Estimasi Parameter Model Autoregressive dengan Metode Yule Walker, Least Square, dan Maximum Likelihood (Studi Kasus Data ROA BPRS di Indonesia)

The Autoregressive model is a time series univariate model for stationary models. In estimating parameters on this model can be done by several methods, namely yule-walker method, Least Square, and Maximum Likelihood. Each method has a different principle for estimating model parameters so that the results obtained will also be different. Based on this, in this study, the AR(1) model parameter estimation was estimated by generating data simulated 1000 times to see the performance of Yule-Walker, Least Square, and Maximum Likelihood methods. In addition, the comparison of these three methods is also done on ROA BPRS data that follows the AR(1) model. The results showed that the Maximum Likelihood method was able to provide mode results and comparison of the most suitable estimation results for simulation data and produce the smallest MAE values in the data in sample and MAPE, MSE, and MAE the smallest in the out sample data. These results show that the Maximum Likelihood method is the best method for modeling data that follows the AR(1) model

Pengaruh Pengetahuan Produk, Kebutuhan dan Promosi Terhadap Keputusan Nasabah Menggunakan Produk Murabahah Mikro Di BPRS Mitra Mentari Sejahtera Ponorogo

BPR Syariah Mitra Mentari Sejahtera is a company engaged in the field of Islamic banking that serves deposits in the form of savings and time deposits and distributes sharia-managed financing located in Ponorogo Regency. One of the financing products available at BPRS Mitra Mentari Sejahtera Ponorogo is a micro murabaha product. Based on the data obtained, it is known that during the last two years, micro muarabahah financing products have not experienced an increase in the number of customers. According to Philip Kotler and Kelvin Lane Keller, there are several factors that influence customer decisions such as knowledge, needs and according to Mansur Razak, one of the factors that influence decisions is promotion. The purpose of this research is to examine and analyze the effect of knowledge of financing products, needs and promotions on customer decisions. using micro murabahah products at BPRS Mitra Mentari Sejahtera Ponorogo. The research method used in this study is a quantitative method with a population of 299 and a sample of 75 respondents. The data collection technique for this study was to distribute questionnaires to 75 micro murabaha financing customers. The data analysis technique was carried out using multiple linear regression methods. In this study, the knowledge variable has no effect on customer decisions, while the need and promotion variables have an effect on customer decisions. But simultaneously all variables influence the customer's decision to use micro murabahah products

Pengaruh Inflasi, Likuiditas dan Struktur Modal terhadap Profitabilitas Perusahaan yang Termasuk dalam Jakarta Islamic Index Tahun 2010-2020

The Jakarta Islamic Index contains 30 sharia-based stocks that have the highest market capitalization and transaction values. based on the 2010-2020 documentation, there is a gap with the theory of inflation, liquidity and capital structure on profitability. In 2012 inflation rose to 4.3% from the previous year's 3.79%, but the profitability of Indonesian Telecommunications companies and Unilever fell. In 2014 the liquidity at Kalbe Farma company decreased to 29.38% this was not followed by an increase in profitability. The capital structure of United Tractors company in 2011 decreased to 68.85% from 2010's 83.88% but was not followed by the increase in the profitability of United Tractors company. This study uses quantitative methods with a sample of 4 companies in the Jakarta Islamic Index. With 44 data from 2010-2020. The source of research data is secondary data, while the data collection method uses documentation from companies in the Jakarta Islamic Index. The independent variables are inflation, liquidity and capital structure, while the dependent variable is profitability. The data analysis technique used descriptive analysis, classical assumption test, and multiple regression. The results showed that the inflation variable had no significant effect on the company's profitability, while liquidity and capital structure had a significant effect on the company's profitability. Partially inflation, liquidity and capital structure have a significant effect on company profitability with a coefficient of determination of 41.2%

Pengaruh Komite Audit, Good Corporate Governance dan Whistleblowing System terhadap Fraud Bank Umum Syariah di Indonesia Periode 2016-2019

