E jurnal Matematika

7-14

Authors: Zakiah Nurlaila, Made Susilawati, Desak Putu Eka Nilakusmawati

Ordinary Least Squares (OLS) used to estimate the parameters in the regression analysis. If one of the assumptions is not fulfilled, the results of the OLS are no longer best, linear, and unbiased properties. The aim of this research was to find out the application of Newey West method to correct standard error when heteroscedasticity and autocorrelation occurred, and to compare the results of OLS with Newey West method on secondary and simulation data. OLS can still be used to estimate the regression parameter when heteroscedasticity and autocorrelation occurred. However, it will cause bias on standard error of parameter. A method which can correct the standard error of parameters to be unbiased parameter is Newey West method. The secondary data about Passenger Car Milage and data simulated contain heteroscedasticity and autocorrelation. The analysis showed that the Newey West method were known is able to correct standard error when heteroscedasticity and autocorrelation occurred on both of data. It was obtained that Newey west method with g=3 and g=4 changes the value of the bias standard error of OLS to be unbiased.

22-28

Authors: Ni Luh Juliantari, I Wayan Sumarjaya, I Nyoman Widana

Unit-linked whole life insurance is an insurance that combines traditional whole life insurance with modern insurance unit-links which provide both protection and investment. One of indexing method for calculating premium of unit-linked insurance is point to point method. The data used in this study was the closing price of PT. Astra Agro Lestari, Indonesia Tbk and The mortality table used in this research is Indonesia’s Mortalita Table III Men. It was obtained that the net single premium for whole life insurance unit-linked for the insured aged 45 years is amounted to Rp350.324,-.

37-46

Authors: Ni Made Surya Jayanti, I Wayan Sumarjaya, Made Susilawati

One of spatial regression model is Spatial Autoregressive (SAR), which assumes that the autoregressive process only on the dependent variable only by considering the spatial effects. There are two aspects of spatial effects, that is spatial dependence and spatial heterogeneity. One of the problems which considers spatial effect is the spread of Dengue Hemorrhagic Fever (DHF). Denpasar City is an endemic DHF disease because there have been DHF cases in three consecutive years or more. The purpose of this research is to estimate the spread of DHF in Denpasar City along with the factors that affect it. The results show that the factors that influence the spread of DHF are neighborhood, area and the role of Jumantik at the every village in Denpasar City.

56-64

Authors: Ni Luh Nikasari, Komang Dharmawan, I Gusti Ayu Made Srinadi

There are several methods that can be used to measure the risk of a portfolio of stocks. One of them is Average Value at Risk (AVaR). The purpose of this study is to implement Principal Component Analysis (PCA) to select stocks to be incorporated in the portfolio and also to compare the AVaR of the portfolio when the stocks selected using PCA and selected using mean-variance method. The data we used are the closing price of the stocks BBCA, BDMN, ICBP, INTP, CPIN, KLBF, GGRM, MNCN, SMCB, and SGRO. The selected stocks using PCA are BBCA, CPIN, INTP and, MNCN with AVaR is 1.0971% for 90% confidence level and for 95% confidence level is 1.1432% whereas by using mean variance method, it is found that BDMN, GGRM, ICBP, and SMCB have to be incorporated in the portfolio with AVaR is 1.3314% for 90% confidence level and 1.4263% for 95% confidence level.

74-82

Authors: Desi Kurnia Sari, I Nyoman Widana, Kartika Sari

Vasicek is one of the stochastic interest rate model that can capture interest rates movement. The aim of this research was to get the comparison of the level premium for an endowment life insurance under stochastic interest rate without and by using Monte Carlo simulation. The result show that the level premium without Monte Carlo simulation is not much different from the result of the level premium by using Monte Carlo simulation. However, the premium calculation by using Monte Carlo simulation can also be searched the range of losses and gains of the insurance company at certain confidence interval. In this case using a confidence interval of 95%.

