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PENGKLUSTERAN DATA TIME SERIES KEUANGAN DENGAN MODEL GARCH (1,1) PADA PASAR SAHAM INTERNASIONAL Rafulta, Elfa
Sainstek : Jurnal Sains dan Teknologi Vol 4, No 1 (2012)
Publisher : IAIN Batusangkar

paper introduced a method clustering for financial data. By using the model Heteroskidastity Generalized autoregressive conditional (GARCH), will be estimated distance between the stock market using GARCH-based distance. The purpose of this method is mengkluster international stock markets with different amounts of data. Keywords: GARCH, Cluster Analisis, Intenational Stock Markets

Analisis Portofolio Optimal : Pendekatan Mean Variance Pada Harga Komoditas Pangan di Kota Padang Elfa Rafulta -; Roni Tri Putra
Jurnal Ilmiah Poli Rekayasa Vol 15, No 2 (2020): -
Publisher : Pusat Penelitian dan pengabdian kepada Masyarakat (P3M) Politeknik Negeri Padang

Investment is a number of commitments or a number of funds or resources made at this time with the aim of obtaining future profits. One method that can be used to form an optimal portfolio is to use the mean variace approach. Asset selection is carried out on food commodities namely rice, eggs, cooking oil, granulated sugar, and red chili. From the data processing it is found that the weight of each commodity is cooking oil (99.95%), eggs (0.03%), granulated sugar (0.04%), red chili is negative (-0.02%), and rice (0.00%). So that it can be estimated that the expected profit is -0.0024% and risk is 0.0001%.

Pemodelan Data Time Series Garch(1,1) Untuk Pasar Saham Indonesia Elfa Rafulta -; Roni Tri Putra
Jurnal Ilmiah Poli Rekayasa Vol 11, No 1 (2015)
Publisher : Pusat Penelitian dan pengabdian kepada Masyarakat (P3M) Politeknik Negeri Padang

This paper introduced a method pengklusteran for financial data. By using the model Heteroskidastity Generalized autoregressive conditional (GARCH), will be estimated distance between the stock market using GARCH-based distance. The purpose of this method is mengkluster international stock markets with different amounts of data.

Student Errors in Mathematics Word Problem: What Can Be Learned? Adri Nofrianto; Albert D.C. Gulo; Mira Amelia Amri; Elfa Rafulta
Jurnal Gantang Vol 7 No 1 (2022): Jurnal Gantang
Publisher : Universitas Maritim Raja Ali Haji

This study aims to understand better student errors in solving mathematics word problems. A Word problem is a problem that has a story or arrangement based on sentences. The qualitative research approach was used. The data were collected by giving tests and interviewing two male high achievers senior high school students in mathematics. The student error analysis adopted the Newman error analysis system. The source triangulation was used to ensure the data validity. Based on the collecting data and data analysis, the decoding/reading error happened caused by students' common understanding or unfamiliarity of the mathematical terms used in the problem. The subjects showed inconsistency in interpreting problem sentences and misused mathematical symbols. Furthermore, the subject encountered difficulties with the arithmetic process, especially fractions and their operation. This research identified students' difficulties in solving problem mathematics word problems. Moreover, this research provides evidence that encourages further research on mathematical literacy, mathematical communication skills, students' arithmetic skills, and the evaluation process of the problem-solving activity.

PERBEDAAN TEKNIK CAROUSEL DENGAN TEKNIK EACH ONE TEACH ONE DALAM PEMBELAJARAN MATEMATIKA Elfa Rafulta; Adri Nofrianto
Jurnal Tatsqif Vol. 15 No. 1 (2017): MODEL DAN INSTRUMEN PEMBELAJARAN
Publisher : Universitas Islam Negeri (UIN) Mataram

The Students’ mathematics learning outcomes of is still under the expected score. This condition is caused by the lack of students’ anthusiasm, students’ involvement in learning process. Research in applying Carousel Technique and Each One Teach One Technique have resulted a positive effect to students learning outcomes. These models motivate students to express their ideas, works independently and develop their creativity in solving the given problem. This research aims to compare the effectiveness of both technique. The randomized post test only comparison group design is used in the research. The population is all of students of grade 10th of SMAN 5 Pariaman in year 2015/2016. Two classes are chosen as samples. The annava t-test and SPSS software are used to test the hypothesis. Based on the data, is obtained. Since , it means that is rejected. It can be concluded there is significant differences between students’ learning outcome that is taught with applying Carousel Technique and students’ learning outcome Each One Teach One Technique.

