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PREDIKSI HARGA SAHAM PT. BANK NEGARA INDONESIA DENGAN MENGGUNAKAN MODEL AUTOREGRESSIVE FRACTIONAL INTEGRATED MOVING AVERAGE (ARFIMA) Puspita Kartikasari
Jurnal Statistika Universitas Muhammadiyah Semarang Vol 8, No 1 (2020): Jurnal Statistika
Publisher : Program Studi Statistika, Fakultas Matematika dan Ilmu Pengetahuan Alam, Universitas Muham

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (833.268 KB) | DOI: 10.26714/jsunimus.8.1.2020.%p

Abstract

Penelitian ini mengangkat tentang peramalan harga saham PT. Bank Negara Indonesiamenggunakan metode Autoregressive Fractional Integrated Moving Average(ARFIMA). Metode ARFIMA digunakan dalam penelitian ini karena saham PT. BNImengikuti pola long memory atau ketergantungan jangka panjang. Data harga sahamPT. BNI yang digunakan adalah data harian dari tanggal 21 Februari 2016 hingga 21Februari 2020. Berdasarkan hasil pengolahan yang dilakukan data saham tersebut perludilakukan proses stasioneritas dalam varians,  sehingga pengolahan selanjutnyamenggunakan data yang telah stasioner. Model ARFIMA yang diperoleh adalahARFIMA (0,0.499,5) dengan AIC sebesar 15997.52. Residual dari model tersebut tidakmemenuhi asumsi distribusi normal dan white noise, hal ini karena masih banyak terdapatoutlier pada data harga saham PT. BNI, sehingga nilai kurtosis dan skewness dari residualcukup besar. Hasil peramalan 12 periode ke depan dari model ARFIMA (0,0.499,5) yangtelah ditransformasi kembali ke dalam bentuk data aslinya memiliki nilai SMAPE sebesar 1,23% yang  artinya model ARFIMA (0,0.499,5) sangat baik digunakan untukmeramalkan harga saham PT. BNI ke depannya.
PERAMALAN INDEKS HARGA SAHAM GABUNGAN (IHSG) GUNA DETEKSI DINI STABILITAS EKONOMI MENGGUNAKAN METODE REGRESI TIME SERIES Puspita Kartikasari
Jurnal Statistika Universitas Muhammadiyah Semarang Vol 7, No 2 (2019): Jurnal Statistika Universitas Muhammadiyah Semarang
Publisher : Department Statistics, Faculty Mathematics and Natural Science, UNIMUS

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (676.117 KB) | DOI: 10.26714/jsunimus.7.2.2019.%p

Abstract

Penelitian mengenai korelasi antara kegiatan ekonomi suatu negara dengan pasar modal telah banyak dikaji, akan tetapi antara hasil penelitian satu dengan lainnya masih saling bertolak belakang. Oleh sebab itu, penelitian ini bertujuan membangun suatu model peramalan yang feksibel dan robust untuk mengetahui pola hubungan antara IndeksHarga Saham Gabungan (IHSG) dengan nilai kurs dan Tingkat Suku Bunga (SBI). Model peramalan  yang dibangun dapat digunakan untuk bahan pertimbangan para investor pada saat melakukan sebuah investasi. Selain itu, juga dapat dijadikan dasar oleh pemerintah dalam menentukan kebijakan fiscal dan kebijakan moneter dalam menjaga kestabilan sistem keuangan sebagai antisipasi dini stabilitas ekonomi.Penelitian ini menggunakan metode regresi time series deterministik dengan menggunakan variabel dummy, karena model yang dibangun dari metode ini lebih feksibel, tepat, akurat dan dapat memberikan informasi yang luas tetang pasar modal.Metode ini membagi sampel ke dalam tiga jangka waktu, yaitu saat belum terjadi krisis global, saat krisis global terjadi, dan setelah krisis global yaitu tahun (2000-2005), (2006-2010) dan (2011-2017) dengan tujuan untuk mendapatkan informasi mengenai keadaan perekonomian terhadap pasar modal yang diakibatkan adanya tiga keadaan berbeda. Hasil yang didapatkan menunjukkan SBI tidak berpengaruuh secara signifikan pada tahun 2000-2017 atau periode jangka panjang terhadap IHSG. Namun jika dibagi atas tiga periode kondisi ekonomi atau periode jangka pendek maka kedua variabel makro ekonomi baik kurs maupun SBI berpengaruh secara signifikan terhadap IHSG.Hasil peramalan dari model ini, juga memiliki kesalahan sebesar 0.02 untuk periode 2000-2017 dan 0,03 untuk masing-masing periode dengan model ARIMA ([1,2],0,0).Kata Kunci : IHSG, Regresi Time Series, Stabilitas Ekonomi
ANALISIS KETAHANAN HIDUP MENGGUNAKAN METODE PERLUASAN REGRESI COX DENGAN VARIABEL BERGANTUNG WAKTU Nabila Chairunnisa; Agus Rusgiyono; Puspita Kartikasari
Jurnal Statistika Universitas Muhammadiyah Semarang Vol 9, No 1 (2021): Jurnal Statistika Universitas Muhammadiyah Semarang
Publisher : Department Statistics, Faculty Mathematics and Natural Science, UNIMUS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26714/jsunimus.9.1.2021.40-46

