Abdul Hoyyi
Departemen Statistika, Fakultas Sains Dan Matematika, Universitas Diponegoro

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IDENTIFIKASI AUTOKORELASI SPASIAL PADA JUMLAHPENGANGGURAN DI JAWA TENGAH MENGGUNAKAN INDEKS MORAN Wuryandari, Triastuti; Hoyyi, Abdul; Kusumawardani, Dewi Setya; Rahmawati, Dwi
MEDIA STATISTIKA Vol 7, No 1 (2014): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (520.109 KB) | DOI: 10.14710/medstat.7.1.1-10

Abstract

Unemployment is caused by the work force or job seekers are not proportional with the number of existing jobs. Unemployment is often a problem in the interconnected economy due to unemployment, productivity and income will be reduced. The number of unemployed in an are      a expected to be affected by unemployment in the surrounding area. This is made ​​possible because of the proximity factor or adjacency between regions, it is estimated that there are linkages to the regional unemployment rate. To determine the relationship between regional linkages used Moran’s Index method. The number of unemployed in Central Java, obtained Moran’s Index value = 0.0614. Moran's Index values​​ in the range 0 < I ≤ 1 indicating the presence of spatial autocorrelation is positive but small correlation can be said because of near zero, orit can be concluded that the similarity between the district does not have a value or indicate that unemployment among districts in Central Java has a small correlation.Keywords: Unemployment, Moran’s Index, Central Java, Autocorrelation, Spatial
OPTIMISASI MULTIOBJEKTIF UNTUK PEMBENTUKAN PORTOFOLIO Hoyyi, Abdul; Ispriyanti, Dwi
MEDIA STATISTIKA Vol 8, No 1 (2015): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (374.978 KB) | DOI: 10.14710/medstat.8.1.31-39

Abstract

Investing in asset such as stock; besides generate profit (return), it is also deal with a risk of loss, so that portofolio diversification is needed to reduce the risk. In the establishment of stock portofolio, the investors seeking to maximize the expected return of investment with a certain level of risk that still can be accepted. Portofolios that can achieve the above objectives called optimal portofolios. The application of multiobjective optimization on the establishment of the optimal portofolio is to maximize the return and minimize the risk at the same time. The aim of this research is to analize the proportion of each stock in order to form an optimal portofolio and to analyze the level of benefits and risks of the portofolio which is formed in accordance with the preferences of investors. The data used are monthly stock data of ASII, TLKM, SMGR, LPKR and BBNI. The optimal portofolio for risk seeker investors is a portofolio that used coefficient  k =0,01, namely by investing in SMGR whilst the optimal portofolio for risk indifference investors is a portfolia which has coefficient 1 ≤ k ≤ 100 namely by investing in ASII, TLKM, SMGR, LPKR, and BBNI. Whereas, the optimal portofolio for risk averse investors is a portfolio which has coefficient k =1000 that is by investing in ASII, TLKM, SMGR, LPKR, and BBNI. Keywords: Portofolio, Multi Objective Optimization
Perbandingan Sensitivitas Harga Obligasi Berdasarkan Durasi Macaulay dan Durasi Eksponensial dengan Pengaruh Konveksitas (Studi Empiris pada Data Obligasi Korporasi Indonesia yang Terbit Tahun 2015) Maruddani, Di Asih I; Hoyyi, Abdul
MEDIA STATISTIKA Vol 10, No 1 (2017): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (355.47 KB) | DOI: 10.14710/medstat.10.1.25-36

Abstract

Macaulay duration has often been used as a measure of the bond prices sensitivity to changes in interest rates. For a small change in interest rates, the duration provides a good approximation of the actual change in price. As the change in interest rates gets larger, the duration approximation has larger errors. The convexity of bond prices change is often used as a way to improve the accuracy of the approximation. Several authors have pointed out that the natural logarithm of bond price is a better measure of percentage changes in bond prices as interest rates change. Based on this idea, this paper derives an accurate method of estimating percentage bond price changes in response to changes in interest rates, which is called exponential duration. This paper gives new estimation of bond prices using exponential duration with convexity approach. It will be shown that the new estimation bond prices is always more accurate than by Macaulay duration with convexity approach. For empirical study, it is used corporate bond data, which is published by Indonesian Bond Pricing Agency in 2015. The result support the theory that error value of Macaulay duration with convexity is more than the error value of exponential duration with convexity.Keywords:Bond Price, Convexity, Exponential Duration, Macaulay Duration, Modified Duration
ANALISIS PENGARUH STRATEGI BAURAN PEMASARAN TERHADAP PEMILIHAN MEREK LAPTOP MENGGUNAKAN REGRESI LOGISTIK MULTINOMIAL (Studi Kasus Mahasiswa Universitas Diponegoro) Himmah, Faiqotul; Wuryandari, Triastuti; Hoyyi, Abdul
MEDIA STATISTIKA Vol 5, No 1 (2012): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (365.579 KB) | DOI: 10.14710/medstat.5.1.17-26