90-98

Authors: Kadek Andrei Prabawa, Ni Luh Putu Suciptawati, Desak Putu Eka Nilakusmawati

Customer satisfaction is determined by the quality of customer service desired. Service quality of a company are important viewed from a consumer standpoint. The purpose of this study is (1) to determine dominant factors of the service quality by using factor analysis and (2) to determine the relationship among service quality and customer satisfaction by using canonical correlation analysis. The primary data were obtained by distributing questionnaires. The sampling technique used was purposive sampling with the number of respondents as much as 150 customers. Factor analysis showed that the dominant factors in the quality of service is empathy and the competence of company’s people with account for data variance as much as 46,156%. Meanwhile, by using canonical correlation analysis we found that the quality of service and customer satisfaction has close relationship, with the canonical correlation value as much as 0.869.

106-115

Authors: Ida Ayu Made Supartini, I Komang Gde Sukarsa, I Gusti Ayu Made Srinadi

Tabanan Regency is one of the eight regencies and one municipality in Bali Province. Administratively, it is divided into 10 districs and 133 villages. There are rural areas and urban areas in the regions. Discriminant analysis is a technique related to the separation of objects into different groups that have been set previously. The purpose of this research is to classify 133 villlages in Tabanan Regency into urban or rural groups with discriminant analysis. Linear discriminant analysis assumes that the covariance matrix of the two groups are equals, if the assumption of equality of covariance matrix is violated, quadratic discriminant analysis can be used for classification. This research uses k-fold crosss validation method for calculating the accuracy of quadratic discriminant function where k=2,3,4. Quadratic discriminant function is obtained by k=4 with the smallest APER value (0.09). All of classification results are stable and consistence.

124-130

Authors: Tri Alit Tresna Putra, I Komang Gde Sukarsa, I Gusti Ayu Made Srinadi

The aim of this study was to demonstrate the application of Statistics Quality Control in fierce industries. By observing Batik production process at PT XYZ as a case in this work, we applied Six Sigma Method to analyze defective product and their cause while also measure overall quality goodness. Six Sigma is a method to improve a process and reduce defects in productions into 3.4 defects per million productions. We use handprint batik productions at PT XYZ as a case in this study. The method is involving Define, Measure and Analyze (DMA) phases. By using Six Sigma, it was obtained that the quality of handprint batik are quite good with sigma of 3.105 and defect rate of 54.269 million production (DPMO). There are four defect causes of handprint batik namely: ripped fabric, shallowness, perforation, and mispattern which contribute 41,7%, 35,8%, 15%, 7,5% respectively from overall defects. The main cause of defects is the carelessness of workers in production process. Therefore we need to reduce the carelessness to improve production quality.

137-142

Authors: Jonner Nainggolan

A tuberculosis model of SEIT type which incorporates treatment of infectives is considered. The population is divided into four compartments, that is: S are individuals in the susceptible compartment, E are individuals in the exposed compartments, I are individuals in the infected compartment, and T are individuals in the treatment compartments. For this model, controls on treatment is incorporated to reduce the actively infected individual compartments, via application of the Pontryagins Maximum Principle of optimal control theory. Numerical calculations with the approach of the Runge-Kutta method of fourth order can be seen that, the influence of the control treatment to more effectively reduce the number of individuals in the infected compartment compared with no controls. The basic reproduction ratio with control less compared with no controls.

152-160

Authors: I Putu Arista Yasa, Ni Luh Putu Suciptawati, Made Susilawati

The aim of this study was to be able to determine some factors that affected customer satisfaction on the quality of the services provided by LPD Sidakarya. Samples of this study were 150 respondents. The respondents were customers of LPD Sidakarya who have been registered since at least a year ago. There were two variables in this study; i.e. perception and expectation variables in which each of the variable had 30 indicators that affected the satisfaction of the customer on service quality. In addition, this study also determined five factors that affected customer satisfaction on the service quality. The method used was confirmatory factor analysis. It was found on the results of this study that the formed factor of these 30 indicators that affected the satisfaction of the customer on service quality indeed five main factors consisted of tangibles, reliability, responsiveness, assurance and empathy. The most dominant factor obtained was reliability.

220-225

Authors: I Gede Seka Suyoga, I Putu Eka Nila Kencana, I Komang Gde Sukarsa

Tuition fee is the payment of tuition fees each semester borne by each student based on their economic capabilities. Tuition fee is divided into five groups from tuition fee group 1 to tuition fee group 5. This research aims to find the accuracy of the classification of tuition fee using Support Vector Machine (SVM). SVM is a method used for classification of the concept to find hyperplane (separator function) that can separate the data into a predetermined class. In this research, SVM is used to determine the accuracy of tuition fee classification. The variables used are income parents, father’s occupation, mother’s occupation, home ownership status, building, land area, electricity cost, water cost, phone cost, saving accounts, jewelry ownership, and a premium ownership. The results obtained are five hyperplanes to separate tuition fee with accuracy of the classification of tuition fee was 59,69%.

