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All Journal International Journal of Public Health Science (IJPHS) Jurnal Ilmu Pertanian Indonesia Jurnal Ekonomi Pembangunan EKSAKTA: Journal of Sciences and Data Analysis JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI Jurnal Sains dan Teknologi Techno.Com: Jurnal Teknologi Informasi CAUCHY: Jurnal Matematika Murni dan Aplikasi JAM : Jurnal Aplikasi Manajemen Jurnal TIMES Jurnal Edukasi dan Penelitian Informatika (JEPIN) JUITA : Jurnal Informatika Jurnal Pengelolaan Sumberdaya Alam dan Lingkungan (Journal of Natural Resources and Environmental Management) Kubik Journal of Accounting and Investment JURNAL KOLABORASI JIMKesmas (Jurnal Ilmiah Mahasiswa Kesehatan Masyarakat) Al-Jabar : Jurnal Pendidikan Matematika Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi) Desimal: Jurnal Matematika MUST: Journal of Mathematics Education, Science and Technology Indonesian Journal of Artificial Intelligence and Data Mining BAREKENG: Jurnal Ilmu Matematika dan Terapan JOURNAL OF APPLIED INFORMATICS AND COMPUTING Journal of Socioeconomics and Development Jurnal Informatika Universitas Pamulang Journal of Applied Food Technology J Statistika: Jurnal Ilmiah Teori dan Aplikasi Statistika MATRIK : Jurnal Manajemen, Teknik Informatika, dan Rekayasa Komputer JURNAL PENDIDIKAN TAMBUSAI Teorema: Teori dan Riset Matematika Sainmatika: Jurnal Ilmiah Matematika dan Ilmu Pengetahuan Alam Jambura Journal of Mathematics JIPI (Jurnal Ilmiah Penelitian dan Pembelajaran Informatika) ComTech: Computer, Mathematics and Engineering Applications Journal of Information System, Applied, Management, Accounting and Research Ecces: Economics, Social, and Development Studies Inferensi Journal of Data Science and Its Applications International Journal of Science, Engineering and Information Technology Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Jurnal Statistika dan Aplikasinya KUBIK: Jurnal Publikasi Ilmiah Matematika Euler : Jurnal Ilmiah Matematika, Sains dan Teknologi MATH LOCUS: Jurnal Riset dan Inovasi Pendidikan Matematika PROFETIK: Jurnal Mahasiswa Pendidikan Agama Islam SRIWIJAYA JOURNAL OF ENVIRONMENT MATHunesa: Jurnal Ilmiah Matematika VARIANSI: Journal of Statistics and Its Application on Teaching and Research Aceh International Journal of Science and Technology Jurnal Sains dan Informatika : Research of Science and Informatic STATISTIKA Scientific Journal of Informatics Journal of Mathematics, Computation and Statistics (JMATHCOS) Jurnal Pendidikan Progresif Indonesian Journal of Statistics and Its Applications JuTISI (Jurnal Teknik Informatika dan Sistem Informasi) Jurnal Info Kesehatan
Fitrianto, Anwar
Departemen Statistika, Fakultas MIPA, IPB University, Bogor 16680
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HUBUNGAN AKREDITASI DAN UJIAN NASIONAL PADA SEKOLAH NEGERI DENGAN GENERALIZED STRUCTURED COMPONENT ANALYSIS Wahyuni, Rezi; Susetyo, Budi; Fitrianto, Anwar
Indonesian Journal of Statistics and Applications Vol 3 No 3 (2019)
Publisher : Statistics and Data Science Program Study, SSMI, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v3i3.342

Abstract

There are several views and tendencies that distinguish between schools and madrasas in several aspects, one of them is the curriculum. Madrasah as islamic educational institution contains more religious lessons compared to public schools. As a result, madrasah are considered less able to provide good result in educational achievement. Overall, the education system which is based on National Education Standards (SNP) is used for assessing the educational accreditation. SNP is the minimum criterion of education system in Indonesia can be evaluated from the National Examination (UN). As latent variable, SNP is measured through 124 items as variable indicators. One of methods which is used to measure the relationship among latent variables, and latent variables with their indicator variables is structural equation modeling (SEM). A component-based SEM is called Generalized Structured Component Analysis (GSCA). GSCA analysis based on measurement model, there were 9 indicators were not significant, in which 1 indicator of standard of education and staff (SPT), 5 indicators on standard of infrastructure (SSP), and 3 indicators on standard of cost (SB). Evaluation of the structural model, it was found that the path coefficient of standard of content (SI) to UN was not significant and standard of competency (SKL) given the biggest direct effect to UN. The overall goodness of fit model showed that the total variance that can be explained of all indicators and latent variables in evaluating model of accreditation and national examinations was 63.9%. The difference in the percentage of accreditation status between schools and madrasas shows different UN results. In the 2017-2018 period, MTsN had a higher percentage of accredited schools, in line with that the average MTsN UN obtained was better than that of SMP in all types of subjects.
