PENERAPAN REGRESI NONPARAMETRIK KERNEL DAN SPLINE DALAM MEMODELKAN RETURN ON ASSET (ROA) BANK SYARIAH DI INDONESIA

Epsilon: Jurnal Pendidikan Matematika

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Title PENERAPAN REGRESI NONPARAMETRIK KERNEL DAN SPLINE DALAM MEMODELKAN RETURN ON ASSET (ROA) BANK SYARIAH DI INDONESIA
 
Creator Rahayu, Putri Indi
Sihombing, Pardomuan Robinson
 
Description Abstract: Sharia Bank Return On Assets (ROA) modeling in Indonesia in 2018 aims to analyze the relationship pattern of Return On Assets (ROA) with interest rates. The analysis that is often used for modeling is regression analysis. Regression analysis is divided into two, namely parametric and nonparametric. The most commonly used nonparametric regression methods are kernel and spline regression. In this study, the nonparametric regression used was kernel regression with the Nadaraya-Watson (NWE) estimator and Local Polynomial (LPE) estimator, while the spline regression was smoothing spline and B-splines. The fitting curve results show that the best model is the B-splines regression model with a degree of 3 and the number of knots 5. This is because the B-splines regression model has a smooth curve and more closely follows the distribution of data compared to other regression curves. The B-splines regression model has a determination coefficient of R^2 of 74.92%, meaning that the amount of variation in the ROA variable described by the B-splines regression model is 74.92%, while the remaining 25.8% is explained by other variables not included in the model.
 
Publisher LPPM STKIP PGRI Bandar Lampung
 
Date 2020-12-18
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://jurnal.stkippgribl.ac.id/index.php/epsilon/article/view/893
10.52217/epsilon.v2i2.893
 
Source Epsilon: Jurnal Pendidikan Matematika; Vol 2 No 2 (2020): Epsilon: Jurnal Pendidikan Matematika; 83-94
2715-6028
2685-2519
10.52217/epsilon.v2i2
 
Language eng
 
Relation http://jurnal.stkippgribl.ac.id/index.php/epsilon/article/view/893/625
 
Rights Copyright (c) 2020 Epsilon: Jurnal Pendidikan Matematika
 

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