Agus Rusgiyono
Departemen Statistika, Fakultas Sains Dan Matematika, Universitas Diponegoro

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PEMODELAN REGRESI HECKIT UNTUK KONSUMSI SUSU DI PROVINSI JAWA TENGAH Dwi Asti Rakhmawati; Dwi Ispriyansti; Agus Rusgiyono
Jurnal Gaussian Vol 6, No 3 (2017): 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 (478.946 KB) | DOI: 10.14710/j.gauss.v6i3.19303

Abstract

In multiple regression if the response variable is dummy variable then it can not be used because it will produce biased and inconsistent estimator. The appropriate method for binary response variables is Heckit Regression. Estimation of Heckit Regression parameter using Two Step Method of Procurement is the selection equation and the result equation. In the selection equation will get new variable that is Invers Mills Ratio. While in Equation Result of new variable of Inverse Mills Ratio is added as independent variable along with other independent variable. Heckit Regression method is applied to household milk consume data obtained from 2015 SUSENAS results as many as 201 households. The response variable used is household expenditure for milk consumption. The independent variables used are the working status of the head of the household, the last education of the head of the household, the number of household members, the number of toddler age in the family and the income of the household.Keywords: Multiple Regression, OLS, Heckit Regression, Two Step Procedure, Milk consumption expenditure.
PENENTUAN FAKTOR-FAKTOR YANG MEMPENGARUHI INTENSITAS CURAH HUJAN DENGAN ANALISIS DISKRIMINAN GANDA DAN REGRESI LOGISTIK MULTINOMIAL (Studi Kasus: Data Curah Hujan Kota Semarang dari Stasiun Meteorologi Maritim Tanjung Emas Periode Oktober 2018 – Maret 2019) Shella Faiz Rohmana; Agus Rusgiyono; Sugito Sugito
Jurnal Gaussian Vol 8, No 3 (2019): 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 (609.707 KB) | DOI: 10.14710/j.gauss.v8i3.26684

Abstract

Meteorologist develop rainfall forecasting methods to obtain better and more accurate rainfall information. One of them is the research of grid data and the method of grouping rainfall. According to BMKG, rainfall is classified into light, medium, and heavy rain. This study aims to determine the factors that influencing rainfall grouping using multiple discriminant analysis with a stepwise selection method. This study uses the daily climate data of Semarang City for period of October 2018 to March 2019. Based on its partial F value, the wind speed variable is eliminated so the significant variable on rainfall grouping are air temperature, air humidity, and wind direction. This analysis produces discriminant scores obtained from linear combinations between discriminant weights and observation values of significant independent variable. The classification procedure is based on the discriminant score each observations compared to cutting score resulted in classification accuracy of 62.89%. Multinomial logistic regression analysis is used to determine the effect of independent variables on rainfall intensity using the odds ratio. This analysis produces an estimate of the conditional probability of each group using significant independent variables are air temperature, air humidity, wind speed, and wind direction. The classification procedure is based on the largest conditional probability value between rainfall groups resulted in classification accuracy of 69.80%. Keywords: multiple discriminant analysis, multinomial logistic regresion, classification accuracy, rainfall
PEMODELAN UPAH MINIMUM KABUPATEN/KOTA DI JAWA TENGAH BERDASARKAN FAKTOR-FAKTOR YANG MEMPENGARUHINYA MENGGUNAKAN REGRESI RIDGE Hildawati Hildawati; Agus Rusgiyono; Sudarno Sudarno
Jurnal Gaussian Vol 5, No 1 (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 (543.998 KB) | DOI: 10.14710/j.gauss.v5i1.11035

Abstract

The least squares method is a regression parameter estimation method for simple linear regression and multiple linear regression. This method produces no bias and variance estimator minimum if no multicollinearity. But if it happens, it will generate a large variance and covariance. One way to overcome this problem is by using ridge regression. Ridge regression is a modification of the least squares by adding a bias constant  on the main diagonal Z'Z. So that estimation parameter  with . This method produces bias and variance estimator minimum. Results of the modeling discussion of minimum wage in the city of Semarang, Surakarta, Tegal and Banyumas as well as the factors that influence it, such as inflation, Gross Domestic Regional Product (DGRP) and the Desent Living Needs contained multicollinearity problem. The minimum wage is significantly influenced Semarang Desent Living Needs, while Surakarta and Banyumas significantly affected GDRP and Desent Living Needs. Keywords: multicollinearity, ridge regression, bias constants , the minimum wage
VALUASI KUPON OBLIGASI PT. BPD LAMPUNG TBK. MENGGUNAKAN OPSI MAJEMUK CALL ON CALL TIPE EROPA Revaldo Mario; Diah Safitri; Agus Rusgiyono
Jurnal Gaussian Vol 5, No 2 (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 (415.359 KB) | DOI: 10.14710/j.gauss.v5i2.11850

