Analisis Intervesi Fungsi Step Efek Program Tol-Laut Terhadap Pergerakan Harga Saham TMAS.JK

  • Wigid Hariadi IKIP PGRI JEMBER


Abstract. Intervention analysis is used to evaluate the effect of external events on a time series data. Sea-highway program is one of the leading programs Joko Widodo-Jusuf Kalla in presidential election 2014. So the author want to modeling the effect from Sea-highway programs on stock price movement in the shipping sector, TMAS.JK (Pelayaran Tempuran Emas tbk). After analyzing, proven that it has happened intervention on movement of daily stock price TMAS.JK caused by Sea-highway programs. Intervention I, on 11 August 2014, which was efect as a result of the election of the Joko Widodo-Jusuf kalla pair as President and vice President Republic of Indonesia on 22 july 2014. Intervention II, on 10 november 2014, president Joko Widodo speech in APEC about Sea-highway Program, and offering investment in port construction to foreign country. So that the model of time series analysis that right is intervention analysis model multi input step function, where the model is ARIMA (2,1,0), StepI (b=0, s=2, r=1), StepII (b=3, s=0, r=1).

 Keywords: Intervention Analysis, Multi Input, Step Function, Sea-highway.


Abstrak. Analisis intervensi digunakan untuk mengevaluasi efek dari peristiwa eksternal pada suatu data time series. Program Tol-Laut merupakan salah satu program unggulan pasangan Joko Widodo-Jusuf Kalla dalam pemilu 2014. sehingga, penulis ingin memodelkan efek dari Program Tol-Laut terhadap pergerakan harga saham dibidang pelayaran, TMAS.JK (Pelayaran Tempuran Emas tbk). Setelah dilakukan analisis data, terbukti bahwa terjadi intervensi pada pergerakan harga saham harian TMAS.JK yang disebabkan oleh efek dari program Tol-Laut. Dimana intervensi I, pada tanggal 11 Agustus 2014, yang diduga sebagai dampak dari terpilihnya pasangan Joko widodo-Jusuf Kalla sebagai presiden dan wakil presiden Republik Indonesia pada tanggal 22 Juli 2014. Intervensi II, pada tanggal 10 November 2014, pidato Presiden Joko Widodo di forum APEC mengenai program  tol  laut, dan  menawarkan investasi dibidang pembangunan pelabuhan  kepada bangsa asing. Sehingga model analisis time series yang tepat adalah model analisis intervensi multi input fungsi step, dimana modelnya adalah ARIMA (2,1,0), StepI (b=0, s=2, r=1), StepII (b=3, s=0, r=1).

Kata kunci: Analisis intervensi, Multi Input, fungsi step, Tol-Laut.


[1] Bain, L.J. dan Engelhardt, M. 1992. Introduction to Probability and Mathematical Statistics. Duxbury Press. Boston.
[2] Box, G.E.P. Jenskins, G.M. and Reinsel, G.C. 1994. Time Series Analysis Forecasting and Control: Third Edition. Prentice-Hall International, Inc. United States of America.
[3] Box, G.E.P. and Tiao, G.C. 1975. Intervention Analysis With Applications to Economic and Environmental Problems. Journal of American Statistical Association. Marc 1975, Volume 70, Number 349 Invited Paper, Theory and Methods Section.
[4] Subanar. 2013. Statistika Matematika. Graha Ilmu.Yogyakarta.
[5] Wei, W.W.S. 2006. Time Series Analysis: Univariate and Multivariate Methods: Second Edition. Addison-Wesley Publishing Company, Inc. California.