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Modeling Stock Return Data Using Asymmetric Volatility Models: A Performance Comparison Based On the Akaike Information Criterion and Schwarz Criterion Setiawan, Eri; Herawati, Netti; Nisa, Khoirin
INSIST Vol 3, No 2 (2018)
Publisher : Universitas Lampung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.23960/ins.v3i2.160

Abstract

The Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model has been widely used in time series forecasting especially with asymmetric volatility data. As the generalization of autoregressive conditional heteroscedasticity model, GARCH is known to be more flexible to lag structures. Some enhancements of GARCH models were introduced in literatures, among them are Exponential GARCH (EGARCH), Threshold GARCH (TGARCH) and Asymmetric Power GARCH (APGARCH) models. This paper aims to compare the performance of the three enhancements of the asymmetric volatility models by means of applying the three models to estimate real daily stock return volatility data. The presence of leverage effects in empirical series is investigated. Based on the value of Akaike information and Schwarz criterions, the result showed that the best forecasting model for our daily stock return data is the APARCH model.
Robust Estimation of Generalized Estimating Equation when Data Contain Outliers Nisa, Khoirin; Herawati, Netti
INSIST Vol 2, No 1 (2017)
Publisher : Universitas Lampung

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (94.379 KB) | DOI: 10.23960/ins.v2i1.23

Abstract

Abstract—In this paper, a robust procedure for estimating parameters of regression model when generalized estimating equation (GEE) applied to longitudinal data that contains outliers is proposed. The method is called ‘iteratively reweighted least trimmed square’ (IRLTS) which is a combination of the iteratively reweighted least square (IRLS) and least trimmed square (LTS) methods. To assess the proposed method a simulation study was conducted and the result shows that the method is robust against outliers.Keywords—GEE, IRLS, LTS, longitudinal data, regression model.
Testing Normality and Bandwith Estimation Using Kernel Method For Small Sample Size Herawati, Netti; Nisa, Khoirin
Jurnal ILMU DASAR Vol 10 No 1 (2009)
Publisher : Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Jember

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (298.124 KB)

Abstract

This article aimed to study kernel method for testing normality and to determine the density function based on curve fitting technique (density plot) for small sample sizes. To obtain optimal bandwith we used Kullback-Leibler cross validation method. We compared the result using goodness of fit test by Kolmogorof Smirnov test statistics. The result showed that kernel method gave the same performance as Kolmogorof Smirnov for testing normality but easier and more convinient than Kolmogorof Smirnov does.
Isolasi dan Aktivitas Antikapang Bakteri Asam Laktat dari Tape Ketan Kemasan Plastik terhadap Fusarium sp. Nisa, Khoirin; Jannah, Siti Nur; Rukmi, Isworo
Jurnal Akademika Biologi Vol. 9 No. 2 Juli 2020
Publisher : Departemen Biologi, Fakultas Sains dan Matematika Undip

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Abstract

Fusarium sp. merupakan patogen tular tanah yang memiliki kemampuan bertahan dalam tanah selama bertahun-tahun, pada kondisi lingkungan yang tidak menguntungkan. Bakteri asam laktat (BAL) diketahui menghasilkan senyawa antikapang yang dapat digunakan sebagai salah satu alternatif pengendalian Fusarium sp. yang ramah lingkungan. BAL dapat ditemukan dalam produk fermentasi, antara lain pada tape ketan kemasan plastik. Tujuan penelitian ini adalah untuk mendapatkan isolat murni bakteri asam laktat (BAL) dari tape ketan kemasan plastik dan mengetahui aktivitas antikapang isolat BAL yang yang diperoleh  dalam  menghambat pertumbuhan kapang Fusarium sp. Penelitian ini menggunakan kultur BAL, supernatan BAL bebas sel (CFS) dan supernatan bebas sel BAL yang dinetralkan (CFSN). Uji aktifitas antikapang dilakukan dengan metode sumuran pada medium MRSA. Hasil penelitian menunjukkan bahwa dari tape ketan kemasan plastik diperoleh enam isolat BAL (BTP1, BTP2, BTP3, BTP4, BTP5, BTP6). Lima isolat BAL (BTP1, BTP2, BTP3, BTP4, BTP5) mampu menghambat pertumbuhan kapang Fusarium sp. dengan aktivitas antikapang fungistatik. Supernatan bebas sel BAL yang dinetralkan (CFSN) BTP1menunjukkan aktivitas antikapang yang paling besar dan berbeda nyata dengan isolat BAL lainnya.
PELATIHAN PENGGUNAAN MICROSOFT OFFICE EXCEL DALAM PENATAAN ADMINISTRASI DESA BAGI OPERATOR/SEKRETARIS DESA SE KECAMATAN KEDONDONG KABUPATEN PESAWARAN Herawati, Netti; Saidi, Subian; Nisa, Khoirin; Setiawan, Eri
BUGUH: JURNAL PENGABDIAN KEPADA MASYARAKAT Vol. 1 No. 4 (2021)
Publisher : Badan Pelaksana Kuliah Kerja Nyata Universitas Lampung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.23960/buguh.v1n4.217