Hubungan Kepercayaan Diri Dengan Hasil Belajar Matematika Siswa Kelas X SMAN 1 2x11 Kayu Tanam Roza, Novia; Jumrawarsi, Jumrawarsi; Rafulta, Elfa
Lattice Journal : Journal of Mathematics Education and Applied Vol. 3 No. 2 (2023): Desember 2023
Publisher : Universitas Islam Negeri Sjech M. Djamil Djambek Bukittinggi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30983/lattice.v3i2.7566

This research began with the decline in mathematics learning outcomes for class X students at SMAN 1 2X11 Kayutanam. Factors that cause low student mathematics learning outcomes include internal factors, namely student self-confidence. The aim of this research is to determine the relationship between self-confidence and mathematics learning outcomes for class X students at SMAN 1 2x11 Kayutanam. The hypothesis of this research is that there is a relationship between self-confidence and the Mathematics learning outcomes of class X students at SMAN 1 2x11 Kayutanam. This type of research uses quantitative descriptive methods. The population in this study were class X students of SMAN 1 2x11 Kayutanam for the 2022/2023 academic year. The sampling technique in the research was taken using systematic sampling, totalling 43 class X students. The instrument used in this research was a questionnaire given to students. The analytical technique used to test the hypothesis is Pearson product-moment correlation analysis and using the t-test to determine the relationship between self-confidence and Mathematics learning outcomes for class X SMAN 1 2x11 Kayutanam students. The results of the research show that there is a relationship between self-confidence and the Mathematics learning outcomes of class X SMAN 1 2x11 Kayutanam studen. The results of the research show that there is a relationship between self-confidence and the Mathematics learning outcomes of class X SMAN 1 2x11 Kayutanam, whichis indicated by at tstat value of 2,663 and ttable of 1,682 at a 5% error level.Penelitian ini berawal dari menurunnya hasil pembelajaran matematika siswa kelas X SMAN 1 2x11 Kayutanam. Faktor yang menyebabkan rendahnya hasil belajar matematika siswa di antaranya adalah faktor internal yaitu kepercayaan diri siswa. Tujuan penelitian ini adalah untuk mengetahui hubungan kepercayaan diri dengan hasil belajar matematika siswa kelas X SMAN 1 2x11 Kayutanam. Hipotesis penelitian ini terdapat hubungan antara kepercayaan diri dengan hasil belajar Matematika siswa kelas X SMAN 1 2x11 Kayutanam. Jenis penelitian ini menggunakan metode deskriptifÂ kuantitatif. Populasi dalam penelitian ini adalah siswa kelas X SMAN 1 2x11 Kayutanam Tahun Ajaran 2022/2023. Teknik sampel dalam penelitian diambil dengan menggunakan sampling sistematis yang berjumlah 43 siswa kelas X. Instrumen yang digunakan dalam penelitian ini pada berupa angket yang diberikan kepada siswa. Teknik analisis yang digunakan untuk menguji hipotesis adalah analisis korelasi pearson product moment dan menggunakan uji t agar dapat mengetahui hubungan kepercayaan diri dengan hasil belajar Matematika siswa kelas X SMAN 1 2x11 Kayutanam. Hasil penelitian menunjukkaan adanya hubungan kepercayaan diri dengan hasil belajar Matematika siswa kelas X SMAN 1 2X11 Kayutanam yang ditunjukkan dengan nilai thitung sebesar 2,663 dan ttabel sebesar 1,682 pada taraf kesalahan 5%.

Integrasi Flipped Classroom Berbasis Pendekatan Saintifik untuk Meningkatkan Kemampuan Pemecahan Masalah Matematis Ditinjau dari Self-Confidence Peserta Didik Jumrawarsi, Jumrawarsi; Siska, Maria Para; Rafulta, Elfa; Nofrianto, Adri
Indonesian Research Journal on Education Vol. 5 No. 4 (2025): Irje 2025
Publisher : Fakultas Keguruan dan Ilmu Pendidikan, Universitas Pahlawan Tuanku Tambusai

