Claim Missing Document
Check
Articles

Found 3 Documents
Search
Journal : Journal of Mathematics, Computation and Statistics (JMATHCOS)

Faktor-Faktor yang Mempengaruhi Risiko Saham dengan Menggunakan Regresi Logistik Ordinal Valentika, Nina; Sumertajaya, I Made; Azis, Irfani; Nunung Kusdaniyama
Journal of Mathematics, Computations and Statistics Vol. 7 No. 1 (2024): Volume 07 Nomor 01 (April 2024)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/jmathcos.v7i1.1962

Abstract

Abstrak. Tujuan dalam penelitian ini adalah untuk mengetahui kategori risiko pada saham dengan menggunakan beta saham, serta membandingkan model regresi logistik ordinal tanpa efek interaksi dan dengan efek interaksi untuk mengetahui faktor-faktor yang mempengaruhi risiko saham. Hasil penelitian yang diperoleh adalah model terbaik yang diperoleh adalah Untuk rendah|sama Untuk sama|tinggi Ukuran dari koefisien determinasi (R-Square) yang digunakan dalam pengujian kebaikan model adalah Negelkerke yaitu sebesar 66,80%. Variabel yang berpengaruh terhadap risiko saham adalah return pada taraf nyata 10%.
Penentuan Faktor Kemiskinan Indonesia Menggunakan Regresi Logistik Azis, Irfani; Sumertajaya, I Made; Purwaningsih, Siti Samsiyah; Tjahjawati, Sri Surjani
Journal of Mathematics, Computations and Statistics Vol. 6 No. 1 (2023): Volume 06 Nomor 01 (April 2023)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

Poverty is a global problem faced by various countries, including Indonesia. This study aims to determine the factors that influence the level of poverty in Indonesia by looking at the poverty classification itself. The data used is data on the website of the Central Statistics Agency and Bappenas in 2021 with the model used is an ordinal logistic regression model. The backward elimination method isused to select the best model with the lowest information criterion akaike value. The results of this study are that the gross domestic product factor and the unemployment rate have a significant positive effect, while population size and the provincial minimum wage have a significant negative effect on the poverty rate in Indonesia.
Perbandingan Regresi Data Panel Variabel Perdagangan berdasarkan Periode Data Selama Pandemi Covid-19 Valentika, Nina; Sumertajaya, I Made; Kusdaniyama, Nunung; Sunardi
Journal of Mathematics, Computations and Statistics Vol. 6 No. 1 (2023): Volume 06 Nomor 01 (April 2023)
Publisher : Jurusan Matematika FMIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

The purpose of this study is to model the effect of returns and trading volume on the bid-ask spread using monthly and annual data during the Covid-19 Pandemic, as well as compare the panel data regression model to see the effect of returns and trading volume on the bid-ask spread based on monthly data periods and annually during the Covid-19 Pandemic. The results showed that the best model for monthly and annual data during the Covid-19 Pandemic was a random effect data model with individual effects or cross sections. In the random effect data model with individual effects or cross-section for monthly data, it is found that volume has a significant effect on the bid-ask spread at a significant level of 5%. Meanwhile, for annual data, it is found that returns have a significant effect on the bid-ask spread at a significant level of 5%. The best model based on monthly and annual data periods is the random effects data model with individual effects or cross sections using annual data.
Co-Authors A Kurnia A. A. Mattjik AA Mattjik Abd. Rasyid Syamsuri Abdu Alifah Abdul Aziz Nurussadad Ade Gusalinda Adelia Putri Pangestika Agus Mohamad Soleh Agustin Faradila Ahmad Anshori Mattjik Ahmad Ansori Matjjik Ahmad Ansori Mattjik Ahmad Ansori Mattjik Aidi, Muhammad N Aji Hamim Wigena Akbar Rizki Alfian Futuhul Hadi Alwani, Nadira Nisa Amanda Permata Dewi Anang Kurnia Andi Setiawan Andrew Donda Munthe Anggraini Sukmawati Anik Djuraidah Arina, Faula Aropah, Vina Da'watul Aropah, Vina Da’watul ASEP SAEFUDDIN Azis, Irfani Bagus Sartono Budi Susetyo Budi Susetyo Choirun Nisa Chrisinta, Debora Cici Suhaeni Cynthia Wulandari Dede Dirgahayu Domiri Dian Kusumaningrum Dian Kusumaningrum Diki Akhwan Mulya Doni Suhartono Dwi Agustin Nuriani Sirodj Dwi Yulianti Embay Rohaeti Emeylia Safitri Erfiani Erfiani Erfiani Erfiani, Erfiani Erwina Erwina Evita Choiriyah Fadilah, Anggita Rizky FAHREZAL ZUBEDI Fahriya, Andina Faqih Udin dan Jono M. Munandar Meivita Amelia Farit M Afendi Farit Mochamad Afendi Fitria Hasanah Fitrianto, Anwar Gusti Tasya Meilania Halimatus Sa'diyah Hari Wijayanto Haryastuti, Rizqi Hengki Muradi Hidayat, Agus Sofian Eka Hilda Zaikarina Huda, Usep Firdaus I Gede Nyoman Mindra Jaya Ilham Alifa Azagi Ilma Nabila Imam Adiyana Indahwati Indonesian Journal of Statistics and Its Applications IJSA Iqbal, Teuku Achmad Irfani Azis Irfani Azis Ismah, Ismah Isti Rochayati Itasia Dina Sulvianti Jamaluddin Rabbani Harahap Jasiulewicz, Anna Jono Mintarto Mundandar Khairil Anwar Notodiputro Kurnia, A Kusdaniyama, Nunung Kusman Sadik Laradea Marifni Lestari P, Merryanty Linda Sakinah M. Syamsul Maarif Ma'mun Sarma Manuel Leonard Sirait Manuel Leonard Sirait Manuel Leonard Sirait Mattjik, AA Maulida, Annisaturrahmah Mega Pradita Pangestika Meilania, Gusti Tasya Merryanty Lestari P Mohamad Rhesa Adisty Muhamad Nur Aidi Muhammad Amirullah Yusuf Albasia Muhammad N Aidi Muhammad Nur Aidi Muhammad Ulinnuha Mulianto Raharjo Newton Newton Nina Valentika Ningsih, Wiwik Andriyani Lestari Noercahyo, Unggul Sentanu Novi Hidayat Pusponegoro Nunung Kusdaniyama Nunung Kusdaniyama Nur Hikmah Nurlia Eka Damayanti Nurus Sabani Pasaribu, Sahat M. Pepi Novianti Pika Silvianti Pratiwi, Windy Ayu Pudji Muljono Purwaningsih, Siti Samsiyah Puspasari, Novia Rahardiantoro, Septian Rahma Anisa Rahma Anisa Rizqi Haryastuti Sahat M. Pasaribu Sarah Fadhlia Sarma, Ma’mun Satria Yudha Herawan SATRIYAS ILYAS Setyono Setyono Setyono Sirait, Manuel Leonard Siti Samsiyah Purwaningsih Sri Surjani Tjahjawati Sunardi Sunardi Sunardi Suruddin, Adzkar Adlu Hasyr Sutomo, Valantino A Syafitri, Utami Syella Sumampouw Tsabitah, Dhiya Ulfah Sulistyowati Utami Dyah Syafitri Valantino A Sutomo Valentika, Nina Wibowo, Dwi Yoga Ari Winda Nurpadilah Windi D.Y Putri Wiwik Andriyani Lestari Ningsih Wiwik Andriyani Lestari Ningsih Yenni Angraini Zulkarnain, Rizky