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All Journal Jurnal Ketenagakerjaan ELIGIBLE : Journal of Social Sciences
Asrizal, Salma Nabila
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Humanities Economics, Econometrics & Finance Law, Crime, Criminology & Criminal Justice Social Sciences Other

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Analisis Peramalan Harga Saham Konstruksi terhadap Sentimen Sovereign Wealth Funds (SWF) Indonesia dengan Pendekatan Model ARCH/GARCH Parulian, Firman Emmanuel Declarantius; A'mal, Ikhlasul; Asrizal, Salma Nabila
Eligible : Journal of Social Sciences Vol. 3 No. 1 (2024): ELIGIBLE : Journal of Social Sciences
Publisher : Lembaga Layanan Pendidikan Tinggi Wilayah III DKI Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.53276/eligible.v3i1.124

Abstract

Tujuan penelitian ini adalah memodelkan, meramalkan, dan membandingkan volatilitas serta risiko dari empat perusahaan konstruksi. Peramalan menggunakan metode analisis deskriptif kuantitatif, yaitu analisis forecasting dengan pendekatan model ARCH/GARCH. Saham konstruksi yang dianalisis adalah harga saham harian dari empat perusahaan yaitu PT Adhi Karya (ADHI), PT Wijaya Karya (WIKA), PT Wijaya Karya Bangunan Gedung (WEGE), dan PT Total Bangun Persada (TOTL). Hasil pemodelan terbaik saham konstruksi akibat sentimen SWF Indonesia untuk harga saham PT Wijaya Karya (WIKA) adalah model ARIMA(2,1,1) ARCH(1), Harga saham PT Adhi Karya menggunakan model ARIMA(0,1,1) GARCH(2,1), PT Wijaya Karya Bangunan Gedung menggunakan model ARIMA(2,1,1) ARCH(1) dan PT Total Bangun Persada menggunakan model ARIMA (3,1,2). Analisis peramalan menunjukkan bahwa saham PT Total Bangun Persada menghasilkan peningkatan harga saham paling tinggi. Berdasarkan standar deviasi, saham PT Wijaya Karya menjadi saham yang memiliki risiko paling tinggi dibandingkan tiga saham lainnya sehingga cocok bagi investor risk taker. Sedangkan saham PT Total Bangun Persada memiliki risiko rendah sehingga sesuai bagi investor risk averse. Analisis RMSE, MAE, dan MAPE menunjukkan bahwa saham PT Wijaya Karya Bangunan Gedung merupakan saham yang paling stabil dalam pemodelan, tidak terlalu fluktuatif, dan cocok bagi investor dengan profil risiko konservatif.
Pengaruh Modal Fisik, Kemajuan Teknologi, dan Upah terhadap Produktivitas Tenaga Kerja di 10 Provinsi di Kawasan Timur Indonesia Asrizal, Salma Nabila; Ekaria
Jurnal Ketenagakerjaan Vol 21 No 1 (2026)
Publisher : Pusat Pengembangan Kebijakan Ketenagakerjaan Kementerian Ketenagakerjaan Republik Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47198/jnaker.v21i1.538

Abstract

Labor productivity is a crucial indicator for measuring a country’s economic performance, as it plays a significant role in enhancing competitiveness. The disparity in labor productivity between Western Indonesia (KBI) and Eastern Indonesia (KTI) has persisted over the past eight years, from 2016 to 2023. Among the seventeen provinces in KTI, ten provinces continue to face challenges related to low labor productivity. This persistent issue poses a major obstacle to achieving the Indonesia Emas 2045 Vision, which aims to improve public welfare, human capital quality, and sustained economic growth. Therefore, it is imperative to enhance labor productivity by examining the influence of human capital, physical capital, technological progress, and wages on labor productivity across ten provinces in KTI. The data employed in this study were obtained from the Statistics Indonesia (BPS) and the Ministry of Manpower. The findings reveal that labor productivity tends to stagnate. The share of the workforce with at least junior secondary education, the proportion of workers with internet access, and the Provincial Minimum Wage (UMP) exhibit an upward trend, whereas gross fixed capital formation (GFCF) per worker shows a declining trend. Furthermore, the application of the Fixed Effect Feasible Generalized Least Squares Seemingly Unrelated Regression (FGLS-SUR) model demonstrates that GFCF per worker, UMP, and internet penetration among workers exert a positive impact on labor productivity, with GFCF contributing the most substantial effect.
Co-Authors A'mal, Ikhlasul Ekaria Parulian, Firman Emmanuel Declarantius