Abstract

Extension of the cox proportional hazards model for time dependent variables is an alternative method used if the PH assumption is not satisfied for one or more of the predictors in the model. The step of this method are testing the PH assumption, interacting the time independent variable not satisfying the PH assumption with function of time (linear, logarithm and the combination), testing the parameters using the Likelihood Ratio test and the Wald test, determine the better model of both models by the AIC values, calculating the hazard ratio of each variable that significantly affected ASD. Based on the smallest AIC values, a better model is the extension of the cox proportional hazards model for time dependent variables interacted with logarithm time function. From the better model obtained the variables that affect the recurrence time ASD is patient with heart beat, noisy heart, blood pressure, body mass index, and treatment with catheter.
Pengaruh Kualitas Sistem Informasi Cyber CampusTerhadap Kepuasan Dan Loyalitas Mahasiswa STIKOM Surabaya Puspita Kartikasari
JATISI (Jurnal Teknik Informatika dan Sistem Informasi) Vol 3 No 2 (2017): JATISI MARET 2017
Publisher : Lembaga Penelitian dan Pengabdian pada Masyarakat (LPPM) STMIK Global Informatika MDP

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (257.983 KB) | DOI: 10.35957/jatisi.v3i2.81

Abstract

Development of Information Technology that occur provide various tools for universities to improve the quality of service to its academic community. One of the things that has been done to sustain the existing information systems in the campus environment is to create a website. Therefore, this research is devoted to the use of web-based academic information systems at the Institute of Business and Informatics Stikom Surabaya known as Cyber Campus Information System (SICYCA). Through SICYCA, students can easily obtain data on a wide range of services, such as Academic, Finance, PPTA, Library, E-Resource, Email, Community. SICYCA has some constraints in the usage, but SICYCA is still used by students for the benefit of the learning process. Thus, a study is required about measuring the influence of the quality of SICYCA on satisfaction and loyalty of students Stikom Surabaya to know what influences student satisfaction towards SICYCA. This study uses WebQual 4.0 modified by adding the dimension of the quality of the user interface. Data were collected using questionnaires, then carried the description on the data obtained and the data processing is done using Structural Equation Modelling analysis. The results of the analysis showed that the variables that significantly influence student satisfaction is the quality of usability and the user interface design quality, while student satisfaction has very significant effect on student loyalty.
Perancangan User Interface pada Website The Royale Krakatau Hotel Cilegon menggunakan Metode Goal Directed Design Tresnamayu Rahma Dika; Tri Sagirani; Puspita Kartikasari
Jurnal Sistem Informasi dan Komputerisasi Akuntansi (JSIKA) Vol 9, No 3 (2020)
Publisher : Jurnal Sistem Informasi Universitas Dinamika

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Abstract

The Royale Krakatau Hotel Cilegon is a 4 star hotel located on Jl. KH. Yasin Beji No.4 Cilegon, Banten. The Royale Krakatau Cilegon Hotel has a website that can be accessed with the link www.royalekrakatau.com. There are several obstacles from the website, namely the design of the user interface that is less attractive, complicated website flow, the main menu is difficult to find, the text is not legible clearly, the image size is too large, and the placement of content is not right. From these problems, the evaluation results using the Quality in Use Integrated Measurement (QUIM) method show problems with a high priority level of improvement found in the variables of effectiveness, satisfaction, and universality. Therefore a redesign was carried out using the Goal Directed Design (GDD) method. The steps in the GDD method are Research, Modeling, Requirement Definition, Framework Definition, and Refinement. Redesign has been compiled and tested. The final evaluation results on the website redesign carried out on respondents using the QUIM method, the average value obtained is 3.7 from the Likert scale with a rating scale instrument having a rating of 1 to 4, value 3 means good enough and there are no significant problems.
Analysis Website Acceptance of Hotel Sahid Surabaya by using model of Unified Theory of Acceptance and Use of Technology (UTAUT) Mohamad Ardan Ginanda; Sulistiowati Sulistiowati; Puspita Kartikasari
Jurnal Sistem Informasi dan Komputerisasi Akuntansi (JSIKA) Vol 7, No 4 (2018)
Publisher : Jurnal Sistem Informasi Universitas Dinamika