233-240

Authors: Komang Kokom Sucahyati Dewi P., Made Susilawati, I Wayan Sumarjaya

Spatial autoregressive (SAR) is a model of spatial regression which assumes that autoregressive process is only for the dependent variable by considering the spatial effect. The spatial effect consists of spatial dependence and spatial heterogeneity. One of problems which considers spatial effect is the case of society which do public bathing, washing, and toilets facilities (PBWTF) in the river, in Blahbatuh District. The aim of this research is to obtaine the model of society which still do PBWTF in the river, in Blahbatuh Districts in 2016 and to determine the factors that influence it. In this research, we obtained the model which is able to illustrate the case of society which do PBWTF and the factors that influence it such as the amount of householde which do not have latrine and the amount of family who lives near the river in every subvillage in Blahbatuh District.

248-252

Authors: Moh. Heri Setiawan, G. K. Gandhiadi, Luh Putu Ida Harini

This study to determine the selection of computer hardware using fuzzy database method. This is because of many series of hardware produced by the manufacture, so the public will be confused in determining the choice of a combination of computer assembly. In this study the processor, motherboard, random access memory, hard disk, vga cards, power supply studied to find best recommendation. The result obtained from this study these several results obtained in study in the form of recommendation, that is if the recommendation value 0 then the hardware is not displayed as a decision, whereas if the recommendation value is greater than 0 and less than or equal to 1 the device will be displayed as a decision according to the value of its recommendation.

176-182

Authors: Maman Ahdiyat, Lasia Agustina, Nurul Hikmah

The objective of this research is to obtain data about the model of learning that is designed specifically for children who have difficulty in studying in the State Elementary School of Inclusive Education in South Jakarta. The research is done by Research and Development method with qualitative approach with descriptive analysis Observation and documentary study). Population is State Elementary School Provider of Inclusive Education in South Jakarta with a large sample of 10 schools, with sampling technique used is random sampling. Instrument research used questionnaire. Result is: 1) There is no single school that uses a specific learning model for children with learning difficulties, 2) The learning model used still uses conventional learning model where children are treated the same as normal children (no learning difficulties).

188-195

Authors: Ni Wayan Eka Surya Artini, I Putu Eka Nila Kencana, Ketut Jayanegara

The purpose of this research is to determine the dominant factors that influence the increment of poverty in 6 villages in Bangli regency which categorized as disadvantaged village in Bali province, namely, Binyan Village, Ulian Village, Langgahan Village, Abuan Village, Mengani Village, and Tembuku Village. The total respondents in this research are 84 poor families which determined through the stratified proportional random sampling method. The research regarding the poverty in disadvantaged village involves 5 latent variables, namely, poverty rate, inability to meet basic needs, the shortage of human resource competencies, inability to meet support needs, and the shortage of access to infrastructure which are each 5 of the latent variable have the reflective indicator. This research is using the variant-based (PLS-SEM) Structural Equation Modeling (SEM) method and calculated through smart PLS software. Based on the output of structural poverty rate equation model resulting from the analysis, it can be concluded that the increment of inability to meet basic needs, the shortage of human resource competencies, and the shortage of access to infrastructure have a significant effect towards the increment of poverty rate in a disadvantage village, meanwhile inability to meet support needs rate has no effect towards poverty rate in the disadvantaged village of Bangli Regency.

205-213

Authors: Dicky Arya Bramanta, I Nyoman Widana, Luh Putu Ida Harini, I Wayan Sumarjaya

This study examines about last survivor life insurance with return of premium for married couples with independent and dependent mortality model. By using Frank copula, Clayton copula, Gumbel copula and Indonesian Mortalita Table 2011, the impact of future life dependence on single premiums and annually premium is evaluated. Based on the calculation of premium with a 10 year contract for the insured parties aged 58 years and 55 years with interest rate used 6.5%, the value of insurance premium last survivor with return of premium is more expensive than without return of premium. The greater the dependency, the more expensive the price of the premium.