4 research outputs found

    Pemodelan Exponential GARCH menggunakan metode Quasi Maximum Likelihood:Studi kasus harga saham PT. Telkom Tbk

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    مستخلص البحث ذهعة أسعاس الأسهى دوسًا يه اًً في الاقرصاد في إ ذَو سَُ اُ ، نزنك غانثًا يا رَى اسرخذاي كهذف نهثحث. أحذ اْ ىْ انعثىس عه نمىرج سعش انسهى ، وانز كَى يف ذًُا تعذ رنك نهر ثُؤ تأسعاس الأسهى الدسرقثه حُ. يم مُ سعش انسهى إلى انرزتزب تسشعح ي وقد خِش ، و زْا رَسثة في ذغير انطش قَح انعايح الدسرخذيح عادج نهر ثُؤ تث اُ اَخ انسلاسم انزي حُُ .)heteroskedascity( ذثا الخطأ ويع رنك ، لا يمك لذز انطش قَح انرغهة عه ا خرلا ف .ARIMA يثم أسعاس الأسهى في زْ .EGARCH انرثا .ٌ طش قَح أخشي يمك هُا انرغهة عه ا خرلا ف انرثا نمىرج تاسرخذاو PT. Telkom, Tbk. انذساسح ، شَ ذَ انكاذة إيجاد نمىرج لدؤشش أسعاس الأسهى ي في انثحث ع ان ىًُرج ، رَثع انكاذة الخطىاخ في انسهسهح انزي حُُ تئجشاء .EGARCH نمىرج اخرثاساخ نهحصىل عه أفضم نمىرج. كا دَ الاخرثاساخ انتي أجش دَ اخرثاساخ ثاترح واخرثاساخ الح اُج انطث عُ حُ واخرثاساخ الدشو حَ غير الدرجا سَح واخرثاساخ غير ير اًثهح. و رَ جُح نزنك انتي تم انعثىس عه هُا ويمك EGARCH ، حصم الدؤنف عه أفضم نمىرج ي عذج نمارج اسرخذاو ان ىًُرج نهر ثُؤ; ABSTRACT Stock price is important in the economy in Indonesia, so it is often used as an object of research. One of them is by finding a stock price model, which is useful for forecasting of stock price. Stock price have a tendency to fluctuate rapidly from time to time, this causes the error variance to change (heteroscedasticity). The general method commonly used for forecasting time series such as stock price is ARIMA. However, this method cannot overcome the heteroscedasticity. One other method that can overcome the heteroscedasticity is the EGARCH model. The aim of this study is to find the stock price index model from PT. Telkom, Tbk. using EGARCH model. In searching for the model, the author follows the steps in the time series by conducting tests to get the best model. Tests carried out were stationary test, normality test, heteroscedasticity test and asymmetric test. As a result, the writer obtained the best model from several EGARCH models that have been found and the model can be use for forecasting. ABSTRAK Harga saham berperan penting dalam perekonomian di Indonesia, sehingga tak jarang ia sering digunakan sebagai obyek penelitian. Salah satunya yaitu dengan mencari model harga saham, yang kemudian berguna untuk meramalkan harga saham kedepannya. Harga saham memiliki kecenderungan berfluktuasi secara cepat dari waktu ke waktu, hal ini mengakibatkan variansi error-nya pun berubahubah (heteroskedastisitas). Metode umum yang biasa digunakan untuk peramalan data deret waktu seperti harga saham adalah ARIMA. Namun, metode tersebut tidak bisa mengatasi heteroskedastisitas. Salah satu metode lain yang dapat mengatasi heteroskedastisitas yakni dengan model EGARCH. Pada penelitian ini, penulis ingin mencari model indeks harga saham dari PT. Telkom, Tbk. dengan menggunakan model EGARCH. Dalam pencarian modelnya, penulis mengikuti langkah-langkah yang ada pada deret waktu dengan melakukan uji-uji untuk mendapatkan model terbaik. Uji yang dilakukan adalah uji stasioneritas, uji normalitas, uji heteroskedastisitas dan uji asimetris. Sebagai hasil, penulis memperoleh model terbaik dari beberapa model EGARCH yang telah ditemukan dan model tersebut layak digunakan untuk meramalkan

    UPAYA HUKUM PENYELESAIAN SENGKETA ANTARA KONSUMEN DENGAN PENGEMBANG PT. NAJAH BINTANG SEJAHTERA DI KOTA PEKANBARU

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    House buying and selling is very vulnerable and problems often occur to cause disputes, This research was conducted in an empirical juridical way, the nature of descriptive analysis was by qualitative data analysis, The absence of consumer understanding of the buying and selling process in a contract carried out with the developer and there are still those who do not understand the contents of a contract and there are still developers with consumers making agreements under the hand that are not in accordance with the Laws and Regulations, Housing developers must be responsible for losses suffered by consumers, The legal effort that can be made by consumers is by taking a solution in a way outside the court of non-litigation and litigation through the general court, Consumer dispute resolution is first resolved by means of consensus agreement or peacefully if there is no further settlement, it can be done through a way of settlement outside the court (non litigation) or through a public court (litigation) either civil or criminal.
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