Fraud relates to fraudulent acts committed deliberately through bank facilities and resulting in losses. Although the role of the audit committee has been established, Good Corporate Governance has generally been well implemented, and has carried out a fairly good internal control function through the Whistleblowing System, the fulfillment of these components has not significantly been able to overcome fraud. Such an interesting condition to be related to the theory of Rezaae and Ajeng Wind. This study is intended to examine the effect of the audit committee, Good Corporate Governance, and the Whistleblowing System on fraud either partially or simultaneously. Sharia Commercial Banks for the period 2016-2019 in Indonesia were selected as the population using saturated sampling techniques, there are 14 Islamic Commercial Banks with 56 units of analysis used in this study. Ordinal logistic regression model was chosen as an analysis technique with SPSS 21 software as an analysis tool. The results of this study indicate that the variable composition of the independent audit committee, tenure of the audit committee and good corporate governance has a significant negative relationship to fraud. Meanwhile, the audit committee meeting variables and the Whistleblowing System have a negative and insignificant effect on fraud. The independent variable composition of the audit committee, audit committee meetings, tenure of the audit committee, Good Corporate Governance, and the Whistleblowing System is able to explain the variation of fraud by 29% while the remaining 71% is explained by other variables outside the research model. The low level of influence may be due to the inadequate follow-up of the audit committee meetings and the lack of independence of the internal auditors in managing fraud reports. So that Sharia Commercial Banks must optimize the function of the anti-fraud division and present the division in holding meetings, as well as increase the independence of the internal auditors in managing reports of suspected fraud that are submitted through the Whistleblowing System.Fraud berkaitan dengan tindakan kecurangan yang dilakukan secara sengaja melalui sarana bank dan mengakibatkan kerugian. Meskipun peranan komite audit telah terbentuk, Good Corporate Governance secara umum telah diterapkan dengan baik, serta menjalankan fungsi pengendalian internal melalui Whistleblowing System yang cukup baik, namun pemenuhan komponen-komponen tersebut tidak secara signifikan mampu mengatasi fraud. Kondisi yang demikian menarik untuk dihubungkan dengan teori Rezaae dan Ajeng Wind. Penelitian ini dimaksudkan untuk menguji pengaruh komite audit, Good Corporate Governance, dan Whistleblowing System terhadap fraud baik secara parsial maupun simultan. Bank Umum Syariah di Indonesia periode 2016-2019 dipilih sebagai populasi dengan menggunakan teknik sampling jenuh, ada 14 Bank Umum Syariah dengan 56 unit analisis yang digunakan dalam penelitian ini. Model regresi logistik ordinal dipilih sebagai teknik analisis dengan software SPSS 21 sebagai alat bantu analisis. Hasil penelitian ini menunjukkan variabel komposisi komite audit independen, masa tugas komite audit dan Good Corporate Governance memiliki hubungan yang negatif signifikan terhadap fraud. Sedangkan variabel rapat komite audit dan Whistleblowing System berpengaruh negatif tidak signifikan terhadap fraud. Variabel independen komposisi komite audit, rapat komite audit, masa tugas komite audit, Good Corporate Governance, dan Whistleblowing System mampu menjelaskan variasi fraud sebesar 29% sedangkan 71% sisanya dijelaskan oleh variabel lain diluar model penelitian. Rendahnya pengaruh yang diberikan tersebut kemungkinan disebabkan oleh kurang optimalnya tindak lanjut dari rapat komite audit yang diselenggarakan serta kurangnya independensi auditor internal dalam mengelola laporan fraud. Sehingga Bank Umum Syariah harus mengoptimalkan fungsi divisi anti fraud dan menghadirkan divisi tersebut dalam penyelenggaraan rapat, serta meningkatkan independensi auditor internal dalam mengelola laporan dugaan fraud yang masuk melalui Whistleblowing System

Pelatihan Pengelolaan Sampah Plastik di Dusun Sumber Rejo Desa Lembeyan Wetan Kabupaten Magetan