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Abstract

Website Hotel Sahid Surabaya is a web company profile in which there are functions to support the process of e-commerce suite at Mission Hotel Sahid Surabaya. The e-commerce process will be more optimal if users use website usage. But in fact from the survey conducted involving 20 people to access the website, 17 people have difficulty choosing the view that will be accessed to make an online reservation so that respondents prefer to make a reservation directly because when making a reservation via the website there is no indication that it is difficult for a user in make a reservation. During its implementation, the Sahid Hotel Surabaya website has never been evaluated.The solution to this problem is to analyze the variables that affect the acceptance of the website by using the Unified Theory of Acceptance and Use of Technology (UTAUT) model. This model has 4 independent variables, 4 moderating variables and 2 dependent variables. To determine the effect between variables using Structural Equation Model, Partial Least Square. The sampling technique used Ferdinand's theory with 75 respondents.Based on the results of the analysis on the model (UTAUT), it can be known that the influential variables with the T-Statistic provisions ≥ 1.96 or Pvalue ≤ 0.05 are Behavioral Intention to Use Behavior of 40.1% and Social Influence to Behavioral Intention of 33%. Based on the mean value of the influential variables, it is in the interval class (2.50-3.24) which means the respondent agrees to the statement and recommendations produced, that is, the receptionist of Hotel Sahid Surabaya offers to use the website for reservations, because if someone feels satisfied using the website it will affect the user another to use it. As for the second recommendation all information must be included on the website. Keyword: SEM, SmartPLS, Unified Theory of Acceptance and Use of Technology (UTAUT),Website Hotel Sahid Surabaya
ANALISIS PENERIMAAN E-PERFORMANCE PADA PEGAWAI DINAS KOPERASI DAN UMKM SURABAYA MENGGUNAKAN METODE TECHNOLOGY ACCEPTANCE MODEL 2 rifatul Fithri; Sulistiowati Sulistiowati; Puspita Kartikasari
Jurnal Sistem Informasi dan Komputerisasi Akuntansi (JSIKA) Vol 7, No 5 (2018)
Publisher : Jurnal Sistem Informasi Universitas Dinamika

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Abstract

Dinas Koperasi and UMKM Surabaya currently uses E-Perfomance application to measure employee performance appraisal and monitor the activities of employees. The E-Perfomance application is used starting in 2015 and made many changes every year. Since the beginning of the use of E-Perfomance application until now has not been evaluated the acceptance in applying the application. Therefore, in this research, there is an acceptance analysis of E-Performance application with Technology Acceptance Model 2 method consisting of Subjective Norm Norm, Image, Job Relevance, Output Quality, Result Demonstrability as independent variable, while dependent variable include Perceived Usefulness, Perceived Ease of Use, Intention to Use, Usage Behavior and moderation variables include Experience variables.
DESIGN APPLICATION OF INCOMING AND OUTGOING LETTER MANAGEMENT WEB-BASED AT CLINICS OF TREATMENT PALEMBANG IN MAGETAN EAST JAVA Haviz Syah Viddyarta; Endra Rahmawati; Puspita Kartikasari
Jurnal Sistem Informasi dan Komputerisasi Akuntansi (JSIKA) Vol 7, No 5 (2018)
Publisher : Jurnal Sistem Informasi Universitas Dinamika

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Abstract

From observations made at the Palembang Medicine Clinic, it was found that the management of incoming and outgoing letters still used the recording method in the notebook. Based on the results of discussions with the Palembang Medical Clinic, the management of incoming and outgoing letters like this raises a number of problems including frequent occurrence parties who need information about the letter, the officer is not easy to know the existence of the letter. The disposition process that still uses paper and every incoming letter and outgoing letter must be copied repeatedly for the filing process and the letter distribution process. Therefore, it is necessary to have an application for managing incoming and outgoing letters at the Palembang Medical Clinic which has a letter search feature, letter recording and letter disposition so that results can be obtained effectively and efficiently. The application will be designed with a web-based, because the web application data of incoming letter and outgoing letter can be more quickly connected from secretaries, managers, directors and employees found in Palembang Medical Clinic.Keywords: Application, Palembang Clinic, Incoming Letter, Outgoing Letter.
development of user interface design on isoplus city run website Evita Sekar Arum; Dewiyani Sunarto M.J; Tri Sagirani; Puspita Kartikasari
Jurnal Sistem Informasi dan Komputerisasi Akuntansi (JSIKA) Vol 7, No 4 (2018)
Publisher : Jurnal Sistem Informasi Universitas Dinamika

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Abstract

Isoplus city ran has one of activity that is running race called isoplus city run at isopluscityrun.com. as long as the website has been implemented, there are 71,3% users that have accessed through a desktop device. there are some problems encountered by users, one of them is users cannot fully get and understand the information like the features and some of contents are too much to comprehend, so incompatible to be accessed with other deviecs. the solution is to develop a user interface at isoplus it run's website using heuristic evaluation methode and find the mistakes also to evaluate the successness of the website. The results of data processing show the level of problem improvement with high priority on the variable user control and freedom, namely assistance when the website error and the number of clicks and the problems in the aesthetic and minimalist design variables are incomplete information. The results of the design development by considering the initial design of the website and the results of the data processing of respondents. The final step is evaluated by the respondents using the heuristics evaluation method, from the ten variables average value obtained is 1.2 from the range of saverity rating value of 1 to 5, the value of 1 is that there is no problem which means the results of the design development that has been done has the level of problem in the category there is no problem in usability. The final results obtained recommendations in form of user interface design in accordance with the needs of the isoplus city run in supporting activities.