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Journal : Inferensi

Prediksi Harga Ekspor Non Migas di Indonesia Berdasarkan Metode Estimator Deret Fourier dan Support Vector Regression Chaerobby Fakhri Fauzaan Purwoko; Sediono Sediono; Toha Saifudin; M Fariz Fadillah Mardianto
Inferensi Vol 6, No 1 (2023)
Publisher : Department of Statistics ITS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/j27213862.v6i1.15558

Abstract

Economic growth is one of the indicators in the Sustainable Development Goals (SDGs) on increasing economic activity.  One of the activities that supports the running of the economy is trade between countries, such as exports.  In Indonesia, non-oil and gas exports have played an important role in total exports in recent years, including coal exports being the main export.  Therefore, price predictions for Indonesia's non-oil and gas exports are very important as material for evaluating policies to encourage economic growth.  This is the main focus of this research.  In this study, non-oil and gas export price forecasts are made taking into account current issues such as the COVID-19 pandemic and the Russia-Ukraine war.  The accuracy of the model obtained from the Fourier series estimator and Support Vector Regression (SVR) is investigated by comparing the Mean Absolute Percentage Error (MAPE) value to predict Indonesia's non-oil and gas export prices.  The results of the study show that the COVID-19 pandemic and the Russia-Ukraine war have had a significant impact on non-oil and gas export prices. The SVR model with the Radial Basis Function (RBF) kernel shows better accuracy than the Fourier series estimator model of the cos sin function, with MAPE values of 9.29 and 15.26% for each test data, respectively.  Therefore, this study is expected to be the basis for formulating policies related to regulating non-oil and gas export processes to support economic growth in Indonesia.
Forecasting Futures Gold Prices Using Pulse Function Intervention Analysis Approach Miranda, Ariadna Sopia; Andriani, Putu Eka; Sediono, Sediono; Syahzaqi, Idrus
Inferensi Vol 8, No 1 (2025)
Publisher : Department of Statistics ITS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/j27213862.v8i1.21979

Abstract

Gold is a precious metal that plays an important role in global trade and is often use as a financial standard in various countries. In 2024, gold prices surged sharply due to global macroeconomic factors, such as economic uncertainty, positioning gold as a safe haven for investors. Accurate predictions of future gold prices are crucial for helping investors make informed decisions and adapt to market changes. In line with Sustainable Development Goal (SDG) 8 on Decent Work and Economic Growth, this study uses the pulse function intervention analysis approach to predict gold prices by identifying patterns of changes in the pre-intervention and post-intervention periods. This study aims to make a significant contribution to the use of comprehensive and relevant predictive tools by considering the effects of interventions, supporting investor decision-making, and contributing to economic growth. The best model was obtained at ARIMA (0,2,1) with intervention parameters b=0, r=2, and s=0. The prediction results show a close alignment with actual data, yielding a MAPE value of 1.289%. Additionally, this model produces the smallest AIC value of 1125.1, an SBC value of 1135.86, and an MSE value of 1403.11, demonstrating excellent predictive capability.
Modeling Youth Development Index in Indonesia Using Panel Data Regression for Binary Response with Random Effect Widyangga, Pressylia Aluisina Putri; Suliyanto, Suliyanto; Mardianto, M. Fariz Fadillah; Sediono, Sediono
Inferensi Vol 8, No 2 (2025)
Publisher : Department of Statistics ITS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/j27213862.v8i2.21734

Abstract

Indonesia has the largest youth population in Southeast Asia, yet its Youth Development Index (YDI) ranks only fifth in the region. This study aims to fill the gap in empirical research by modeling the YDI in Indonesia using binary logit and binary probit regressions with random effects, based on panel data from 34 provinces during 2020–2022. The YDI categories are defined according to the national target of 57.67 set by the Ministry of Youth and Sports Affairs. The analysis reveals that the binary probit model performs better than the binary logit model, with a classification accuracy of 93.14% and a McFadden R-squared of 0.4064. Gender Inequality Index (GII) and Expected Years of Schooling (EYS) significantly affect the likelihood of achieving the YDI target. These results highlight the critical role of gender equality and education in advancing youth development in Indonesia. The binary probit model provides a practical tool for policymakers to predict and evaluate the effectiveness of development programs targeting youth outcomes. This research not only contributes methodologically to the study of youth development using advanced econometric models but also offers policy-relevant insights that support the strategic goals of Indonesia Emas 2045. By identifying key leverage points such as gender equity and education access, the findings reinforce the importance of inclusive and evidence-based planning to nurture a generation of resilient, empowered, and high-performing youth who can lead Indonesia toward a prosperous future.
Co-Authors Adinda Tries Melati Aditya, Josephin Viona Ailsa Shafa Salsabila Ainaya Zakiyah Ainaya Zakiyah Nabila Alfredi Yoani Aliffia, Netha Ameliatul 'Iffah Ana, Elly Andriani, Putu Eka Anggakusuma, Aurellia Calista Antonio Nikolas Manuel Bonar Simamora Ardi Kurniawan Ardi Kurniawan Arum Eka Ismiranda Putri Aufa Muhammad Yogi Riyanto Ayuning Dwis Cahyasari Ayuning Dwis Cahyasari Azis, Aurelia Islami Azizah Dewi Ariyani Bagas Maulana Chaerobby Fakhri Fauzaan Purwoko Christopher Andreas Citra Imama Deby Victoria Dewanti, Maria Setya Dhyana Venosia Dhyana Venosia Dita Amelia Dita Amelia Dita Amelia, Dita Dyaksa, Mega Kurnia Effendi, Magdalena Elly Ana Elly Ana Elly Pusporani Eris Tri Kurniawati Faizun, Nurin Ferissa Maulida Ismi Ghasani, Anisah Nabilah Handoko Darmokoesoemo Hani Sudarmanto Hariawan Widi Nugroho Helda Urbhani Rosa Helfira Lady Ari Pramesti Heri Kuswanto Hermawan, Mohamad David I Kadek Pasek Kusuma Adi Putra Idrus Syahzaqi Idrus Syahzaqi Ilma Amira Rahmayanti Khoirun Niswatin Koesnadi, Grace Lucyana Kresna Oktafianto M. Fariz Fadillah Mardianto Marcel Laverda Subiyanto Marcel Laverda Subiyanto Marcelena Vicky Galena Mardianto, M. Fariz Fadillah Mas Loegito Miranda, Ariadna Sopia Naufal Ramadhan Al Akhwal Siregar Nauvaldy, Muhammad Netha Aliffia Noviatus Sholihah Nugroho, Hariawan Widi Nur Chamidah Nurul Fajriah Deswani Sangadji Oktavia, Sabrina Salsa Pratama, Bagas Shata Previan, Anggara Teguh Putri Fardha Asa Oktavia Hans Putri Nur Farida Rahmanita, Tentri Ryan Rahmat Agung Ibrahim Rahmawati, Hasri Rasyid, Mochamad Renianti, Fayza Shafira Salsabylla Nada Apsariny Sasy Okti Karima Sa’idah Zahrotul Jannah Sa’idah Zahrotul Jannah Siagian, Kimberly Maserati Siti Maghfirotul Ulyah Siti Maghfrotul Ulyah Steven Soewignjo Suliyanto Suliyanto Suliyanto Suliyanto, Suliyanto Toha Saifudin Toha Saifudin Trisnadi Widyaleksono Catur Putranto Vionita, Anggi Triya Widyangga, Pressylia Aluisina Putri Wieldyanisa, Ezha Easyfa