ESTIMASI: Journal of Statistics and Its Application
Vol. 6, No. 1, Januari, 2025 : Estimasi

Estimasi Model Perubahan Indeks Harga Saham Gabungan melalui Regresi Kuantil Spline Smoothing

Ashwad K, Hajratul (Unknown)
Islamiyati, Anna (Unknown)
Siswanto, Siswanto (Unknown)



Article Info

Publish Date
17 Feb 2025

Abstract

Regression of nonparametric quantile is conducted on purpose to help estimating the function of regression when the assumptions about the regression curve shape are not known involving quantile values. Spline is claimed as one of the estimators commonly applied in nonparametric regression. Patterns of platelet change in Jacarta Composite Indeks (JCI) based on Dow Jones Index (IDJ) were analyszed by quantile spline smoothing using τ 0.25, 0.50, and 0.75. The analysis results show two patterns of change in the relationship of JCI and the IDJ. It can be seen from the optimal knot point for each quantile, namely 28500, 35000 and 29600, which shows that before and after the IDJ value reaches the point from the knot point, there is a tendency to decrease and then increase in the JCI data. The optimal model with the one-knot point. According to the minimum GCV value, the optimal model with the smallest GCV vaue, which is 5243.45 on quantile 0.75.

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Journal Info

Abbrev

ESTIMASI

Publisher

Subject

Mathematics

Description

ESTIMASI: Journal of Statistics and Its Application, is a journal published by the Department of Statistics, Faculty of Mathematics and Natural Sciences, Hasanuddin University. ESTIMASI is a peer – reviewed journal with the online submission system for the dissemination of statistics and its ...