Sumber Rejo Hamlet is a hamlet located in Lembeyan Wetan Village with the majority of the population's livelihoods being farmers. Community empowerment was chosen as a step to increase community knowledge, skills and motivation to strengthen their resources. Using ABCD approach, the activity began with the mapping of the area, community, associations, and individual assets. There were a number of problems that occurred in Sumber Rejo Hamlet. In mapping step, several obstacles faced by the community especially the fact that there were the amount of garbage scattered in the river and the lack of management of plastic waste. Then, plastic waste management training program was chosen to run. This activity is becoming the focus of main activities because more and more plastic waste will potentially pollute the environment. The waste management training was held on August 7, 2019 at Mrs. Katini’s home, one of the residents in Sumber Rejo Hamlet. The target of this activity is homemakers in Sumber Rejo village with the aim that they become more concerned with plastic waste and its use. Presenters of plastic waste management training came from Kopma Al-Hikmah IAIN Ponorogo where the implementation of the training went very well. The participants were very enthusiastic in welcoming the training and were able to take part in the activity until the end.  Keywords: empowerment, community, pollution, environment, garbage  Abstrak Dusun Sumber Rejo adalah dusun yang terletak di Desa Lembeyan Wetan dengan mayoritas mata pencaharian penduduk adalah petani. Pemberdayaan masyarakat dipilih sebagai langkah untuk meningkatkan pengetahuan, keterampilan, dan motivasi masyarakat untuk memperkuat sumber daya mereka. Menggunakan pendekatan ABCD, kegiatan dimulai dengan pemetaan area, komunitas, asosiasi, dan aset individu. Ada sejumlah masalah yang terjadi di Dusun Sumber Rejo. Dalam langkah pemetaan, beberapa kendala yang dihadapi oleh masyarakat terutama fakta bahwa ada jumlah sampah yang berserakan di sungai dan kurangnya pengelolaan sampah plastik. Kemudian, program pelatihan pengelolaan limbah plastik dipilih untuk dijalankan. Kegiatan ini menjadi fokus kegiatan utama karena semakin banyak sampah plastik yang berpotensi mencemari lingkungan. Pelatihan pengelolaan sampah plastik diadakan pada 7 Agustus 2019 di rumah Ny. Katini, salah satu warga di Dusun Sumber Rejo. Sasaran dari kegiatan ini adalah para ibu rumah tangga di desa Sumber Rejo dengan tujuan agar mereka lebih peduli dengan sampah plastik dan penggunaannya. Penyaji pelatihan pengelolaan sampah plastik datang dari Kopma Al-Hikmah IAIN Ponorogo di mana pelaksanaan pelatihan berjalan dengan sangat baik. Para peserta sangat antusias dalam menyambut pelatihan dan dapat mengambil bagian dalam kegiatan sampai akhir.  Kata kunci: pemberdayaan, masyarakat, pencemaran, lingkungan, sampa

Algoritma Genetika Untuk Identifikasi Dan Estimasi Parameter Model Self-Exciting Threshold Autoregressive

Model Self Exciting Threshold Autoregressive (SETAR) adalah model deret waktu yang dapat diterapkan pada data yang mengikuti model nonlinier. Model SETAR mempartisi data menjadi beberapa regime dengan masing-masing regime mengikuti suatu model autoregressive (AR). Pada model SETAR terdapat masalah dalam identifikasi model. Metode yang selama ini digunakan yaitu metode Grid Search (GS) tidak dapat memberikan hasil yang tepat pada saat model yang diidentifikasi merupakan suatu model subset SETAR. Berdasarkan hal tersebut, pada penelitian ini digunakan Algoritma Genetika (GA) yang merupakan suatu teknik pencarian berorientasi target yang diterapkan pada proses optimasi untuk mencari solusi optimum global. Hasil analisis yang diperoleh dari data simulasi menunjukkan bahwa metode GA memberikan hasil identifikasi model subset SETAR lebih baik dibandingkan dengan metode GS. Untuk data simulasi model SETAR yang bukan subset, metode GA dan GS memberikan hasil identifikasi yang sama. Hasil estimasi yang dilakukan dengan menggunakan metode GA pada data simulasi memberikan hasil parameter yang sama dengan metode GS. Hasil model terbaik pada data return saham BBTN dan WIKA dengan menggunakan metode GA memberikan hasil AIC yang lebih kecil dibandingan metode GS subset pada data in sample. Untuk peramalan data out sample, metode GA memberikan hasil MSE paling kecil dibandingkan metode GS subset. ====================================================================================================== Self Exciting Threshold Autoregressive ( SETAR ) Model is a time series model that can be applied to data that follows the nonlinear model. SETAR model divides the data into several regime in which each regime follows a model of autoregressive ( AR ). There is a problem In the SETAR model,especially in model identification. The recently used method,Grid Search (GS ) method, can not give proper results when the identified model is a subset SETAR model. Accordingly, this study used Genetic Algorithm ( GA ), which is a target oriented search techniques applied to the optimization process to find a global optimum solution. The analysis of the data simulation indicated that the GA method gives subset SETAR model identification result better than the GS method. For nonsubset Setar model simulation data, GA and GS methods give the same identification results. The estimation results which were done using GA on data simulation gives the same parameter result to the GS method. The result of best model on the stock return data of BBTN and WIKA using the GA method gives smaller AIC results compared with GS method on a subset of the data in the sample. For forecasting the out of sample data , GA method gives smaller MSE results than the GS subset metho