PERBANDINGAN MODEL GARCH SIMETRIS DAN ASIMETRIS PADA DATA KURS HARIAN Mubarokah, Isna Shofia; Fitrianto, Anwar; Affendi, Farit M
Indonesian Journal of Statistics and Applications Vol 4 No 4 (2020)
Publisher : Statistics and Data Science Program Study, SSMI, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v4i4.709

Abstract

ARCH and GARCH models are widely used in financial data to describe its volatility pattern. The models assume the positive and negative return residual gives the same or symmetric influence on its volatility. However, in reality, this assumption is frequently violated, which is called heteroscedasticity. Therefore, to deal with heteroscedasticity and asymmetric data, the asymmetric GARCH models, which are EGARCH and GJR-GARCH models are used. This research aims to compare the models between symmetric and asymmetric GARCH to make financial data modeling. It uses daily data on three foreign exchange rates for IDR including IDR/CNY, IDR/JPY, and IDR/USD. The data series to be used here are from January 4, 2016, to January 20, 2020. This research method is started by selecting the best mean model for each data. Based on the best mean model, then modeling the mean and variance function are simultaneously conducted using the GARCH model. To test whether there was an asymmetric effect on the data, a Lagrange multiplier test was applied on the residuals of the GARCH model. The results show that the asymmetric effect was found in the IDR/CNY and IDR/JPY exchange rates. To overcome this asymmetric effect, EGARCH and GJR-GARCH model were applied to the two exchange rates. Then the two models are compared to find out which volatility model is better. Using AIC and BIC we find EGARCH as the best model for IDR/CNY exchange rates daily return and GJR-GARCH as the best model for IDR/JPY exchange rates daily return.
Co-Authors -, Salsabila A. A., Muftih Aam Alamudi Abd. Rahman Adeline Vinda Septiani Affendi, Farit M Agus M Soleh Agus Mohamad Soleh Ahmad Syauqi Aimandiga, Carlya Agmis Aji Hamim Wigena Alfa Nugraha Alfa Nugraha Pradana Alfa Nugraha Pradana Alfa Nugraha Pradana Alfa Nugraha Pradana Alfi Indah Nurrizqi Alfiryal, Naufalia Alifviansyah, Kevin Aliu, Mufthi Alwi ALIU, MUFTIH ALWI Amalia Kholifatunnisa Amanda, Nabila Amatullah, Fida Fariha Amelia, Reni Amir Abduljabbar Dalimunthe Amri Luthfi Najih Anadra, Rahmi Anang Kurnia Anang Kurnia Angelia, Riza Rahmah Anik Djuraidah Anisa Nurizki Annissa Nur Fitria Fathina Ardhani, Rizky Arifa, Panji Lokajaya Aristawidya, Rafika Askari, M. Aiman Asri Pratiwi, Asri Assyifa Lala Pratiwi Hamid Aulia Rifaldi, Destriana Az-Zahra, Putri Nisrina Azis, Tukhfatur Rizmah Aziza, Vivin Nur Bagus Sartono Budi Susetyo Budi Susetyo Bukhari, Ari Shobri Butar Butar, Rupmana Cahya Alkahfi Choon, Lai Ming Daswati, Oktaviyani Defri Ramadhan Ismana Deri Siswara Dessy Rotua Natalina Siahaan Dessy Siahaan Devi Permata Sari Dian Handayani Dwi Jumansyah, L.M. Risman Erfiani Erfiani Erfiani Erfiani Erfiani Erfiani Fadilah, Anggita Rizky