Abstract

One of necessity is considered very important in this era is necessity for information. The tools that  support necessity of comsumer   for information, such as computer that use battery or better known as laptop. Laptop is a product often used by businessman/enterprise and academic actors also the student are no  exception. There are many laptop brands that revolve in Indonesia, are the Acer brand, Toshiba, Hp, Axioo, Dell, and the brand in addition to those brands. This research aim to know the effect of marketing mix  strategy, which consist of three variable factors: product, price, and promotion to the selection of laptop brand  in  Diponegoro  University  students.  The  sample  of  research  taken  by  using  non probability   sampling,  that  is  purposive  sampling  technique  dan  accidental  sampling technique. Analysis that used is multinomial logistic regression analysis, a regression analysis to  solve  problems  where  dependent  variable  has  more  than  2  categories  with  several independent variables. Based on the significance test for the overall model and the wald test for each parameter coefficient, consider that three of the marketing mix  variables has a relationship with the selection of laptop brand. The biggest probability estimates for the Acer brand in the group with medium product, high price, and high promotion in the amount of 77.461%. The biggest probability estimates for the Toshiba brand in the group with highproduct,  high  price,  and  medium  promotion  in  the  amount  of  49.239%.  The  biggest probability estimates for the Hp brand in the group with medium product, medium price, and medium promotion in the  amount of 46.074%. The biggest probability estimates for the Axioo-Dell brand  in the group with with  medium product,  medium price,  and  medium promotion in the amount of 14.764%. The biggest probability estimates for the other brands in the group with medium product, high price, and medium promotion in the  amount of 22.134%.
ANALISIS KLASIFIKASI MASA STUDI MAHASISWA PRODI STATISTIKA UNDIP dengan METODE SUPPORT VECTOR MACHINE (SVM) dan ID3 (ITERATIVE DICHOTOMISER 3) Ispriyanti, Dwi; Hoyyi, Abdul
MEDIA STATISTIKA Vol 9, No 1 (2016): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (642.835 KB) | DOI: 10.14710/medstat.9.1.15-29

Abstract

Graduation is the final stage of learning process activities in college. Undergraduate study period in UNDIP’s academic regulations is scheduled in 8 semesters (4 years) or less and maximum of 14 semesters (7 years). Department of Statistics is one of six departments in the Faculty of Science and Mathematics UNDIP. Study  period in this department can be influenced by many factors. Those factor are Grade Point Average (GPA) or IPK, gender, scholarship, parttime, organizations, and university entrance pathways. The aim of this paper is to determine the accuracy factors classification. We use SVM (Support Vector Machine method) and ID3 (Iterative Dichotomiser 3). The comparison of SVM and ID3 method, both for training and testing the data generate good accuracy, namely 90%. Especially ID3 training data gives better result than SVM. Keywords:  SVM, ID3
PROSES ANTRIAN DENGAN KEDATANGAN BERDISTRIBUSI POISSON DAN POLA PELAYANAN BERDISTRIBUSI GENERAL Sugito, Sugito; Hoyyi, Abdul
MEDIA STATISTIKA Vol 6, No 1 (2013): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (305.592 KB) | DOI: 10.14710/medstat.6.1.51-60

Abstract

In the queuing process,   the distribution testing is performed to obtain the distribution of arrival and service distributions. Customer arrival distribution is obtained based on the number of arrivals or inter-arrival time. Service distribution is obtained based on the number of arrivals or inter-arrival time. In this paper we will discuss the process in queuing with the arrival of the Poisson distribution and the general pattern of service distribution   Keywords : Queuing,  Arrival Distribution, Service Distribution
KEEFEKTIFAN PRAUJIAN NASIONAL MATEMATIKA TAHUN AKADEMIK 2004/2005 (Studi Kasus di SMK Negeri dan Swasta di Jakarta Selatan 06) Hoyyi, Abdul
MEDIA STATISTIKA Vol 2, No 1 (2009): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (284.963 KB) | DOI: 10.14710/medstat.2.1.29-38