Abstract

Kegiatan penataan administrsi desa meruapakan salah satu hal yang penting dalam pelaksanaan administrasi desa. Selama ini proses pengadministrasian masih berjalan secara manual (melalui alat tulis). Kondisi tersebut mengakiabtkan pencarian arsip sulit dan tak jarang memakan waktu yang lama bahkan bisa berjam-jam. Dengan jumlah penduduk yang relative banyak, pemerintah desa distuntut untuk melaksanakan tugas kearsipan dengan cepat dan rapi. Pekerjaan itu sangat dapat dibantu dengan teknologi saat ini (laptop) melalui software Microsoft office excel. Undang-Undang Nomor 32 Tahun 2004 tentang Pemerintahan Daerah, telah membawa perubahan yang mendasar dalam sistem dan struktur Pemerintahan Daerah serta membawa dampak yang sangat luas bagi penyelenggaraan pemerintahan, perencanaan pembangunan, pengelolaan keuangan dan sistem penganggaran dalam menunjang penyelenggaraan pemerintahan di Daerah, khususnya pada tingkat Pemerintahan Desa. Untuk meningkatkan manajemen Pemerintahan Desa perlu dilakukan penataan administrasi agar lebih effektif dan effisien, penataan administrasi merupakan pencatatan data dan informasi dalam mendukung penyelenggaraan Pemerintahan Desa, maka perlu dilakukan langkah penyempurnaan terhadap pelaksanaan administrasi. Metode yang digunakan adalah metode ceramah, praktek langsung dengan file yang sudah diprogram tinggal diisi, tanya jawab, diskusi dan latihan untuk mengisi form yang sudah diprogram tinggal pengisian. Sehingga setelah adanya kegiatan pelatihan ini diharapkan operator/sekertaris desa dapat melakukan penataan administrasi lebih baik lagi. Kata kunci: Microsoft Office Excel, Administrasi
Modeling with generalized linear model on covid-19: Cases in Indonesia Saidi, Subian; Herawati, Netti; Nisa, Khoirin
International Journal of Electronics and Communications Systems Vol 1, No 1 (2021): International Journal of Electronics and Communications System
Publisher : Raden Intan State Islamic University of Lampung, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (381.202 KB)

Abstract

The ongoing Covid-19 outbreak has made scientists continue to research this Covid-19 case. Most of the research carried out is on the prediction and modeling of Covid-19 data. This study will also discuss Covid-19 data modeling. The model that is widely used is the linear model. However, if the classical assumption of normality is not met, a special method is needed. The method that can overcome this is the generalized linear model (GLM), with the assumption that the data is distributed in an exponential family. The distribution used in this study is the Gaussian, Poisson, and Gamma distribution. Where the three distributions will be compared to get the best model. The variables used in this study were the number of confirmed Covid-19 cases per day and the number of deaths due to Covid-19 per day. This study also aims to see how much influence the confirmation of Covid-19 has on the number of deaths due to Covid-19 per day. By using 3 types of exponential family distribution, the best result is the Gaussian distribution GLM. Selection of the best model using Akaike Information Criterion (AIC).
Efek Proteksi Ekstrak Cymbopogon nardus pada Histologi Testis Mencit (Mus musculus) Setelah Induksi Timbal Asetat Maghfuroh, Lilis; Setyowati, Putri Ayu Ika; Solekha, Rofiatun; Nisa, Khoirin; Savitri, Nynda Ayu Nadira
Buletin Anatomi dan Fisiologi Volume 7, Nomor 1, Tahun 2022
Publisher : Departemen Biologi Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/baf.7.1.2022.20-26

Abstract

Penelitian ini bertujuan untuk mengetahui efek perlindungan ekstrak serai wangi Cymbopogon nardus (C. nardus) terhadap induksi timbal asetat. Sebanyak 25 mencit jantan strain BALB/C secara acak dibagi menjadi lima kelompok. Kelompok kontrol negatif hanya mendapat injeksi sub cutan Na-CMC 0,5% selama 30 hari ; kontrol positif  diinjeksi sub cutan timbal asetat sebanyak 7 mg/kg bb selama 5 hari; P1, P2, dan P3 secara berturut-turut diinjeksi sub cutan timbal asetat 7 mg/kg bb selama 5 hari kemudian dilanjutkan dengan injeksi ekstrak C. nardus sebanyak 25, 50, dan 100 mg/kg bb selama 25 hari. Pada akhir penelitian semua mencit dikorbankan dan dilakukan koleksi testis. Jaringan testis diproses menggunakan pewarnaan Hematoxylin-Eosin. Hasil menunjukkan bahwa terjadi peningkatan sel spermatogonia, sel spermatosit, dan sel spermatid serta diameter tubulus seminiferus dibandingkan dengan kelompok positif. Dosis optimal yang paling mampu memperbaiki kerusakan jaringan testis yaitu 25 mg/kg bb. This study aimed to determine the protective effect of Cymbopogon nardus (C. nardus) extract against lead acetate exposure. A total of 25 male mice BALB/C were randomly divided into five groups. The negative control group only received 0.5% Na-CMC subcutaneously for 30 days; positive control was given 7 mg/kg bw of lead acetate subcutaneously for 5 days; P1, P2, and P3 were sequentially injected with 7 mg/kg bw subcutaneously for 5 days followed by injection of 25, 50, and 100 mg/kg bw of C. nardus extract for 25 days. At the end of the study all mice were sacrificed and testes were collected. Testicular tissue using Hematoxylin-Eosin staining. The results showed that there was an increase in spermatogonia cells, spermatocytes, and spermatid cells as well as the diameter of the seminiferous tubules compared to the positive group. The optimal dose most capable of repairing testicular tissue damage was 25 mg/kg bw.