Pemberdayaan Purna Pekerja Migran Indonesia Melalui Pengolahan Kopi Oleh Kelompok Tenaga Kerja Mandiri Wajadda Di Desa Cilangkap, Kabupaten Banyumas

Kesenjangan antara pencari kerja dengan kesempatan kerja di dalam negeri serta disparitas upah antara dalam dan luar negeri membuat masyarakat lebih memilih bekerja diluar negeri atau biasa disebut Pekerja Migran Indonesia (PMI). Realitanya PMI yang telah kembali ke daerah asal yang seringkali disebut Purna PMI belum mampu memanfaatkan hasil kerja mereka untuk kegiatan produktif bahkan lebih berperilaku konsumtif sehingga mendorong mereka kembali bekerja diluar negeri. Kementerian Ketenagakerjaan RI berupaya mengatasi persoalan tersebut melalui penerapan usaha produktif dalam program Desa Migran Produktif (Desmigratif). Desa Cilangkap, Kab. Banyumas merupakan Desa yang terpilih untuk implementasi usaha produktif melalui upaya pemberdayaan Purna PMI. Upaya tersebut dilaksanakan dengan melibatkan program Tenaga Kerja Mandiri (TKM) yang dirancang Dinnakerkop UKM Kab. Banyumas, salah satunya adalah TKM Wajadda yang berfokus pada usaha pengolahan kopi. Hal tersebut sangat menarik untuk diteliti tentang bagaimana strategi pemberdayaan yang dilaksanakan, faktor penghambat dan pendukungnya, serta dampaknya terhadap sasaran pemberdayaan. Tujuan Penelitian ini adalah untuk mendeskripsikan, mengidentifikasi, dan menjelaskan strategi pemberdayaan, Faktor penghambat dan pendukungnya serta dampaknya bagi TKM Wajadda. Dalam mencapai tujuan penelitian tersebut, maka digunakan pendekatan kualitatif. Prosedur pengumpulan data yang digunakan antara lain observasi, wawancara, dan dokumentasi. Tahap analisis data dalam penelitian ini meliputi reduksi data, penyajian data secara deskriptif, dan penarikan kesimpulan. Untuk memperoleh keabsahan data, maka penelitian ini menggunakan model Triangulasi. Hasil penelitian menunjukan bahwa strategi yang digunakan untuk memberdayaan purna PMI dalam TKM Wajadda adalah melalui pelatihan dan pendampingan. Metode pelatihan dilakukan secara berkesinambungan melalui teoris dan praktis. Pelatihan merupakan langkah awal dalam mengembangkan pengetahuan dan mengasah keterampilan. Pendampingan diterapkan dengan melibatkan Tenaga Kerja Sukarela (TKS) dan Petugas Desmigratif yang membimbing dan mengarahkan TKM Wajadda sebelum dan sesudah pelatihan hingga pendirian serta pengembangan usaha. Selama proses pemberdayaan yang menjadi faktor penghambat dan pendukung terlihat pada beberapa aspek yaitu tenaga kerja, produksi, hingga pemasaran. Dampaknya dirasakan melalui peningkatan pengetahuan terkait pengelolaan usaha dan pengolahan kopi serta keterampilan penggunaan teknologi mesin-mesin produksi kopi. Namun, dampak secara ekonomi belum optimal karena minimnya upah yang diterima serta keterbatasan usaha. Kata Kunci: Pemberdayaan, Pelatihan, Pendampinga

Pemodelan Data Return Saham PT. Bank Republik Indonesia dengan Self-Exciting Threshold Autoregressive dan Algoritma Genetika

