2018. Hasil analisis menunjukkan bahwa suku bunga tabungan bank umum konvensional berpengaruh secara signifikan terhadap ROA pada lag ketiga. Berdasarkan hasil peramalan menunjukkan bahwa model fungsi transfer single input cukup baik dalam memprediksi ROA bank syariah.
Co-Authors Adina Astasia Ahid Nur Istinah Istiqomatul Fajriyah Yuliati