?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=PENDEKATAN+VECTOR+ERROR+CORRECTION+MODEL+(VECM)%0D%0ATERHADAP+DATA+SAHAM+PGAS%2C+AKRA%2C+DAN+PTT+PCL%0D%0APADA+BULAN+JANUARI+2010+%E2%80%93+JANUARI+2019&rft.creator=ALMIRA+RIZKA+PUTRI%2C+1517031047&rft.subject=QA+Mathematics&rft.description=Oil+and+gas+is+an+important+commodity+that+has+driven+the+establishment+of%0D%0Acompanies+engaged+in+oil+and+gas.+There+are+several+oil+and+gas+companies+registered%0D%0Aas+securities+companies+in+shares.+Stock+data+is+one+example+of+time+series+data.+The%0D%0AVector+Error+Correction+Model+(VECM)+method+is+a+multivariate+time+series+method%0D%0Afor+data+that+is+not+stationary+and+has+cointegration.+In+this+study%2C+it+will+be+seen%0D%0Awhether+there+are+long-term+and+short-term+relation+with+these+3+variables.+From+the%0D%0AGranger+Causality+analysis+shows+that+the+stock+price+of+PGAS+influences+AKRA+and%0D%0APTT+stock+prices.+And+PTT+stock+prices+affect+the+stock+prices+of+PGAS+and+AKRA.%0D%0AAnd+there+was+a+direct+relationship+between+PGAS+and+PTT+and+also+PGAS+and%0D%0AAKRA.%0D%0AKeywords%3A+Stock+data%2C+Cointegration%2C+Vector+Error+Correction+Model%2C+Granger%0D%0ACausality%0D%0A%0D%0A%0D%0AMinyak+dan+gas+bumi+merupakan+komoditi+penting+yang+telah+mendorong+berdirinya%0D%0Aperusahaan+yang+bergerak+dalam+bidang+minyak+dan+gas+bumi.+Terdapat+beberapa%0D%0Aperusahan+minyak+dan+gas+bumi+yang+terdaftar+sebagai+perusahaan+sekuritas+pada%0D%0Asaham.+Data+saham+merupakan+salah+satu+contoh+data+deret+waktu.+Metode+Vector%0D%0AError+Correction+Model+(VECM)+merupakan+salah+satu+metode+multivariate+time%0D%0Aseries+untuk+data+yang+tidak+stasioner+dan+memiliki+kointegrasi.+Pada+penelitian+ini%0D%0Aakan+dilihat+apakah+terdapat+hubungan+jangka+panjang+dan+pendek+terhadap+3%0D%0Avariabel+tersebut.+Dari+analisis+Granger+Kausalitas+menunjukkan+bahwa+harga+saham%0D%0APGAS+mempengaruhi+harga+saham+AKRA+dan+PTT.+Dan+harga+saham+PTT%0D%0Amempengaruhi+harga+saham+PGAS+dan+AKRA.+Dan+terjadi+hubungan+langsung%0D%0Aantara+PGAS+dan+PTT+dan+juga+PGAS+dan+AKRA.%0D%0AKata+kunci+%3A+Data+saham%2C+Kointegrasi%2C+Vector+Error+Correction+Model%2C+Granger%0D%0AKausalitas&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2019-07-12&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54474%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54474%2F2%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54474%2F3%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++ALMIRA+RIZKA+PUTRI%2C+1517031047++(2019)+PENDEKATAN+VECTOR+ERROR+CORRECTION+MODEL+(VECM)+TERHADAP+DATA+SAHAM+PGAS%2C+AKRA%2C+DAN+PTT+PCL+PADA+BULAN+JANUARI+2010+%E2%80%93+JANUARI+2019.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F54474%2F