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All Journal Ekonomikawan : Jurnal Ilmu Ekonomi dan Studi Pembangunan TARBAWIYAH JURNAL TAPIS Tarbawiyah Jurnal Ilmiah Pendidikan EKONOMI, KEUANGAN, INVESTASI DAN SYARIAH (EKUITAS) Jurnal Riset Pembelajaran Matematika Sekolah Oikonomia: Jurnal Manajemen Journal of Economics Research and Policy Studies Jurnal Ilmiah MEA (Manajemen, Ekonomi, dan Akuntansi) SETARA: Jurnal Studi Gender dan Anak Paradoks : Jurnal Ilmu Ekonomi Journal of Social Work and Science Education Tapis : Jurnal Penelitian Ilmiah
Yuyun Yunarti
Sekolah Tinggi Agama Islam Negeri (STAIN) Jurai Siwo Metro
Religion Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Library & Information Science Mathematics Social Sciences Other

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Journal : JURNAL TAPIS

 1 
PENERAPAN MODEL GARCH DAN MODEL EWMA DALAM MENGUKUR RISIKO BERINVESTASI (Studi Kasus: Saham Syariah di Jakarta Islamic Indeks) Yunarti, Yuyun
JURNAL TAPIS Vol 12, No 2 (2012)
Publisher : P3M STAIN Jurai Siwo Metro

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Abstract

Abstract Time series model accommodating the above  heteroscedastisity is Generalized Autoregressive Conditional heteroscedastisity (GARCH) model and Exponential Weighted Moving Average    (EWMA)  model. The volatility estimated by these model can be used to measure the market risk of a portofolio of assets, called Value at Risk (VaR). VaR depends on the volatility, time horizon and confidence interval for the continuous return under analysis. For empirical assessment of these models, we use a sample on Jakarta Islamic Stock to sepecify  the GARCH and EWMA model. The best GARCH model yielded from this research is model GARCH (1,2) and the best EWMA model, be modeled with weight 0,992. The comparison process of GARCH model and EWMA model was done by measuring the value of Mean Absolute Percentage Error (MAPE) for estimation and forecasting. The result of research of shows that the MAPE to EWMA model is of 21,67 which is smaller than GARCH model which is 71,79 Therefore, it can be concluded that  EWMA model has a better level of accuration than  GARCH model in representing the actual data and forecasting. The result of variance forecasting for one periods forwards shows that the GARCH model has a larger Value at Risk ( Var) than the EWMA model has.Keywords : EWMA Model, GARCH Model, MAPE, VaR
PENDUGAAN PARAMETER PADA MODEL LOGISTIK NOMINAL Yunarti, Yuyun
JURNAL TAPIS Vol 13, No 2 (2013): Nomor 2 Tahun 2013, Edisi Juli
Publisher : P3M STAIN Jurai Siwo Metro

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Nominal logistic regression is an extension of binary logistic regression. Binary and nominal terms refer to how many categories are owned by the response variable Y. If Y contains only two categories the corresponding logistic regression is binary logistic regression. If the response variable Y r category covers and has a structure which takberurut (unordered) then the corresponding logistic regression is a nominal logistic regression. Of r categories owned by the response variable Y will be obtained (r -1) logit function. So that the estimate of the regression parameters paremater carried out simultaneously. Therefore the estimation is usually done by using the method of Newton-Rhapson. Keywords :Logit function, maximum likelihood estimators, method of Newton-Rhapson
PENERAPAN METODE CONSEPT MAP UNTUK MENINGKATKAN MOTIVASI DAN HASIL BELAJAR PADA MATA KULIAH STATISTIKA I Yunarti, Yuyun
JURNAL TAPIS Vol 15, No 1 (2015)
Publisher : Pusat Penelitian dan Pengabdian Masyarakat (P3M) STAIN Jurai Siwo Metro

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Statististics instruction 1 is aimed at educating and training the students on how to collect, display, analysis, and interprete research data. Such skill is needed to writing final scientific paper.This research is also aimed at investigating the students’ motivativation and learning result in learning statistics by implementing concept map. This research was conducted in the fourth semester students of Islamic Education Department in academic year of 2013/2014 through two cycles. The firts cycle discussed data material, data display, and data analysis; while the second cycle discussed central tendency of data. Evaluation of each cycle is conducted through pre-test, post-test, discussion, and presentation. The result of this research shows that statistics instruction through concept map increased student’ learning achievement in which the average score of pre-test of the first cycle is 35.13 while post-test is 80.69. Statistics instruction using map concept method increased students’ motivation with the percentage of 70.10. The students found that map concept helped increase their motivation and finally improve the result of statistics 1 instruction.Keywords: Concept map method, instruction, statistics
Co-Authors Anggraini, Defi Asrul, Mutiarani Ayunira, Lia Martha Fitasari, Yulimah Iva Faizah Kurniadi, Danang NAZERI NAZERI, NAZERI Nisa, Thoyibatun Nur Syamsiyah Putri Swastika, Putri Putri, Puja Rosiyadi Rahmat Hidayat RINA EL MAZA, RINA EL Risvana, Audy Anzany Rohmi, Misfi Laili Shofuroh, Dewi Asiyatus Sholikhah, Rofiqoh Mar’atus Ulul Azmi Mustofa, Ulul Azmi Wulan Sari, Wulan Yudhistira Ardana, Yudhistira