According to overall mean square root of weighted deviation, presented an evaluation model of geology-technique-social conditions with a significant index system for the estimation of operating quality in productive c...According to overall mean square root of weighted deviation, presented an evaluation model of geology-technique-social conditions with a significant index system for the estimation of operating quality in productive coal mines. In the given example, the evaluation result is used to decide management strategy of coal mine, which plays a guiding role in the production.展开更多
Capital market is one of the drivers of the economy through the formation of capital investor excess as well as an indicator of a country's economy. Movement of stock price index is often influenced by many factors, ...Capital market is one of the drivers of the economy through the formation of capital investor excess as well as an indicator of a country's economy. Movement of stock price index is often influenced by many factors, derived from the company's performance, monetary factor, and changes in world oil prices. This study highlights the problem in world oil prices due to political turmoil in the Middle East. The samples are taken from the Jakarta Composite Stock Price Index (JCI), oil prices, Indonesian inflation rate, Certificate of Bank Indonesia's (CBI) rate, and the reserve assets, during the period from January 2005 to December 2011 (84 months). Using the data published by the Bank of Indonesia, reports of the Central Bureau of Statistics (Biro Pusat Statistik, BPS), and other relevant sources, the data analyzed through the Eviews 7.1. The main objective of this study is to examine the effect of oil prices, foreign stock price index, and monetary variables (inflation rate, CBI rate, country's foreign reserves, and others) toward the JCI analyzed through the error correction model (ECM). Hypothesis testing with the F-test for the 95% confidence level indicates that the oil price, exchange rate (Indonesian Rupiah (IDR)/United States Dollar (USD)), CBI rate, foreign exchange reserves, the Dow Jones Index, and the Taiwan stock index, both simultaneously as well as partially have a significant influence on the JCI.展开更多
The aim of this article is to present author's application of wavelets to predict short-term macroeconomic indicators Proposed to predict short-term time series (in particular for predicting macroeconomic indicators...The aim of this article is to present author's application of wavelets to predict short-term macroeconomic indicators Proposed to predict short-term time series (in particular for predicting macroeconomic indicators), proprietary model is based on wavelet analysis with Haar wavelets, Daubechies wavelets, and adaptive models; they are the trend crawling model and alignment exponential model. Adaptive models have been modified through the introduction of wavelet function and combined into a single forecast model. Obtained from conducted research results, it shows the model an effective instrument to predict the short-term.展开更多
文摘According to overall mean square root of weighted deviation, presented an evaluation model of geology-technique-social conditions with a significant index system for the estimation of operating quality in productive coal mines. In the given example, the evaluation result is used to decide management strategy of coal mine, which plays a guiding role in the production.
文摘Capital market is one of the drivers of the economy through the formation of capital investor excess as well as an indicator of a country's economy. Movement of stock price index is often influenced by many factors, derived from the company's performance, monetary factor, and changes in world oil prices. This study highlights the problem in world oil prices due to political turmoil in the Middle East. The samples are taken from the Jakarta Composite Stock Price Index (JCI), oil prices, Indonesian inflation rate, Certificate of Bank Indonesia's (CBI) rate, and the reserve assets, during the period from January 2005 to December 2011 (84 months). Using the data published by the Bank of Indonesia, reports of the Central Bureau of Statistics (Biro Pusat Statistik, BPS), and other relevant sources, the data analyzed through the Eviews 7.1. The main objective of this study is to examine the effect of oil prices, foreign stock price index, and monetary variables (inflation rate, CBI rate, country's foreign reserves, and others) toward the JCI analyzed through the error correction model (ECM). Hypothesis testing with the F-test for the 95% confidence level indicates that the oil price, exchange rate (Indonesian Rupiah (IDR)/United States Dollar (USD)), CBI rate, foreign exchange reserves, the Dow Jones Index, and the Taiwan stock index, both simultaneously as well as partially have a significant influence on the JCI.
文摘The aim of this article is to present author's application of wavelets to predict short-term macroeconomic indicators Proposed to predict short-term time series (in particular for predicting macroeconomic indicators), proprietary model is based on wavelet analysis with Haar wavelets, Daubechies wavelets, and adaptive models; they are the trend crawling model and alignment exponential model. Adaptive models have been modified through the introduction of wavelet function and combined into a single forecast model. Obtained from conducted research results, it shows the model an effective instrument to predict the short-term.