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31004/irje.v5i4.2949

Materi peluang merupakan salah satu topik dalam kurikulum matematika jenjang SMP yang memiliki keterkaitan erat dengan situasi dalam kehidupan sehari-hari. Namun demikian, berbagai hasil penelitian menunjukkan bahwa siswa masih mengalami kesulitan dan kerap melakukan kesalahan dalam menyelesaikan soal-soal yang berkaitan dengan peluang. Salah satu faktor yang diduga memengaruhi rendahnya kemampuan siswa dalam menyelesaikan masalah peluang adalah rendahnya kepercayaan diri siswa terhadap kemampuannya sendiri. Di samping itu, pendekatan dan model pembelajaran yang digunakan di kelas juga berperan penting dalam mengembangkan kemampuan pemecahan masalah matematis siswa. Sehubungan dengan hal tersebut, diperlukan penelitian lebih lanjut untuk mengkaji efektivitas model pembelajaran yang dapat meningkatkan kemampuan pemecahan masalah sekaligus memperhatikan aspek afektif siswa, khususnya self-confidence. Penelitian ini bertujuan untuk menganalisis keefektifan model pembelajaran flipped classroom berbasis pendekatan saintifik terhadap kemampuan pemecahan masalah matematis peserta didik pada materi peluang, ditinjau dari tingkat self-confidence peserta didik. Penelitian ini melibatkan peserta didik kelas VIII di MTI Pariangan. Hasil analisis menunjukkan bahwa pembelajaran dengan model flipped classroom yang dikombinasikan dengan pendekatan saintifik secara signifikan efektif dalam meningkatkan kemampuan pemecahan masalah matematis peserta didik. Selain itu, ditemukan bahwa peserta didik dengan tingkat self-confidence yang tinggi menunjukkan kemampuan pemecahan masalah yang lebih baik dibandingkan peserta didik dengan self-confidence yang rendah. Temuan ini mengindikasikan adanya hubungan positif antara self-confidence peserta didik dan kemampuan pemecahan masalah matematika dalam konteks pembelajaran flipped classroom berbasis pendekatan saintifik.

Hubungan Kepercayaan Diri Dengan Hasil Belajar Matematika Siswa Kelas X SMAN 1 2x11 Kayu Tanam Roza, Novia; Jumrawarsi, Jumrawarsi; Rafulta, Elfa
Lattice Journal : Journal of Mathematics Education and Applied Vol. 3 No. 2 (2023): Desember 2023
Publisher : Universitas Islam Negeri Sjech M. Djamil Djambek Bukittinggi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30983/lattice.v3i2.7566

This research began with the decline in mathematics learning outcomes for class X students at SMAN 1 2X11 Kayutanam. Factors that cause low student mathematics learning outcomes include internal factors, namely student self-confidence. The aim of this research is to determine the relationship between self-confidence and mathematics learning outcomes for class X students at SMAN 1 2x11 Kayutanam. The hypothesis of this research is that there is a relationship between self-confidence and the Mathematics learning outcomes of class X students at SMAN 1 2x11 Kayutanam. This type of research uses quantitative descriptive methods. The population in this study were class X students of SMAN 1 2x11 Kayutanam for the 2022/2023 academic year. The sampling technique in the research was taken using systematic sampling, totalling 43 class X students. The instrument used in this research was a questionnaire given to students. The analytical technique used to test the hypothesis is Pearson product-moment correlation analysis and using the t-test to determine the relationship between self-confidence and Mathematics learning outcomes for class X SMAN 1 2x11 Kayutanam students. The results of the research show that there is a relationship between self-confidence and the Mathematics learning outcomes of class X SMAN 1 2x11 Kayutanam studen. The results of the research show that there is a relationship between self-confidence and the Mathematics learning outcomes of class X SMAN 1 2x11 Kayutanam, whichis indicated by at tstat value of 2,663 and ttable of 1,682 at a 5% error level.Penelitian ini berawal dari menurunnya hasil pembelajaran matematika siswa kelas X SMAN 1 2x11 Kayutanam. Faktor yang menyebabkan rendahnya hasil belajar matematika siswa di antaranya adalah faktor internal yaitu kepercayaan diri siswa. Tujuan penelitian ini adalah untuk mengetahui hubungan kepercayaan diri dengan hasil belajar matematika siswa kelas X SMAN 1 2x11 Kayutanam. Hipotesis penelitian ini terdapat hubungan antara kepercayaan diri dengan hasil belajar Matematika siswa kelas X SMAN 1 2x11 Kayutanam. Jenis penelitian ini menggunakan metode deskriptifÂ kuantitatif. Populasi dalam penelitian ini adalah siswa kelas X SMAN 1 2x11 Kayutanam Tahun Ajaran 2022/2023. Teknik sampel dalam penelitian diambil dengan menggunakan sampling sistematis yang berjumlah 43 siswa kelas X. Instrumen yang digunakan dalam penelitian ini pada berupa angket yang diberikan kepada siswa. Teknik analisis yang digunakan untuk menguji hipotesis adalah analisis korelasi pearson product moment dan menggunakan uji t agar dapat mengetahui hubungan kepercayaan diri dengan hasil belajar Matematika siswa kelas X SMAN 1 2x11 Kayutanam. Hasil penelitian menunjukkaan adanya hubungan kepercayaan diri dengan hasil belajar Matematika siswa kelas X SMAN 1 2X11 Kayutanam yang ditunjukkan dengan nilai thitung sebesar 2,663 dan ttabel sebesar 1,682 pada taraf kesalahan 5%.