Nonlinear time series model is a time series model applied to data that has the nonlinear pattern. One of the nonlinear time series models is Self-Exciting Threshold Autoregressive (SETAR). The SETAR model is a time series model that data modeling is done by dividing data into multiple regimes, whereas each regime following an autoregressive (AR) model. The division of the regime based on the score of the delay and threshold of the data itself. The number of SETAR model parameters not only resulted from the best model search process but also resulted in a SETAR model that is not yet optimum. Based on these findings, this study used Genetic Algorithm (GA) to produce the best and optimum SETAR model. In this research, using SETAR simulation data modeling and return data of Bank Rakyat Indonesia (BRI) were performed. The method used to model the data is Grid Search (GS) and Genetic Algorithm (GA). The result of analysis of SETAR simulation data shows that GA method gives better modeling result than GS method. The GA motive AIC value for the amount of 200 data is -3.976178 which is smaller than the AIC GS method of 1.361723. For the amount of data of 500 AIC values, GA method is also smaller than AIC GS method. In BRI stock return data, GA method also gives better modeling result compared to GS. It is marked by the GA AIC method value of -11147.66 less than -11146.26 which is the AIC method of GS. Thus, the result of analysis of SETAR model simulation data and BRI stock return shows that GA method gives better modeling result compared to GS method based on generated AIC value

KLASIFIKASI TINGKAT KEPARAHAN KEMISKINAN PROVINSI DI INDONESIA DENGAN ANALISIS DISKRIMINAN

Poverty is one of the main problems of the government that is prioritized in developing the development strategy of every country including Indonesia. The poverty rate in Indonesia is still relatively high, so the government focuses on decreasing the existing poverty level by improving the welfare of the population. Therefore, it is very important for the government to know the severity of poverty in Indonesia so that it can take a policy to reduce the existing poverty level. The purpose of the research was to group the severity of provincial poverty in Indonesia with a Discriminant Analysis. The stages of discriminant analysis include testing of normal multivariate distribution, testing of homogeneity of covariance variants, discriminant analysis by stepwise method, then continued calculation of classification accuracy value. The results of this research show that the large classification rate obtained is only 67.7% which means that not all provinces are able to be classified appropriately based on the variable open unemployment rate (TPT)

Perbandingan Metode Seasonal Autoregressive Integrated Moving Average (SARIMA) dengan Support Vector Regression (SVR) dalam Memprediksi Jumlah Kunjungan Wisatawan Mancanegara ke Bali

Berbagai sumber pendapatan yang dapat dihasilkan dalam suatu daerah, salah satunya yaitu dalam sektor pariwisata. Seperti halnya sektor yang lain, sektor pariwisata juga memberikan banyak sumbangan bagi pembangunan ekonomi di suatu daerah maupun negara tujuan wisata. Indonesia memiliki banyak tujuan wisata daerah yang sudah terkenal hingga mancanegara salah satunya yaitu Pulau Bali. Bali merupakan daerah yang sudah memiliki kedudukan yang sejajar dengan daerah-daerah tujuan wisata lainnya yang ada di dunia. Sebagai suatu daerah yang sangat berpotensi dalam pengembangan wisata, maka pemerintah memberikan perhatian yang khusus dalam pengembangan pariwisata di Pulau Bali. Maka dari itu, perlu adanya peramalan jumlah kunjungan wisatawan mancanegara ke Bali yang nantinya bisa bermanfaat bagi pemerintah daerah maupun dinas pariwisata. Dalam hal ini, akan digunakan dua metode untuk meramalkan jumlah kunjungan wisatawan mancanegara ke Bali. Adapun metode yang digunakan yaitu Seasonal ARIMA dan Support Vector Regression (SVR). Hasil peramalan data out sampel dengan menggunakan metode SARIMA dan SVR menunjukkan bahwa metode SARIMA memiliki nilai MAPE lebih kecil dari pada SVR. Nilai MAPE motode SARIMA adalah 5,33% sedangkan metode SVR sebesar 19,74%. Begitu juga nilai MSE dan MAE dari metode SARIMA lebih kecil dari metode SVR.  Dari Penelitian yang dilakukan dapat disimpulkan bahwa model SARIMA merupakan motode yang lebih baik untuk memprediksi jumlah kunjungan wisatawan mancanegara ke Bali