Authors:

MILATUS SHOLIKHA, MADE SUSILAWATI, I GUSTI AYU MADE SRINADI

Abstract:

“The purpose of this study was to obtain the models between currency value and stocks in longitudinal data. The models were obtained by using nonparametric truncated spline regression. The data consisted of stocks from three companies namely PT. Mandom Indonesia, PT. Unilever Indonesia and PT. Akasha Wira Internasional and currency value of AUD to IDR. The data were splitted into two sub samples which were “in sample” data from January 2013-December 2017 that were used to generate the models and “out sample” data from January 2016-December 2018 to validate the models, MAPE was used as measurement in validation. This resulted in three distinctive models which were model with order and 3 knots for PT. Mandom Indonesia and PT. Unilever Indonesia, model with order and 4 knots for PT. Akasha Wira Internasional stock, all with there own respective knot points and MAPE value of 9.62%, 15.61% and 48.8% sub sequently.”

Keywords

Keyword Not Available

Downloads:

Download data is not yet available.

References

References Not Available

PDF:

https://jurnal.harianregional.com/mtk/full-54984

Published

2019-11-29

How To Cite

SHOLIKHA, MILATUS; SUSILAWATI, MADE; SRINADI, I GUSTI AYU MADE. PEMODELAN NILAI KURS TERHADAP HARGA SAHAM PADA DATA LONGITUDINAL MENGGUNAKAN REGRESI NONPARAMETRIK SPLINE.E-Jurnal Matematika, [S.l.], v. 8, n. 4, p. 259-263, nov. 2019. ISSN 2303-1751. Available at: https://jurnal.harianregional.com/mtk/id-54984. Date accessed: 28 Aug. 2025. doi:https://doi.org/10.24843/MTK.2019.v08.i04.p262.

Citation Format

ABNT, APA, BibTeX, CBE, EndNote - EndNote format (Macintosh & Windows), MLA, ProCite - RIS format (Macintosh & Windows), RefWorks, Reference Manager - RIS format (Windows only), Turabian

Issue

Vol 8 No 4 (2019)

Section

Articles

Creative Commons License This work is licensed under a Creative Commons Attribution 4.0 International License