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INDONESIA
Indonesian Journal of Statistics and Its Applications
ISSN : 25990802     EISSN : 25990802     DOI : -
Core Subject : Science, Education,
Indonesian Journal of Statistics and Its Applications (eISSN:2599-0802) (formerly named Forum Statistika dan Komputasi), established since 2017, publishes scientific papers in the area of statistical science and the applications. The published papers should be research papers with, but not limited to, the following topics: experimental design and analysis, survey methods and analysis, operation research, data mining, statistical modeling, computational statistics, time series and econometrics, and statistics education. All papers were reviewed by peer reviewers consisting of experts and academicians across universities and agencies
Articles 192 Documents
Comparison of Chi-Square Automatic Interaction Detector (CHAID) and Random Forest Methods in the Classification of Household Poverty Status in Central Java: Perbandingan Metode Chi-Square Automatic Interaction Detector (CHAID) dan Random Forest dalam Klasifikasi Status Kemiskinan Rumah Tangga di Jawa Tengah Izzati, Fatkhul; Masjkur, Mohammad; Afendi, Farit Mochamad
Indonesian Journal of Statistics and Applications Vol 8 No 1 (2024)
Publisher : Statistics and Data Science Program Study, IPB University, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v8i1p1-13

Abstract

Central Java was in second position as the province with the highest number of poor people in Indonesia in March 2020. Poverty alleviation efforts have been carried out, but many are still not yet on target. The purpose of this study was to model the classification of household poverty status in Central Java using CHAID and random forest methods and compare the two methods. The data used in this study is data from the 2020 National Socioeconomic Survey (SUSENAS) conducted by the Central Bureau of Statistics (BPS) for Central Java. The number of poor households is much less than non-poor households. Therefore, Synthetic Minority Oversampling Technique (SMOTE) was performed to handle unbalanced data. The random forest method produced better classification performance than the CHAID method with accuracy, sensitivity, specificity, and AUC of 93,95%, 98,43%, 89,92%, and 0,9417, respectively. The important variables that build the random forest model are the floor area of the house, the age of the head of the household, cooking fuel, the place for the final disposal of feces, and ownership of the place to defecate.
Grouping Provinces in Indonesia Based on the Causes of Stunting Variables using Hierarchical Clustering Analysis: Pengelompokan Provinsi di Indonesia Berdasarkan Peubah Penyebab Stunting Menggunakan Analisis Cluster Hierarki Meilani, Detia; Masjkur, Mohammad; Afendi, Farit M
Indonesian Journal of Statistics and Applications Vol 7 No 1 (2023)
Publisher : Statistics and Data Science Program Study, IPB University, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v7i1p32-43

Abstract

Stunting is a condition due to chronic malnutrition that causes children to be shorter in height compared to their age. The prevalence of stunting in Indonesia still exceeds the standards set by WHO. This study aims to classify provinces in Indonesia based on the characteristics of the causes of stunting. Cluster analysis is a statistical method used to group objects with similar characteristics. Province grouping is done using hierarchical cluster analysis consisting of Single Linkage, Complete Linkage, Average Linkage, Ward's method, and Centroid method. The Cophenetic correlation coefficient was used to determine the best cluster method and the optimal number of clusters using the Silhouette coefficient. The results show that the centroid method has the highest Cophenetic correlation coefficient with four clusters. The first cluster consists of 1 province with low stunting characteristics, the second cluster consists of 3 provinces with high stunting characteristics, the third cluster consists of 22 provinces with very high stunting characteristics, and the fourth cluster consists of 8 provinces with moderate stunting characteristics.
Ordinal Logistic Regression Model of Micro, Small, and Medium-Sized Enterprises Income: A Case Study of Micro, Small and Medium-Sized Enterprises in Surabaya Alifah, Amalia Nur; Edina, Almira Ivah; Almuhayar, Mawanda
Indonesian Journal of Statistics and Applications Vol 8 No 2 (2024)
Publisher : Statistics and Data Science Program Study, IPB University, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v8i2p143-154