Abstract

A bond is a debt capital market instrument issued by a borrower, who is then required to repay to the lender/investor the amount borrowed plus interest at maturity, and also known as fixed-income securities, and therefore the bond is an attractive investment in the financial sector. Most theories about the financial statistics is based on the bond without coupon bonds. Whereas, in fact most companies issue bonds with a coupon. Option is an agreement or contract which provides the right and not an obligation for the holder of a contract to buy (call option) or sell (put option) a particular asset at a price and time have been set. Underlying assets can be stocks, bonds, warrants and more. One type of option trading is a European type option is an option that can be used only at the time of maturity. The approach used in the valuation of bond coupons is to use the theory of Europe style compound option call on call. European style compound option call on call is the type of European call options with underlying assets are call options. Final project aims to get the value of equity and the value of liabilities on the bonds PT BPD Lampung Tbk with a coupon rate when the bond before maturity (compound option strike price) and a coupon rate of the bond at maturity (the strike price of the call option). The current bond coupon payments prior to maturity was conducted on July 9, 2017 and a coupon payment at maturity conducted on 9 October 2017. Based on the results of data processing with the help of open source software R 3.1.1, the value of the equity is greater than the value of liabilities.Keywords: bond, call option, compound option, coupon bond, equity, liability
PENGELOMPOKAN KABUPATEN-KOTA DALAM PRODUKSI DAGING TERNAK DI JAWA TENGAH TAHUN 2016 -2018 MENGGUNAKAN METODE MULTIDIMENSIONAL SCALING Imam Desla Siena; Agus Rusgiyono; Dwi Ispriyanti
Jurnal Gaussian Vol 9, No 4 (2020): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v9i4.29444

Abstract

Animal husbandry is very important for the development of the welfare of the people of Central Java.the geographical conditions, Central Java is a suitable place to do livestock activities.Because of the increasing needs of livestock meat on the market, empowerment of livestock can be used as a livelihood to improve the economy of Central Java Comunity. This research is aimed at mapping the production of livestock meat in cities in Central Java both rural and urban areas. This study aimed to map existing health facilities in cities in West Java. The results of the analysis conducted by using Multidimensional Scaling analysis shows how grouping the cities in Central Java by its production of livestock meat. From the mapping of the cities there are three groups that have similarities among its members but different from the other groups.Each group formed have similar characteristics of a number of production of livestock meat. 
ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI KEMISKINAN DI JAWA TENGAH MENGGUNAKAN MODEL GALAT SPASIAL Octafinnanda Ummu Fairuzdhiya; Rita Rahmawati; Agus Rusgiyono
Jurnal Gaussian Vol 3, No 4 (2014): 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 (652.239 KB) | DOI: 10.14710/j.gauss.v3i4.8089

Abstract

Poverty is one of problems in developing country like Indonesia. From year to year, poverty in Central Java has decreased. This study is aimed to know the poverty model in Central Java by using Spatial Error Model. This research uses data from the number of poor people in Central Java in 2012. Spatial Error Model is a spatial method that showed spatial autocorrelation in the error. In Spatial Error Model, there are spatial dependency effect and spatial heterogenity. The variables that significantly affect the number of poor people in Central Java through Spatial Error Model are the percentage of 10 years old–over population with the highest education is primary school ( X2) and the number of households that have access to reliable drinking water (X3). This Spatial Error Model results R2 are 75,39% with the AIC are 63,36. It is better than regression model of Ordinary Least Square (OLS) which produces 66,3% of R2 with AIC are 69,286. It showed the poverty model in Central Java by using Spatial Error Model is better than regression model of Ordinary Least Square (OLS) and in OLS assumption of homoskedasticity not significant. Keywords: Poverty, Regression, Ordinary Least Square, Spastial Error Model
PENGGUNAAN METODE PERAMALAN KOMBINASI TREND DETERMINISTIK DAN STOKASTIK PADA DATA JUMLAH PENUMPANG KERETA API (Studi Kasus : KA Argo Muria) Titis Nur Utami; Abdul Hoyyi; Agus Rusgiyono
Jurnal Gaussian Vol 6, No 1 (2017): 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 (768.04 KB) | DOI: 10.14710/j.gauss.v6i1.14776

