Indonesian Journal of Applied Statistics
Vol 2, No 2 (2019)

Perbandingan Model Cox Proportional Hazard dan Regresi Weibull untuk Menganalisis Ketahanan Bank Syariah

Yusrillah Ihza Zianita Afni (Universitas Jember)
Mohamad Fatekurohman (Universitas Jember)
Dian Anggraeni (Universitas Jember)

Article Info

Publish Date
27 Dec 2019

Abstract

On July 1, 2014 Financial Services Authority (OJK) issued a new regulation number 8/PJOK.13/2014 concerning the health of general sharia banks that can be valued from several aspects including credit risk, liquidity risk, Return on Asset (ROA), Net of Margin (NOM) and Capital Adequacy Ratio (CAR). The purpose of this study is to compare the models of Cox proportional hazard and Weibull regression for the resistance of sharia bank in 2017-2018 for 24 data. The data were analyzed by describing each variable and modeling in each method. Comparison result shows that Weibull regression model is better than the Cox proportional hazard model because it has smaller AIC and MSE.Keywords : Sharia Bank, Survival Analysis, AIC, MSE

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Journal Info
Indonesian Journal of Applied Statistics
Website

Abbrev

ijas

Publisher

Universitas Sebelas Maret

Subject

Agriculture, Biological Sciences & Forestry Computer Science & IT Earth & Planetary Sciences Economics, Econometrics & Finance Environmental Science

Description

Indonesian Journal of Applied Statistics (IJAS) is a journal published by Study Program of Statistics, Universitas Sebelas Maret, Surakarta, Indonesia. This journal is published twice every year, in May and November. The editors receive scientific papers on the results of research, scientific ...