Abstract

Micro, Small, and Medium Enterprises (MSMEs) is a business sector that is able to make a significant contribution to economic recovery in Indonesia. In Surabaya, there are many MSMEs with various fields, both food and non-food sectors which include services, trade, etc. MSMEs actually have great potential to boost the economic growth of the people of Surabaya. Especially during the COVID-19 pandemic, MSMEs owners must be able to strategize how their income can be stable or even bigger. Therefore, it is very important to know what factors can boost MSMEs income in Surabaya. In this study, it will be examined what factors can affect the income of MSMEs in Surabaya. The method used in this study is Ordinal Logistic Regression which aims to determine which independent variables or factors affect the dependent variable which in this case is MSMEs income. Based on the results of the analysis, it can be seen that the variables that affect MSMEs income are MSMEs Location, MSME Activities, and MSME Outreach. Keywords: ordinal logistic regression, MSMEs, income.
Energy Sector Stock Price Forecasting with Time Series Clustering Approach: Peramalan Harga Saham Sektor Energi dengan Pendekatan Penggerombolan Data Deret Waktu Linda Sakinah; Rahma Anisa; I Made Sumertajaya
Indonesian Journal of Statistics and Applications Vol 8 No 2 (2024)
Publisher : Statistics and Data Science Program Study, IPB University, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v8i2p132-142

Abstract

Stock investment promises higher returns but carries high risks because unpredictable price fluctuations. Energy sector shows potential due to its highest sectoral index growth in 2022. However, this doesn’t indicate that stock price increases occur evenly among all issuers. Therefore, it’s necessary to analyze clustering of issuers based on similarity of their stock price movements and used for forecasting stock prices at cluster level. This study aims to evaluate performance of clustering energy sector issuers using autocorrelation-based distance and dynamic time warping(DTW), and to forecast stock prices at cluster level. The data used consists weekly closing stock prices. The clustering used hierarchical average linkage method. Stock price forecast for each cluster used ARIMA model and its performance was evaluated using rolling-cross validation. The results showed that DTW distance had the best clustering performance. Energy sector issuers were grouped into four clusters with strong cluster category, indicated by silhouette coefficient >0.71. ARIMA models for each cluster produced MAPE values between 10-20%, categorizing them as good forecasting models. Clusters A and D were recommended for investors because have highest potential for capital gain based on forecasted stock prices. That clusters also consisted of companies with strong fundamentals and dividend policies.
Addressing multicollinearity in spatial modelling: A district level spatial analysis of pandemic COVID-19 in India. Shalini Chandra; Sharma, Megha
Indonesian Journal of Statistics and Applications Vol 8 No 1 (2024)
Publisher : Statistics and Data Science Program Study, IPB University, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v8i1p14-36

Abstract

This study focuses on conducting spatial analysis of COVID-19 at the district level in India. Leveraging data from www.covidindia.org for confirmed cases and deaths, and integrating population characteristics from the National Family Health Survey 5 (2019-2021) and supplementary sources. The objective is to identify risk factors using spatial modelling techniques while addressing multicollinearity through principal component analysis (PCA). This study utilizes spatial analysis to identify COVID-19 hotspots and coldspots at the district level in India. It highlights highly affected districts such as Mumbai, Pune, Chennai, Kolkata, and Bengaluru, as well as low affected districts in central and north-eastern regions. The study utilized the spatial lag model (SLM), spatial error model (SEM), geographical weighted regression (GWR), and multiscale geographical weighted regression (MGWR) models to analyse the impact of demographic, socioeconomic, climatic, and comorbidity factors on COVID-19, accounting for spatial proximity. Among these models, MGWR exhibited superior performance. Key risk factors associated with the COVID-19 phenomenon identified, providing insights into the impact of household conditions, educational level of women, tobacco and alcohol consumption rates, number of health centres, and climatic factors. Moreover, the local coefficients estimated by MGWR model furnish detailed information regarding the strength and direction of the relationships between predictors and COVID-19 cases and deaths within each spatial unit. The findings emphasize the significance of addressing multicollinearity in spatial modelling. It is beneficial for accurate parameter estimation, proper interpretation of coefficients, improved spatial analysis, and providing reliable insights to support decision-making in spatial contexts.
Application of the Random forest Method to Identify Food and Beverage Industries Experiencing Raw Material Difficulties : Penerapan Metode Random Forest untuk Mengidentifikasi Industri Makanan dan Minuman yang Mengalami Kesulitan Bahan Baku Iman Jihad Fadillah; Indah Noor Safrida; Rima Kusumaningtyas
Indonesian Journal of Statistics and Applications Vol 8 No 1 (2024)
Publisher : Statistics and Data Science Program Study, IPB University, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v8i1p37-46