Abstract

The amount of the data of KA Argo Muria indicates the improve in every year during Ied mubarak day. Ied Mubarak day follows the Hijriyah calender, this is inditates that there is case effect of variation on the calender. The aims of this research is to predict the amount of the KA Argo Mulia passanger of destination of Semarang – Jakarta for 12 periodes in the future by using forecasting time series model of variation calender. The data used mounthly amount data  KA Argo Mulia  at PT KAI DAOP IV Semarang in the periode of January 2014 until Desember 2015. The result of the data analysis shows significant variable toward the model is   and the model of  Autoregressive Integrated Moving Average (ARIMA) (1,0,0). Based on the result of forecasting  out-sample data, is gained Mean Absolute Percentage Error (MAPE) is 1,8089 % which indicates that the result of forecasting is very good.Keywords: deterministic trend, calender variation, time series, stochastic model, dummy regression.
PEMODELAN VARIABEL-VARIABEL PENGELUARAN RUMAH TANGGA UNTUK KONSUMSI TELUR ATAU SUSU DI KABUPATEN MAGELANG MENGGUNAKAN REGRESI TOBIT Viliyan Indaka Ardhi; Agus Rusgiyono; Alan Prahutama
Jurnal Gaussian Vol 4, No 4 (2015): 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 (564.495 KB) | DOI: 10.14710/j.gauss.v4i4.10242

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Censored data is the data on a dependent variable of which most of the observations are worth less than or equal to zero while others have a certain value or more than zero. Tobit regression model is a statistical model that can overcome the problems in which many independent variables is zero or called data censored. In this  research, modeling eggs or milk consumption in Magelang is analyzed using tobit regression. The data used   in this research is secondary data derived from Susenas Data Magelang regency 2013. The concluding results of the final modeling shows that the educational level of householder, the amount of expenditure for food in a month, the number of children in the household and the householder’s profession give significant effect on    household expenditures for the consumption of eggs or milk with a coefficient determination of  is 60,31%. While the remaining 39,69 % is effected by other variables is not examined in this study such as the appetite of consumers and  health factors.              Keywords: Consumption of  Eggs or Milk, Tobit Regression, Censored Data
PENERAPAN METODE STRUCTURAL EQUATION MODELING UNTUK ANALISIS KEPUASAN PENGGUNA SISTEM INFORMASI AKADEMIK TERHADAP KUALITAS WEBSITE (Studi Kasus pada Website sia.undip.ac.id) Enggar Nur Sasongko; Mustafid Mustafid; Agus Rusgiyono
Jurnal Gaussian Vol 5, No 3 (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 (681.357 KB) | DOI: 10.14710/j.gauss.v5i3.14695

Abstract

Quality of website has an important role in giving effect to the website user's satisfaction. The quality of a website is measured by the adjusted WebQual dimensions include the dimensions of the system, dimension of information, dimension of interaction and dimension of services. Structural Equation Modeling is a method that used to examine complicated correlation simultaneously consisting of dependent variables and independent variables. This research aims to apply Structural Equation Modeling and Importance Performance Analysis methods in determining the influence of website quality factors on user satisfaction of academics Information System's website, and to find the performance of variables that need to be improved. This research is conducted at the University of Diponegoro, involving 200 students from Diponegoro University as the respondents. From the test of overall models, it obtained Goodness of Fit with the value of Chi Square = 68.748 and RMSEA = 0.084. From the analysis, it can be concluded that the dimension of interaction has the effect of 35%, dimension of information in amount of 35%, the dimension of service is 22.1%, and the dimensions of system in amount of 8.7%. And variables that need to improve performance are ease of website to be accessed's variable, variable of detail information, and ease of PBM evaluation's variable. Keywords: website quality, user satisfaction, Structural Equation Modeling
IDENTIFIKASI CURAH HUJAN EKSTREM DI KOTA SEMARANG MENGGUNAKAN ESTIMASI PARAMETER MOMEN PROBABILITAS TERBOBOTI PADA NILAI EKSTREM TERAMPAT (Studi Kasus Data Curah Hujan Dasarian Kota Semarang Tahun 1990-2013) Annisa Rahmawati; Agus Rusgiyono; Triastuti Wuryandari
Jurnal Gaussian Vol 3, No 4 (2014): 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 (553.692 KB) | DOI: 10.14710/j.gauss.v3i4.8067