Pemodelan dan Peramalan Volatilitas Memori Panjang pada Return Saham ANTM Studi Komparatif Model GARCH dan FIGARCH Rafulta, Elfa; Yanuar, Ferra; Devianto, Dodi; Maiyastri
Lattice Journal : Journal of Mathematics Education and Applied Vol. 5 No. 1 (2025): Juni 2025
Publisher : Universitas Islam Negeri Sjech M. Djamil Djambek Bukittinggi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30983/lattice.v5i1.9525

This study aims to model and forecast the volatility of ANTM stock returns using FIGARCH and GARCH models to capture both short- and long-memory dynamics. Daily return data spanning from January 1, 2014, to December 31, 2024, were analyzed after stationarity confirmation via ADF test. A mean model was estimated using MA (4), followed by conditional variance modeling with GARCH (1,1) and FIGARCH (1, d,1). Diagnostic tests confirmed the presence of heteroskedasticity and long memory, justifying FIGARCH usage. The FIGARCH (1, d,1) model indicated significant long-memory effects (d = 0.461007), while GARCH (1,1) effectively captured short-term volatility clustering. Forecast performance comparison showed that although both models yielded equal RMSE (0.029000), GARCH (1,1) performed better in terms of MAE (0.019531 vs. 0.019529) and MAPE (192.0809 vs. 192.3617). However, FIGARCH demonstrated superior ability in modeling persistent volatility patterns with smoother conditional variance distribution and better long-term uncertainty estimation. These findings suggest that while GARCH is preferable for short-term predictive accuracy, FIGARCH offers more robust insights into long-term volatility persistence, making it suitable for strategic financial risk management. Penelitian ini bertujuan untuk memodelkan dan meramalkan volatilitas return saham ANTM menggunakan model GARCH dan FIGARCH guna menangkap dinamika volatilitas jangka pendek dan panjang. Data return harian dari 1 Januari 2014 hingga 31 Desember 2024 dianalisis setelah melalui uji stasioneritas ADF. Model rata-rata ditentukan menggunakan MA (4), dilanjutkan dengan pemodelan varian bersyarat menggunakan GARCH (1,1) dan FIGARCH (1, d,1). Uji diagnostik menunjukkan adanya heteroskedastisitas dan efek memori panjang, mendukung penggunaan model FIGARCH. Hasil estimasi menunjukkan bahwa model FIGARCH (1, d,1) memiliki nilai d = 0,461007, mengindikasikan adanya efek long memory yang signifikan, sedangkan GARCH (1,1) efektif dalam menangkap klaster volatilitas jangka pendek. Evaluasi kinerja peramalan menunjukkan kedua model memiliki nilai RMSE yang sama (0,029000), namun GARCH (1,1) lebih unggul dalam MAE (0,019531 vs. 0,019529) dan MAPE (192,0809 vs. 192,3617). Meskipun demikian, FIGARCH menunjukkan keunggulan dalam menangkap pola volatilitas jangka panjang yang stabil. Dengan demikian, GARCH cocok untuk akurasi prediksi jangka pendek, sementara FIGARCH lebih direkomendasikan untuk estimasi risiko jangka panjang dalam pengelolaan keuangan strategis.

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