Abstract

The food and beverage industry experienced a significant increase after the pandemic. However, challenges continue to hit this industry, especially for micro and small scale businesses. To overcome this problem, the right approach is needed. One of the first steps is to provide quality data as a basis for decision making and problem solving. However, statistical activities such as censuses and surveys often face obstacles in the form of missing values. One effective method for dealing with this is using the random forest method. This research aims to use a machine learning-based imputation method, namely the random forest method, to identify micro and small scale food and beverage industries that are experiencing raw material difficulties. The research results show that the random forest method provides accurate and consistent predictions in identifying food and beverage industries experiencing raw material difficulties. However, it is also necessary to consider the relatively long computing time for implementing this method.
Analysis Of Stock Market, Mining Commodity, Exchange Rate, And Energy Sector Stock Index Using Vector Error Correction Model: Analisis Bursa Saham, Komoditas Pertambangan, Kurs, Dan Indeks Saham Sektor Energi Menggunakan Vector Error Correction Model Melati; Silvianti, Pika; Afendi, Farit Mochamad
Indonesian Journal of Statistics and Applications Vol 7 No 1 (2023)
Publisher : Statistics and Data Science Program Study, IPB University, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v7i1p44-55

Abstract

Energy Sector is one of the sectors that has a significant impact on the overall economic growth of a country. Economic growth is always linked to energy consumption, as increasing economic development leads to higher energy demand. Therefore, this study aims to analyze the factors influencing the energy sector stock index in Indonesia using Vector Error Correction Model (VECM). The data used include the energy sector stock index, crude oil prices, coal prices, gas prices, Nikkei Index, Shanghai Index, Dow Jones Index, and exchange rates from January 2021 to March 2023. VECM analysis results indicate that in the short term, crude oil prices and coal prices have a significant impact on the energy sector stock index. In the long term, significant factors are coal prices, gas prices, Nikkei Index, and exchange rates. The Impulse Response Function (IRF) analysis reveals that shocks to the energy sector stock index, crude oil prices, and coal prices can increase the energy sector stock index. Conversely, shocks to the Nikkei Index can decrease the energy sector stock index. The Forecast Error Variance Decomposition (FEVD) results demonstrate that the contributions of the energy sector stock index, crude oil prices, coal prices, and gas prices are significant in explaining the behavior of changes in the energy sector stock index.
Spatio-temporal Clustering Analysis of Dengue Hemorrhagic Fever Cases in West Java 2016 – 2021: Analisis Penggerombolan Spasio-temporal Kasus DBD di Jawa Barat Tahun 2016 – 2021 Yanti, Yusma; Rahardiantoro, Septian; Dito, Gerry Alfa
Indonesian Journal of Statistics and Applications Vol 7 No 1 (2023)
Publisher : Statistics and Data Science Program Study, IPB University, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v7i1p56-63

