…
comment: The repository administrator has not yet configured an RDF license.
primary topic: http://digilib.uin-suka.ac.id/id/eprint/52022

http://digilib.uin-suka.ac.id/id/eprint/52022
type: Thesis
type: Article
title: PENDEKATAN VECTOR AUTOREGRESSIVE (VAR) DALAM MENGANALISIS PENGARUH INFLASI, SERTIFIKAT BANK INDONESIA SYARIAH (SBIS) DAN PRODUK DOMESTIK BRUTO (PDB) TERHADAP JAKARTA ISLAMIC INDEX (JII) (STUDI KASUS: JAKARTA ISLAMIC INDEX (JII) PERIODE JANUARI 2011–DES
abstract: The Vector Autoregressive (VAR) method is one of the analyzes used to analyze the time series. Time series data can be expressed in years, months, weeks, or days. This study aims to analyze the effect of Inflation, Bank Indonesia Syariah Certificates (SBIS) and Gross Domestic Product (GDP) on the Jakarta Islamic Index (JII) for the period January 2011-December 2021. The sample used in this study is secondary data. The data used is monthly data from the period 2011-2021. The analysis tool used is EViews 10.0 software. The analytical methods used in this study include stationarity test, optimal lag test, stability test, multivariate cointegration test: Johansen Cointegration Test, Granger Causality test, Vector Autoregressive (VAR) model regression, Impulse Response Function (IRF) analysis and Forecast Error Variance Decomposition (FEVD) analysis. The parameter estimation method used in estimating the Vector Autoregressive (VAR) model is the Ordinary Least Square (OLS) method. The Ordinary Least Square (OLS) method is one of the methods used to estimate parameters by minimizing the function of the sum of the squares of error in a model. The results of this study show that the Jakarta Islamic Index (JII) responded positively due to the shock that occurred in the variables of inflation, Bank Indonesia Syariah Certificates (SBIS) and Gross Domestic Product (GDP). Each independent variable shows a different contribution to the Jakarta Islamic Index (JII) from the percentage of Inflation of 1.38% to 2.61%, Bank Indonesia Syariah Certificates (SBIS) of 0.02% to 0.49% and Gross Domestic Product (GDP) of 1.46% to 5.51%.
date: 2022-05-31
status: published
author list: authors
type: EPrint
type: ThesisEPrint
is part of: repository
has document: http://digilib.uin-suka.ac.id/id/document/784247
has version: http://digilib.uin-suka.ac.id/id/document/784247
has published: http://digilib.uin-suka.ac.id/id/document/784247
has document: http://digilib.uin-suka.ac.id/id/document/784248
has version: http://digilib.uin-suka.ac.id/id/document/784248
has published: http://digilib.uin-suka.ac.id/id/document/784248
has document: http://digilib.uin-suka.ac.id/id/document/784829
has document: http://digilib.uin-suka.ac.id/id/document/784830
has document: http://digilib.uin-suka.ac.id/id/document/784831
has document: http://digilib.uin-suka.ac.id/id/document/784832
has document: http://digilib.uin-suka.ac.id/id/document/784833
has document: http://digilib.uin-suka.ac.id/id/document/784834
has document: http://digilib.uin-suka.ac.id/id/document/784835
has document: http://digilib.uin-suka.ac.id/id/document/784836
subject: Matematika

http://digilib.uin-suka.ac.id/id/document/784247
type: Document
label: PENDEKATAN VECTOR AUTOREGRESSIVE (VAR) DALAM MENGANALISIS PENGARUH INFLASI, SERTIFIKAT BANK INDONESIA SYARIAH (SBIS) DAN PRODUK DOMESTIK BRUTO (PDB) TERHADAP JAKARTA ISLAMIC INDEX (JII) (STUDI KASUS: JAKARTA ISLAMIC INDEX (JII) PERIODE JANUARI 2011–DES (Text)
has file: 17106010053_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
has part: 17106010053_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf

http://digilib.uin-suka.ac.id/id/document/784248
type: Document
label: PENDEKATAN VECTOR AUTOREGRESSIVE (VAR) DALAM MENGANALISIS PENGARUH INFLASI, SERTIFIKAT BANK INDONESIA SYARIAH (SBIS) DAN PRODUK DOMESTIK BRUTO (PDB) TERHADAP JAKARTA ISLAMIC INDEX (JII) (STUDI KASUS: JAKARTA ISLAMIC INDEX (JII) PERIODE JANUARI 2011–DES (Text)

