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Journal : RAGAM: Journal of Statistics and Its Application

PENDEKATAN REGRESI NONPARAMETRIK SPLINE UNTUK PEMODELAN INDEKS PEMBANGUNAN MANUSIA DI PULAU KALIMANTAN Kethy Valentina Permatasari; Fuad Muhajirin Farid; Thina Anggraini -
RAGAM: Journal of Statistics & Its Application Vol 1, No 1 (2022): RAGAM: Journal of Statistics and Its Application
Publisher : Universitas Lambung Mangkurat

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20527/ragam.v1i1.6885

Abstract

The Human Development Index is a number that measures the achievement of human development based on a number of basic components of quality of life that can affect the level of productivity produced by a person. The calculation of the human development index can be based on three dimensions, namely the health dimension, the education dimension, the standard of living dimension In this study the method used is nonparametric spline regression. This nonparametric spline regression method is used to obtain the estimated regression curve through the data fitting approach. This method is also very suitable for use with data that changes frequently and does not determine a certain pattern. Spline is a model that has statistical and visual interpretation and has a very good ability to be generalized to complex and complex statistical models. The purpose of this study is to explain how the influence and how the best model of the number of health facilities, number of school facilities, economic growth, labor force participation rate and open unemployment rate on the human development index on the island of Kalimantan using nonparametric spline regression. The results of this study are the best model is at one knot point and the number of health facilities, the number of school facilities, economic growth, labor force participation rates and the open unemployment rate affect the dependent variable by 42.98 percent or can be said to be low, while the rest is explained by the variable others that are not included in the model.
PENGARUH FAKTOR MAKROEKONOMI TERHADAP RETURN HARGA SAHAM JAKARTA ISLAMIC INDEX (JII) MENGGUNAKAN METODE REGRESI DATA PANEL Salsabila, Intan; Prabowo, Sigit Dwi; Farid, Fuad Muhajirin
RAGAM: Journal of Statistics & Its Application Vol 4, No 1 (2025): RAGAM: Journal of Statistics & Its Application
Publisher : Universitas Lambung Mangkurat

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20527/ragam.v4i1.15389

Abstract

The Indonesian capital market has experienced developments that show its role as an important component in the economy. As one of the countries with a Muslim population, the Jakarta Islamic Index (JII) is used as an investment in stocks based on sharia. Every investor in the capital market, whether based on sharia or conventional, really needs relevant information about what macroeconomic factors can affect investment activities, especially on stock returns. The purpose of this study is to analyze the effect of macroeconomic factors, namely inflation, interest rates, and exchange rates on stock returns in companies listed on the Jakarta Islamic Index (JII) for the 2019-2022 period using the panel data regression analysis method. A method that is more likely to build and test more complex regression models. Based on the results of panel data regression processing, using the common effect model approach as the best model, the results of the f test showed that inflation, interest rates and exchange rates simultaneously had a significant effect on stock returns. The results of the t test also showed that inflation, interest rates, and exchange rates partially had a significant effect on stock returns.