Fahira, Fani Farit M Affendi Farit M. Afendi Farit M. Afendi Farit Mochamad Afendi Fatimah Fatimah Fauziah, Monica Rahma Febriati, Baiq Nina Fulazzaky, Tahira Ghina Fauziah Gustiara, Dela Hari Wijayanto Harismahyanti A., Andi Hasnataeni, Yunia Hasnita Hasnita Hasnita, Hasnita Heri Cahyono I Gusti Ngurah Sentana Putra I Made Sumertajaya Ilham Azagi Ilmani, Erdanisa Aghnia Imam Hanafi Indah, Yunna Mentari Indahwati Indahwati Indahwati Indahwati, Indahwati Irsyifa Mayzela Afnan Irzaman, Irzaman Ismah, Ismah Isna Shofia Mubarokah Iswan Achlan Setiawan Iswati Ita Wulandari Jamaluddin Rabbani Harahap Jap Ee Jia Jia, Jap Ee Jumansyah, L. M. Risman Dwi Jumansyah, L.M. Risman Dwi Kamila, Sabrina Adnin Kapiluka, Kristuisno Martsuyanto Kevin Alifviansyah Khairil Anwar Notodiputro Khikmah, Khusnia Nurul Khusnia N. K. Khusnia Nurul Khikmah Kriswan, Suliana Kusman Sadik L.M. Risman Dwi Jumansyah La Ode Abdul Rahman La Ode Abdul Rahman Linganathan, Punitha lmam Hanafi M. Aiman Askari M.S, Erfiani Maisa Salsabila Manaf, Silmi Annisa Rizki Marshelle, Sean Megawati Megawati Mubarokah, Isna Shofia Muftih Alwi Aliu Muftih Alwi Aliu Muh Akbar Idris Muh. Sunan Muhadi, Rizqi Annafi Muhammad Irfan Hanifiandi Kurnia Muhammad Rizky Nurhambali Muhammad Syafiq Muhammad Yusran mutiah, siti Mutmainah, Zamrah Nabila Fida Millati Nabila Ghoni Trisno Hidayatulloh Nadira Nisa Alwani Nashir, Husnun Nisa Nur Aisyah Novi Hidayat Pusponegoro Nugraha, Adhiyatma Nur Hidayah Nur Khamidah NURADILLA, SITI Nurizki, Anisa Pangestika, Dhita Elsha Pika Silvianti Pradnya Sri Rahayu Prasetya, I Putu Gde Inov Bagus Pratiwi, Nafisa Berliana Indah Punitha Linganathan Putri Auliana Rifqi Mukhlashin Putri, Mega Ramatika Putri, Oktaviani Aisyah Rachmat Bintang Yudhianto Rachmat Bintang Yudhianto Rafika Aufa Hasibuan Rahmasari, Hazelita Dwi Rahmatun Nisa, Rahmatun Rais Ramadhan, Syaifullah Yusuf Reka Agustia Astari Reni Amelia Reni Amelia Retna Nurwulan Reyuli Andespa Riansyah, Boy Rifda Nida’ul Labibah Riska Yulianti, Riska Rizaldi Boer Rizki Manaf, Silmi Anisa Rizki, Akbar Rizqi, Tasya Anisah Sachnaz Desta Oktarin salsa bila Sari, Jefita Resti Seta Baehera Setyowati, Silfiana Lis Siau Hui Mah Siau Man Mah Silmi Annisa Rizki Manaf Siregar, Indra Rivaldi Siti Hafsah Siti Hasanah Siti Nur Azizah, Siti Nur Sofia Octaviana Sony Hartono Wijaya Suantari, Ni Gusti Ayu Putu Puteri Suliana Kriswan Sundari, Marta Tangdilomban, Claudian Tikulimbong Tangke, Nabillah Rahmatiah Titin Agustina Titin Yuniarty Yuniarty Unique DA Resiloy Uswatun Hasanah Utami Dyah Syafitri Utami, Annisa Putri Utomo, Agung Tri Vitona, Desi Vivin Nur Aziza Wahda, Aisya Wina Waliulu, Megawati Zein Wan Muhamad, Wan Zuki Azman Wan Zuki Azman Wan Muhamad Wan Zuki Azman Wan Muhamad Wan Zuki Azman Wan Muhamad Waode, Yully Sofyah Wawan Saputra Widyawati, Amalia Safira Winata, Hilma Mutiara Xin, Sim Hui Yenni Angraini Yudhianto, Rachmat Bintang Yuniarsyih R.A, Rizqi Dwi Yusuf, Fajar Athallah Zaenal, Mohamad Solehudin Zahid, Muhammad Farhan Zahra, Latifah Zein Rizky Santoso