Abstract

National pre-exam is one way of the evaluation to the student’s ability. Through national pre-exam, it would get information how far the student’s preparation to have national exam. National pre-exam is expected to improve student’s score on national exam. In addition, national pre-exam is expected can be used to evaluate student’s preparation and it can predict national examination score. The improving of student’s achievement depends on the way the analysis of change of national examination achievement distribution and description statistics analysis national examination score. The statistics of McNemar’s test is used to know student’s preparation, because the sample is dependent. Correlation and simple linier regression analysis used for analysis prediction. The increase of national examination score not always the effect of pre-national examination. The pre-national examination can’t be used to estimate student’s preparation. The probability student that pass the national exam is higher than pre-national exam. It is caused by pre-national exam is more difficult than national exam through the same passing limit. The score of national exam prediction is obtained confidence limit wide enough. Therefore, the variant national of examination achievements is quite large.  Key words: National Pre-exam, National Exam, Description Analysis, McNemar’s Test; Predictionhttp://ejournal.undip.ac.id/index.php/media_statistika/article/view/2481
Pemodelan Regresi Logistik dalam Penentuan Faktor-Faktor yang Berpengaruh Terhadap Penyakit Jantung Koroner Hoyyi, Abdul
JURNAL SAINS DAN MATEMATIKA Volume 19 Issue 3 Year 2011
Publisher : JURNAL SAINS DAN MATEMATIKA

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (2082.822 KB)

Abstract

Coronary heart disease (CHD) is a health problem and is one of the leading causes of the death in both developed and developing countries. Thereby it needs to analyze the factors which influence it. Some factors supposedly influence the CHD’s patients are cholesterol levels, low density lipoprotein levels, high density lipoprotein levels, triglyceride levels, systolic blood pressure, diastolic blood pressure and gender. The data used are secondary data from the medical records of CHD’s patients and general check-up records of the healthy people in a hospital in Yogyakarta. The analysis used in this research is binary logistic regression response with dichotomous dependent variables. Of the seven suspected factors, only four significant influence factors namely cholesterol levels, high-density lipoprotein levels, systolic blood pressure and diastolic blood pressure.   Keywords: CHD, logistic regression
PENGUKURAN VALUE AT RISK MENGGUNAKAN PROSEDUR VOLATILITY UPDATING HULL AND WHITE BERDASARKAN EXPONENTIALLY WEIGHTED MOVING AVERAGE (EWMA) (Studi Kasus pada Portofolio Dua Saham) Putri, Nurissalma Alivia; Hoyyi, Abdul; Safitri, Diah
Jurnal Gaussian Vol 2, No 4 (2013): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (562.586 KB) | DOI: 10.14710/j.gauss.v2i4.3809

Abstract

Investment is an effort to get profits for individual or institution. But the investment policy is always faced with market risk as the effect of financial instruments movement such as stock price movements. Market risk measurement tool commonly used is Value at Risk (VaR), which measures the amount of loss at a certain confidence level. VaR measurement by Hull and White volatility updating procedure is a modification of the historical simulation involving information of volatility change calculated by Exponentially Weighted Moving Average (EWMA). This procedure is fit to financial data such as stock returns that are generally not normally distributed and are heteroskedastic. VaR calculation applied to the portfolio between Kalbe Farma Tbk (KLBF) stock and Lippo Karawaci Tbk (LPKR) stock from 3 January 2011 to 19 April 2013 were selected based on the largest trading volume at the end of the observation for LQ45 stocks listed in the Indonesia Stock Exchange (IDX) . The data used is the return calculated from the closing price of stocks. The validity of VaR was tested through a back test by Kupiec test, and concluded that the 95% VaR and 99% VaR are valid.
PERBANDINGAN MODEL ARCH/GARCH MODEL ARIMA DAN MODEL FUNGSI TRANSFER (Studi Kasus Indeks Harga Saham Gabngan dan Harga Minyak Mentah Dunia Tahun 2013 sampai 2015) Fakhriyana, Deby; Hoyyi, Abdul; Widiharih, Tatik
Jurnal Gaussian Vol 5, No 4 (2016): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (597.137 KB) | DOI: 10.14710/j.gauss.v5i4.14720

