ANALISIS MODEL INTERVENSI MULTI INPUT FUNGSI PULSE DAN FUNGSI STEP DENGAN DETEKSI OUTLIER TERHADAP HARGA SAHAM

LORENSYA, . (2021) ANALISIS MODEL INTERVENSI MULTI INPUT FUNGSI PULSE DAN FUNGSI STEP DENGAN DETEKSI OUTLIER TERHADAP HARGA SAHAM. Sarjana thesis, UNIVERSITAS NEGERI JAKARTA.

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Abstract

Intervensi merupakan suatu goncangan yang terjadi akibat faktor internal maupun faktor eksternal seperti perubahan kebijakan atau wabah penyakit (Nuvitasari, dkk, 2009). Analisis intervensi merupakan suatu metode dalam mengukur besar dan lamanya efek dari suatu intervensi apabila waktu terjadinya diketahui sedangkan deteksi outlier digunakan apabila waktu terjadinya tidak diketahui dan pada saat tidak memenuhi uji normalitas. Pada umumnya terdapat dua buah fungsi pada analisis intervensi, yaitu fungsi step untuk intervensi yang terjadi dalam jangka waktu lama dan fungsi pulse untuk intervensi yang terjadi dalam jangka waktu sementara. Penelitian ini meramalkan harga saham PT Bank Negara Indonesia (Persero) Tbk pada periode 20 Juni 2019 – 30 Juli 2020 menggunakan model intervensi multi input fungsi pulse (b = 8,s = 0,r = 1) dan fungsi step (b = 11,s = 0,r = 1) dengan penambahan delapan outlier dengan tipe outlier, yaitu additive outlier dan level shift. Intervention is a shock that occurs due to internal and external factors such as policy changes or disease outbreaks (Nuvitasari, et al., 2009). Intervention analysis is a method of measuring the size and duration of the effect of an intervention if the time of occurrence is known, while outlier detection is used if the time of occurrence is unknown and if the time do not meet the normality test. In general, there are two functions used in the intervention analysis, namely the step function (interventions that occur over a long period of time) and the pulse function (interventions that occur in a temporary period). In predicting the stock price of PT Bank Negara Indonesia (Persero) Tbk in the period of 20 June 2019 - 30 July 2020, the multi-input pulse function intervention model is used (b = 8,s = 0,r = 1) and the step function (b = 11,s = 0,r = 1) with the addition of eight outliers with the type of outliers, namely additive outliers and level shift.

Item Type: Thesis (Sarjana)
Additional Information: 1). Dr. Lukita Ambarwati, S.Pd, M.Si. ; 2). Dr. Yudi Mahatma, M.Si.
Subjects: Sains > Matematika
Divisions: FMIPA > S1 Matematika
Depositing User: Users 11572 not found.
Date Deposited: 30 Aug 2021 02:20
Last Modified: 30 Aug 2021 02:20
URI: http://repository.unj.ac.id/id/eprint/17886

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