Abstract

In 2020, WHO included dengue as a global health threat among 10 other diseases. This is also a problem in Indonesia, especially the province of West Java. Based on data from the Ministry of Health for 2022, West Java is the largest contributor to cases of Dengue Hemorrhagic Fever (DHF) in Indonesia. The spread of dengue fever is through mosquitoes, but climate also greatly influences the spread of this disease. The spread of West Java is quite wide, consisting of 27 city districts and a relatively high population density. This greatly influences the increase in the number of dengue fever cases. In this research, we will group years with the same dengue fever cases and identify groups of districts/cities in West Java with the same pattern of dengue fever cases for 2016 to 2021. The results obtained are that 2016 is the group with the highest number of cases. Meanwhile, from 27 city districts in West Java, three groups were obtained. Group 1 is the group with the highest number of cases consisting of Sukabumi City, Bandung City, Cimahi City, Depok City, Tasikmalaya City.
Identification of Prospective Subindustries Ahead of the 2024 Simultaneous General Elections with K-Medoids Clustering: Identifikasi Subindustri Prospektif Menjelang Pemilihan Umum Serentak 2024 dengan K-Medoids Clustering Amelia, Vera; Silvianti, Pika; Rahman, La Ode Abdul
Indonesian Journal of Statistics and Applications Vol 7 No 2 (2023)
Publisher : Statistics and Data Science Program Study, IPB University, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v7i2p64-74

Abstract

Indonesia Stock Exchange (IDX) Composite has grown in each general election year since 1998. This indicates that certain subindustries have benefited positively from the election year momentum. However, analyzing each subindustry was less efficient. This study aimed to identify prospective subindustries leading up to the 2024 Simultaneous Election based on the results of K-Medoids clustering on data from the lead-up to the 2019 Simultaneous Election. Research variables covered long-term price rate of change (indicating trends) and volatility (depicting fluctuations). These were derived from transforming historical stock price data for each issuer on a weekly basis in the two years before the 2019 Simultaneous Election. Four clusters emerged: high positive, low positive, high negative, and low negative. Positivity/negativity signify trends and high/low represent fluctuations. High fluctuations indicate higher risks. Prospective subindustries for the 2024 Simultaneous Election with low risk include household furniture manufacturers, basic chemical producers, construction materials, packaging, tires, household goods retail, life insurance, consumer finance, and financial holding companies. On the other hand, sub-industries with high risks for the 2024 Simultaneous Election include aluminum, paper, and textiles.
Study of Small Area Estimation when Nighttime Lights as an Auxiliary Information is Measured with Error: Kajian Pendugaan Area Kecil dengan Kesalahan Pengukuran pada Peubah Penyerta Nighttime Lights Surya, Ardi; Indahwati; Erfiani
Indonesian Journal of Statistics and Applications Vol 8 No 1 (2024)
Publisher : Statistics and Data Science Program Study, IPB University, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v8i1p47-57

Abstract

The need for accelerated development requires rapid data collection. In today's increasingly advanced technological landscape, the utilization of big data emerges as a highly reliable solution for data collection. One exemplary form of big data is the daily capture of satellite imagery, particularly nighttime lights (NTL). NTL serves as a valuable product derived from satellite imagery and can be employed as an alternative dataset for analysis. This research utilizes Nighttime lights as an auxiliary variable to estimate the average household per capita expenditure in small areas, namely districts, employing the empirical best linear unbiased prediction Fay Herriot (EBLUP FH) method and small area estimation by incorporating measurement error effects on the covariate (SAE-ME). The study demonstrates that Nighttime lights can be employed as an alternative auxiliary variable for estimating the average per capita expenditure in districts, as evidenced by a lower RRMSE compared to direct estimation results. However, the measurement error effects on the NTL covariate should be considered by employing a model that takes into account measurement errors. The SAE-ME method provides estimated average expenditure values at the district level that closely align with BPS publications, with an average RRMSE per district of 7.5 percent.