UIN SUNAN KALIJAGA YOGYAKARTA
type: Organization

FAKULTAS SAINS DAN TEKNOLOGI, UIN SUNAN KALIJAGA YOGYAKARTA
type: Organization

NIM.: 17106010053 Seftia Afif Fauzi
type: Person
given name: NIM.: 17106010053
family name: Seftia Afif Fauzi

http://digilib.uin-suka.ac.id/id/document/784829
type: Document
label: PENDEKATAN VECTOR AUTOREGRESSIVE (VAR) DALAM MENGANALISIS PENGARUH INFLASI, SERTIFIKAT BANK INDONESIA SYARIAH (SBIS) DAN PRODUK DOMESTIK BRUTO (PDB) TERHADAP JAKARTA ISLAMIC INDEX (JII) (STUDI KASUS: JAKARTA ISLAMIC INDEX (JII) PERIODE JANUARI 2011–DES (Other)
is version of: http://digilib.uin-suka.ac.id/id/document/784248
is volatile version of: http://digilib.uin-suka.ac.id/id/document/784248
islightbox thumbnail version of: http://digilib.uin-suka.ac.id/id/document/784248

http://digilib.uin-suka.ac.id/id/document/784830
type: Document
label: PENDEKATAN VECTOR AUTOREGRESSIVE (VAR) DALAM MENGANALISIS PENGARUH INFLASI, SERTIFIKAT BANK INDONESIA SYARIAH (SBIS) DAN PRODUK DOMESTIK BRUTO (PDB) TERHADAP JAKARTA ISLAMIC INDEX (JII) (STUDI KASUS: JAKARTA ISLAMIC INDEX (JII) PERIODE JANUARI 2011–DES (Other)
is version of: http://digilib.uin-suka.ac.id/id/document/784248
is volatile version of: http://digilib.uin-suka.ac.id/id/document/784248
ispreview thumbnail version of: http://digilib.uin-suka.ac.id/id/document/784248

http://digilib.uin-suka.ac.id/id/document/784831
type: Document
label: PENDEKATAN VECTOR AUTOREGRESSIVE (VAR) DALAM MENGANALISIS PENGARUH INFLASI, SERTIFIKAT BANK INDONESIA SYARIAH (SBIS) DAN PRODUK DOMESTIK BRUTO (PDB) TERHADAP JAKARTA ISLAMIC INDEX (JII) (STUDI KASUS: JAKARTA ISLAMIC INDEX (JII) PERIODE JANUARI 2011–DES (Other)
is version of: http://digilib.uin-suka.ac.id/id/document/784248
is volatile version of: http://digilib.uin-suka.ac.id/id/document/784248
ismedium thumbnail version of: http://digilib.uin-suka.ac.id/id/document/784248

http://digilib.uin-suka.ac.id/id/document/784832
type: Document
label: PENDEKATAN VECTOR AUTOREGRESSIVE (VAR) DALAM MENGANALISIS PENGARUH INFLASI, SERTIFIKAT BANK INDONESIA SYARIAH (SBIS) DAN PRODUK DOMESTIK BRUTO (PDB) TERHADAP JAKARTA ISLAMIC INDEX (JII) (STUDI KASUS: JAKARTA ISLAMIC INDEX (JII) PERIODE JANUARI 2011–DES (Other)
is version of: http://digilib.uin-suka.ac.id/id/document/784248
is volatile version of: http://digilib.uin-suka.ac.id/id/document/784248
issmall thumbnail version of: http://digilib.uin-suka.ac.id/id/document/784248

