Article Per Year (5 Year)
p-Index From 2020 - 2025
0.444
P-Index
This Author published in this journals
All Journal BAREKENG: Jurnal Ilmu Matematika dan Terapan
Prasetyo, Juan Krisfigo
Unknown Affiliation
Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Energy Engineering Mathematics Mechanical Engineering Physics Transportation

Published : 2 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 2 Documents
Search

 1 
JCI MODELING IN INDONESIA BASED ON INDUSTRIAL PRODUCTION INDEX WITH LOCAL POLYNOMIAL ESTIMATOR APPROACH Hidayat, Rizky Ismaul Uyun; Prasetyo, Juan Krisfigo; Larasati, Berliani; Aisharezka, Mutiara; Chamidah, Nur
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 17 No 3 (2023): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol17iss3pp1277-1286

Abstract

The industrial sector is the leading sector that contributes the most to Indonesia's economic growth. Industry can be caused by various factors, one of which is the Jakarta Composite Index (JCI). Indonesian stock prices have a high variance that requires proper modeling. Therefore, this study uses a local polynomial nonparametric regression approach. This study aims to estimate and obtain the best JCI model based on the production index of large and medium industries using a local polynomial estimator and also knowing the accuracy of the JCI model based on the production index of large and medium industries. The data used in this study is secondary data using production index data for medium-large industries and data on the composite stock index in Indonesia in the form of Time series which were obtained through the Central Statistics Agency Publication website on the page www.bps.go.id. JCI modeling in Indonesia based on the production index of large and medium industries is most effective on local polynomials with polynomial degree two which obtains an optimal bandwidth of 7,8795 with a minimum Cross-Validation (CV) value of 163170,3 and a Mean Absolute Percentage Error (MAPE) value of 9,1%. From the MAPE value it is said that the model is good for making future predictions.
PREDICTION OF CRUDE OIL PRICES IN INDONESIA USING FOURIER SERIES ESTIMATOR AND ARIMA METHOD Rahma, Alma Khalisa; Abidin, Qumadha Zaenal; Prasetyo, Juan Krisfigo; Larasati, Berliani; Amelia, Dita; Chamidah, Nur
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 18 No 3 (2024): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol18iss3pp1673-1682

Abstract

Crude oil is one of the non-renewable natural resources that is crucial for countries around the world in driving economic development. However, the availability of crude oil is decreasing over time. The high demand for crude oil results in scarcity which causes price fluctuations. Low oil prices can reduce state revenues, disrupt development programs, and even trigger budget deficits. On the other hand, an increase in crude oil prices can make a positive contribution to state revenues. Crude oil exports become more profitable, which can increase state revenue through royalties and taxes levied on the oil and gas sector. This additional revenue can be used to support infrastructure development, social programs, and investment in key sectors of the economy. High oil prices can also harm the economy. With the many impacts that can be caused by crude oil prices, the government must be able to anticipate and prepare for it. The data used in this study are data on crude oil prices in Indonesia for monthly periods from January 2018 to October 2023 sourced from the official website of the Ministry of Energy and Mineral Resources (ESDM) of the Republic of Indonesia. The researcher tried to compare two analysis methods, namely the Fourier series and the ARIMA estimator. The results of this study show that the best method in predicting crude oil prices in Indonesia is the Fourier series estimator with Cos-Sin function which produces RMSE and MAPE values of 7.93 and 8.4%. The prediction results can be used as a reference for the government to anticipate and make programs or policies that are more focused and targeted toward the impacts that can be caused by changes in crude oil prices.
Co-Authors Abidin, Qumadha Zaenal Aisharezka, Mutiara Dita Amelia, Dita Hidayat, Rizky Ismaul Uyun Larasati, Berliani Nur Chamidah Rahma, Alma Khalisa