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PENGKONSTRUKSIAN KURVA YIELD DENGAN METODE NELSON SIEGEL SVENSSON (Studi Kasus Data Obligasi Pemerintah) Setyawati, Winda; Hoyi, Abdul
MEDIA STATISTIKA Vol 4, No 1 (2011): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (568.043 KB) | DOI: 10.14710/medstat.4.1.13-22

Abstract

Bond is one of fixed-income investment instruments because of their income granted a return for investor based on the interest rates predetermined. The level of cash that returns to the investors and factor which must be considered by investor before invest bond is called yield. The term stucture of interest rates gives the relationship between the yield on an investment and the time to maturity of the investment. The graphic depiction of the relationship between the yield on bonds in the different maturities is known as the yield curve. The yield curve contruction of the government bond with bond ID is FR (Fixed Rate) by Nelson Siegel Svensson models on the trade date 16 on February 2011. The data is obtained from Indonesian Stock Exchange (IDX). The parameter estimation is done by ordinary least square. The optimation function for its estimation is done by Nelder Mead simplex. Yield curve on day 16 depicted upward sloping.   Keywords : Government Bond, Yield Curve, Fixed Rate, Nelson Siegel Svensson, Nelder Mead Simplex
ANALISIS KUALITAS PELAYANAN DAN PENGENDALIAN KUALITAS JASA BERDASARKAN PERSEPSI PENGUNJUNG Sudarno, Sudarno; Rusgiyono, Agus; Hoyi, Abdul; Listifadah, Listifadah
MEDIA STATISTIKA Vol 4, No 1 (2011): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (735.536 KB) | DOI: 10.14710/medstat.4.1.33-45

Abstract

One of the factors which determine customer safisfaction is costumer perceive about service quality that focus to five service quality dimension that are tangible, reliability, responsiveness, assurance, and empathy. This research study service serve quality at UPT Perpustakaan Universitas Diponegoro Semarang with object to know customer perceive with respect to some variables in service quality dimension and satisfaction level. Importance-Performance Analysis used to map relation between importance with performance of respective variables to be and see gap between performance with importance of them variables. Customer Satisfaction Index (CSI) used to analyze all satisfaction respondent level. The T2 Hotelling control chart to know servicing process stability with respect to costumer perceive. Research result shows that the gap is all negative value. It means library performance that represented by 21 variables include 5 service quality dimension still under expected costumer. The value CSI is 62,903% that meaning at enough satisfaction criterion. There are five points at above upper control limit in the T2 Hotelling control chart. Therefore it can be said that process haven’t been controlled by statistical.   Keywords: Service Quality, Importance-Performance Analysis, Customer Satisfaction Index, Hotelling T2 Control Chart.