http://digilib.uin-suka.ac.id/id/document/784833
type: Document
label: PENDEKATAN VECTOR AUTOREGRESSIVE (VAR) DALAM MENGANALISIS PENGARUH INFLASI, SERTIFIKAT BANK INDONESIA SYARIAH (SBIS) DAN PRODUK DOMESTIK BRUTO (PDB) TERHADAP JAKARTA ISLAMIC INDEX (JII) (STUDI KASUS: JAKARTA ISLAMIC INDEX (JII) PERIODE JANUARI 2011–DES (Other)
is version of: http://digilib.uin-suka.ac.id/id/document/784247
is volatile version of: http://digilib.uin-suka.ac.id/id/document/784247
islightbox thumbnail version of: http://digilib.uin-suka.ac.id/id/document/784247
has file: lightbox.jpg
has part: lightbox.jpg

http://digilib.uin-suka.ac.id/id/document/784834
type: Document
label: PENDEKATAN VECTOR AUTOREGRESSIVE (VAR) DALAM MENGANALISIS PENGARUH INFLASI, SERTIFIKAT BANK INDONESIA SYARIAH (SBIS) DAN PRODUK DOMESTIK BRUTO (PDB) TERHADAP JAKARTA ISLAMIC INDEX (JII) (STUDI KASUS: JAKARTA ISLAMIC INDEX (JII) PERIODE JANUARI 2011–DES (Other)
is version of: http://digilib.uin-suka.ac.id/id/document/784247
is volatile version of: http://digilib.uin-suka.ac.id/id/document/784247
ispreview thumbnail version of: http://digilib.uin-suka.ac.id/id/document/784247
has file: preview.jpg
has part: preview.jpg

http://digilib.uin-suka.ac.id/id/document/784835
type: Document
label: PENDEKATAN VECTOR AUTOREGRESSIVE (VAR) DALAM MENGANALISIS PENGARUH INFLASI, SERTIFIKAT BANK INDONESIA SYARIAH (SBIS) DAN PRODUK DOMESTIK BRUTO (PDB) TERHADAP JAKARTA ISLAMIC INDEX (JII) (STUDI KASUS: JAKARTA ISLAMIC INDEX (JII) PERIODE JANUARI 2011–DES (Other)
is version of: http://digilib.uin-suka.ac.id/id/document/784247
is volatile version of: http://digilib.uin-suka.ac.id/id/document/784247
ismedium thumbnail version of: http://digilib.uin-suka.ac.id/id/document/784247
has file: medium.jpg
has part: medium.jpg

http://digilib.uin-suka.ac.id/id/document/784836
type: Document
label: PENDEKATAN VECTOR AUTOREGRESSIVE (VAR) DALAM MENGANALISIS PENGARUH INFLASI, SERTIFIKAT BANK INDONESIA SYARIAH (SBIS) DAN PRODUK DOMESTIK BRUTO (PDB) TERHADAP JAKARTA ISLAMIC INDEX (JII) (STUDI KASUS: JAKARTA ISLAMIC INDEX (JII) PERIODE JANUARI 2011–DES (Other)
is version of: http://digilib.uin-suka.ac.id/id/document/784247
is volatile version of: http://digilib.uin-suka.ac.id/id/document/784247
issmall thumbnail version of: http://digilib.uin-suka.ac.id/id/document/784247
has file: small.jpg
has part: small.jpg

https://digilib.uin-suka.ac.id/id/eprint/52022/
title: HTML Summary of #52022 PENDEKATAN VECTOR AUTOREGRESSIVE (VAR) DALAM MENGANALISIS PENGARUH INFLASI, SERTIFIKAT BANK INDONESIA SYARIAH (SBIS) DAN PRODUK DOMESTIK BRUTO (PDB) TERHADAP JAKARTA ISLAMIC INDEX (JII) (STUDI KASUS: JAKARTA ISLAMIC INDEX (JII) PERIODE JANUARI 2011–DES
format: text/html
primary topic: http://digilib.uin-suka.ac.id/id/eprint/52022

Matematika
type: Concept