Abstract

Indonesian Composite Index is a value that used to measure the combined performance of shares listed in stock market. Price of crude oil is one of the factors that affect Indonesian Composite Index. If the prices of crude oil is increasing, it will be responsed by Indonesian goverment directly with also increasing the fuel prices, that will have an impact on Indonesian Composite Index. ARIMA  and transfer function are methods of modeling time series data and it have assumption that the residual models have to be homogen. To overcome violations of those assumption, this study continue to modelling ARCH/GARCH with ARIMA and transfer function approach. The data used in this study are daily of Indonesian Composite Index and West Texas Intermediate (WTI) crude oil prices data from 2013 to 2015. This study gained two models, the first is ARIMA (1,1,[3]) which variance model of ARCH(1), it’s AIC value is equal to 7707,4287. The second is transfer fuction model (1,0,0) which noise model ARMA(0,[1,3) as well as variance model ARCH(1), it’s AIC value equal to 7689,18984. The best model is the one that has smallest AIC value. From this study can be concluded that the best of ARCH/GARCH model is ARCH/GARCH model with transfer function approach. Keywords : Indonesian Composite Index, crude oil prices, ARIMA, transfer function, ARCH/GARCH
Co-Authors Abdurakhman Abdurakhman Afifah Alrizqi Agus Rusgiyono Agus Somantri Ahmat Dhani Riau Bahtiyar Alan Prahutama Alan Prahutama Alifah Zahlevi Allima Stefiana Insani Alvi Waldira Alwi Assegaf Amelia Crystine Anggit Ratnakusuma Anggita, Esta Dewi Anik Nurul Aini Annisa Intan Mayasari ANNISA RAHMAWATI Ari Fakhrus Sanny Arief Rachman Hakim Arya Huda Arrasyid Aulia Desy Deria Avia Enggar Tyasti Bella Cynthia Devi Besya Salsabilla Azani Arif Bisri Merluarini Bitoria Rosa Niashinta Budi Warsito Budi Warsito Candra Silvia Chyntia Arum Widyastusti Cindy Wahyu Elvitra Darwanto Darwanto Dea Manuella Widodo Deby Fakhriyana, Deby Dede Zumrohtuliyosi Deden Aditya Nanda, Deden Aditya Dedi Rosadi Dermawanti Dermawanti Desriwendi Desriwendi Dewi Erliana Dewi Setya Kusumawardani Dhea Kurnia Mubyarjati Di Asih I Maruddani Di Asih I Maruddani Di Asih I Maruddani Diah Safitri Diah Safitri Diah Wulandari Dilla Retno Deswita Dwi Ispriyanti DWI RAHMAWATI Emyria Natalia br Sembiring Endah Cahyaningrum Erna Musri Arlita Esti Pratiwi Faiqotul Himmah Fiki Farkhati Firda Dinny Islami Fitra Ramdhani Gayuh Kresnawati Hasbi Yasin Hasbi Yasin Henny Setyowati Herwindhito Dwi Putranto Ikha Rizky Ramadani Indri Puspitasari Irfan Afifi Isowedha Widya Dewi Issabella Marsasella Christy Jeffri Nelwin J. O. Siburian Juli Sekar Sari, Juli Sekar Kartikaningtiyas Hanunggraheni Saputri Khotimatus Sholihah Khusnul Umi Fatimah Kiki Febri Azriati Koko Arie Bowo Kristika Safitri Kumo Ratih Leni Pamularsih Maidiah Dwi Naruri Saida Malik Hakam Mega Fitria Andriyani Mega Fitria Andriyani Mia Anastasia Sinulingga Moch. Abdul Hoyyi Moch. Abdul Mukid Moch. Abdul Mukid MUHAMMAD HARIS Mustafid Mustafid Mustafid Mustafid Mutiara Ardin Rifkiani Nadya Kiki Aulia Nandang Fahmi Jalaludin Malik Novika Pratnyaningrum Nurissalma Alivia Putri Nurul Fauziah Ovie Auliya’atul Faizah Priska Rialita Hardani Purina Pakurnia Artiguna Rita Rachmawati Rita Rahmawati Rita Rahmawati Rizki Pradipto Widyantomo Rizky Oky Ari Satrio Rukun Santoso Saputri, Ani Funtika Saraswati, Mei Sita Shaumal Luqman Silvia Nur Rinjani SITI NURLATIFAH Sudarno Sudarno Sudarno Sudarno Sugito - Sugito Sugito Sugito Sugito Suparti Suparti Suparti Suparti Tarno Tarno Tarno Tarno Tatik Widiharih Tatik Widiharih Tatik Widiharih Titis Nur Utami Tresno Sayekti Nuryanto Triastuti Wuryandari Triastuti Wuryandari Trisnawati Gusnawita Berutu Ubudia Hiliaily Chairunnnisa Ulfah Sulistyowati Yosi Dhyas Monica Yuciana Wilandari Yuciana Wilandari Yudia Yustine Yunisa Ratna Resti Yustian Dwi Saputra