?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=PERAMALAN+VOLATILITAS+DATA+RETURN+KURS+RUPIAH%0D%0ATERHADAP+DOLLAR+DENGAN+METODE+INTEGRATED%0D%0AGENERALIZED+AUTOREGRESSIVE+CONDITIONAL%0D%0AHETEROSCEDASTICITY+(IGARCH)&rft.creator=Beni+Darmawan%2C+1517031153&rft.subject=QA+Mathematics&rft.description=The+purpose+of+this+study+is+to+apply+one+of+the+ARCH+%2F+GARCH+models%2C+namely%0D%0AIntegrated+Generalized+Autoregressive+Conditional+Heteroscedasticity+(IGARCH)%0D%0Ain+predicting+volatility+in+returning+data+on+the+Rupiah+Rate+against+the+US+Dollar%0D%0Afor+the+next+five+periods.+In+time+series+data%2C+sometimes+the+behaviour+of+variance%0D%0Aof+the+time+series+data+are+not+constant+or+heteroschedasticity.+One+of+the+models%0D%0Ato+deal+with+this+tipe+of+problem%2C+we+can+use+IGARCH+model.+IGARCH+model%0D%0Acan+be+used+to+forecast+volatility.+Based+on+the+results+of+the+analysis+obtained+the%0D%0Abest+model+is+MA+(%5B24%5D)+IGARCH+(3.2)+and+with+the+results+of+the+variance%0D%0Aforecast+obtained+volatility+for+the+next+five+periods+which+indicates+that+high%0D%0Avolatility+cannot+be+used.+However%2C+the+estimated+level+of+use+of+the%0D%0AIGARCH(3%2C2)+model+is+relatively+low.%0D%0AKeywords%3A+Heteroschedasticity%2C+Volatility%2C+IGARCH%0D%0A%0D%0A%0D%0ATujuan+dari+penelitian+ini+adalah+mengaplikasikan+salah+satu+model%0D%0AARCH%2FGARCH+yaitu+Integrated+Generalized+Autoregressive+Conditional%0D%0AHeteroscedasticity+(IGARCH)+dalam+meramalkan+volatilitas+pada+data+return%0D%0AKurs+Rupiah+terhadap+US+Dollar+untuk+lima+periode+ke+depan.+Didalam+data+time%0D%0Aseries%2C+terkadang+didapat+varians+yang+tidak+konstan+atau+heteroschedasticity.%0D%0ASalah+satu+model+untuk+menyelesaikan+kondisi+ini+adalah+model+IGARCH.+Model%0D%0AIGARCH+dapat+digunakan+untuk+meramalkan+volatilitas.+Berdasarkan+hasil%0D%0Aanalisis+diperoleh+bahwa+model+terbaik+adalah+MA(%5B24%5D)+IGARCH(3%2C2)+dan%0D%0Adengan+mengakarkan+hasil+ramalan+variansnya+diperoleh+volatilitas+untuk+lima%0D%0Aperiode+kedepan+yang+menunjukan+bahwa+tidak+terjadi+volatilitas+tinggi.+Akan%0D%0Atetapi+tingkat+peramalan+menggunakan+model+IGARCH+relatif+rendah.%0D%0AKata+Kunci+%3A+Heteroskedastisitas%2C+Volatilitas%2C+IGARCH&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2019-08-19&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54526%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54526%2F2%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54526%2F3%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++Beni+Darmawan%2C+1517031153++(2019)+PERAMALAN+VOLATILITAS+DATA+RETURN+KURS+RUPIAH+TERHADAP+DOLLAR+DENGAN+METODE+INTEGRATED+GENERALIZED+AUTOREGRESSIVE+CONDITIONAL+HETEROSCEDASTICITY+(IGARCH).++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F54526%2F