Abstract

The methods used to analyze extreme rainfall is the Extreme Value Theory (EVT). One of the approaches of EVT is the Block Maxima (BM) which follows the distribution of Generalized Extreme Value (GEV). In this study, the dasarian rainfall data of 1990-2013 in the Semarang City is divided based on block monthly and the month examined are October, November, December, January, February, March and April. The resulted blocks are 24 with 3 observations each block. Estimated parameter of form, location and scale are obtained by using the method of Probability Weight Moments (PWM). The result of this study is January has the greatest occurrence chance of extreme value with the value of estimated parameter of form 0,3840564, location 138,8152989 and scale 68,6067117. In addition, the alleged maximum value of dasarian rainfall obtained in a period of 2, 3, 4, 5 and 6 years are 243,45753 mm, 308,23559 mm, 357,26996 mm, 397,96557 mm and 433,28889 mm. Keywords: rainfall, Extreme Value Theory, Block Maxima, Generalized Extreme Value, Probability Weight Moments
Co-Authors Abdul Hoyi Abdul Hoyyi Agustina Sunarwatiningsih Alan Prahutama Alan Prahutama Andreanto Andreanto Anggita, Esta Dewi Anifa Anifa Anindita Nur Safira ANNISA RAHMAWATI Annisa Rahmawati Arief Rachman Hakim Aulia Putri Andana Aulia Rahmatun Nisa Bayu Heryadi Wicaksono Bellina Ayu Rinni Besya Salsabilla Azani Arif Bramaditya Swarasmaradhana Budi Warsito Dede Zumrohtuliyosi Dermawanti Dermawanti Desy Tresnowati Hardi Di Asih I Maruddani Diah Safitri Diah Safitri Dian Mariana L Manullang Dini Anggreani Diyah Rahayu Ningsih Dwi Asti Rakhmawati Dwi Ispriyansti Dwi Ispriyanti Eis Kartika Dewi Ely Fitria Rifkhatussa'diyah Enggar Nur Sasongko Etik Setyowati Etik Setyowati, Etik Farisiyah Fitriani fatimah Fatimah Febriana Sulistya Pratiwi Feby Kurniawati Heru Prabowo Fitriani Fitriani Hana Hayati Hanik Malikhatin Hanik Rosyidah, Hanik Hasbi Yasin Hasbi Yasin Hildawati Hildawati Hindun Habibatul Mubaroroh Ika Chandra Nurhayati Ilham Muhammad Imam Desla Siena Inas Husna Diarsih Iwan Ali Sofwan Kevin Togos Parningotan Marpaung Listifadah Listifadah M. Afif Amirillah M. Atma Adhyaksa Marthin Nosry Mooy Maryam Jamilah An Hasibuan Maulana Taufan Permana Merlia Yustiti Moch. Abdul Mukid Moch. Abdul Mukid Muhammad Rizki Muhammad Taufan Mustafid Mustafid Mustafid Mustafid Mustofa, Achmad Nabila Chairunnisa Nor Hamidah Noveda Mulya Wibowo Novie Eriska Aritonang Nur Khofifah Octafinnanda Ummu Fairuzdhiya Puji Retnowati Puspita Kartikasari Putri Fajar Utami Rengganis Purwakinanti Revaldo Mario Ria Sulistyo Yuliani Riana Ikadianti Riszki Bella Primasari Rita Rahmawati Rita Rahmawati Rizal Yunianto Ghofar Rizky Aditya Akbar Rosita Wahyuningtyas Rukun Santoso Salsabila Rizkia Gusman Setiyowati, Eka Shella Faiz Rohmana Siti Lis Ina Atul Hidayah Sudargo Sudargo Sudarno Sudarno Sudarno Sudarno Sudarno Sudarno Sugito - Sugito Sugito Sugito Sugito Suparti Suparti Suparti Suparti Susi Ekawati sutimin sutimin Tarno Tarno Tarno Tarno Tarno Tarno Tatik Widiharih Tiani Wahyu Utami Tika Dhiyani Mirawati Tika Nur Resa Utami, Tika Nur Resa Titis Nur Utami Tri Ernayanti Tri Yani Elisabeth Nababan Triastuti Wuryandari Triastuti Wuryandari Tyas Ayu Prasanti Tyas Estiningrum Ulfi Nur Alifah Ungu Siwi Maharunti Uswatun Hasanah Vierga Dea Margaretha Sinaga Viliyan Indaka Ardhi Walidaini, Nur Winastiti, Lugas Putranti Yogi Isna Hartanto Yuciana Wilandari Yuciana Wilandari Yuciana Wilandari