{"id":"https://openalex.org/W4211240130","doi":"https://doi.org/10.30651/must.v6i2.11214","title":"Penerapan Model ARIMAX-GARCH dalam Pemodelan dan Peramalan Volume Transaksi Uang Elektronik di Indonesia","display_name":"Penerapan Model ARIMAX-GARCH dalam Pemodelan dan Peramalan Volume Transaksi Uang Elektronik di Indonesia","publication_year":2021,"publication_date":"2021-12-31","ids":{"openalex":"https://openalex.org/W4211240130","doi":"https://doi.org/10.30651/must.v6i2.11214"},"language":"ms","primary_location":{"id":"doi:10.30651/must.v6i2.11214","doi":"https://doi.org/10.30651/must.v6i2.11214","is_oa":true,"landing_page_url":"https://doi.org/10.30651/must.v6i2.11214","pdf_url":"https://journal.um-surabaya.ac.id/index.php/matematika/article/download/11214/4641","source":{"id":"https://openalex.org/S4210237746","display_name":"MUST Journal of Mathematics Education Science and Technology","issn_l":"2541-4674","issn":["2541-4674","2541-6057"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj"],"host_organization":"https://openalex.org/P4310314899","host_organization_name":"Universitas Muhammadiyah Surabaya","host_organization_lineage":["https://openalex.org/P4310314899"],"host_organization_lineage_names":["Universitas Muhammadiyah Surabaya"],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"MUST: Journal of Mathematics Education, Science and Technology","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://journal.um-surabaya.ac.id/index.php/matematika/article/download/11214/4641","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5088614683","display_name":"Christopher Andreas","orcid":"https://orcid.org/0000-0001-5418-0412","observed_orcids":["https://orcid.org/0000-0001-5418-0412"]},"institutions":[{"id":"https://openalex.org/I205133468","display_name":"Universitas Airlangga","ror":"https://ror.org/04ctejd88","country_code":"ID","type":"education","lineage":["https://openalex.org/I205133468"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Christopher Andreas","raw_affiliation_strings":["Universitas Airlangga"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universitas Airlangga","institution_ids":["https://openalex.org/I205133468"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5021633130","display_name":"Sediono Sediono","orcid":"https://orcid.org/0000-0001-8051-6020","observed_orcids":["https://orcid.org/0000-0001-8051-6020"]},"institutions":[{"id":"https://openalex.org/I205133468","display_name":"Universitas Airlangga","ror":"https://ror.org/04ctejd88","country_code":"ID","type":"education","lineage":["https://openalex.org/I205133468"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Sediono Sediono","raw_affiliation_strings":["Program Studi Statistika, Departemen Matematika, Fakultas Sains dan Teknologi, Universitas Airlangga, Surabaya, Indonesia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Program Studi Statistika, Departemen Matematika, Fakultas Sains dan Teknologi, Universitas Airlangga, Surabaya, Indonesia","institution_ids":["https://openalex.org/I205133468"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5026813303","display_name":"Elly Ana","orcid":"https://orcid.org/0009-0000-6254-3447","observed_orcids":["https://orcid.org/0009-0000-6254-3447"]},"institutions":[{"id":"https://openalex.org/I205133468","display_name":"Universitas Airlangga","ror":"https://ror.org/04ctejd88","country_code":"ID","type":"education","lineage":["https://openalex.org/I205133468"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Elly Ana","raw_affiliation_strings":["Program Studi Statistika, Departemen Matematika, Fakultas Sains dan Teknologi, Universitas Airlangga, Surabaya, Indonesia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Program Studi Statistika, Departemen Matematika, Fakultas Sains dan Teknologi, Universitas Airlangga, Surabaya, Indonesia","institution_ids":["https://openalex.org/I205133468"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5046306756","display_name":"Suliyanto Suliyanto","orcid":"https://orcid.org/0009-0002-0850-7888","observed_orcids":["https://orcid.org/0009-0002-0850-7888"]},"institutions":[{"id":"https://openalex.org/I205133468","display_name":"Universitas Airlangga","ror":"https://ror.org/04ctejd88","country_code":"ID","type":"education","lineage":["https://openalex.org/I205133468"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"Suliyanto Suliyanto","raw_affiliation_strings":["Program Studi Statistika, Departemen Matematika, Fakultas Sains dan Teknologi, Universitas Airlangga, Surabaya, Indonesia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Program Studi Statistika, Departemen Matematika, Fakultas Sains dan Teknologi, Universitas Airlangga, Surabaya, Indonesia","institution_ids":["https://openalex.org/I205133468"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5068738528","display_name":"Muhammad Fariz Fadillah Mardianto","orcid":"https://orcid.org/0000-0002-4541-4552","observed_orcids":["https://orcid.org/0000-0002-4541-4552"]},"institutions":[{"id":"https://openalex.org/I205133468","display_name":"Universitas Airlangga","ror":"https://ror.org/04ctejd88","country_code":"ID","type":"education","lineage":["https://openalex.org/I205133468"]}],"countries":["ID"],"is_corresponding":false,"raw_author_name":"M. Fariz Fadillah Mardianto","raw_affiliation_strings":["Program Studi Statistika, Departemen Matematika, Fakultas Sains dan Teknologi, Universitas Airlangga, Surabaya, Indonesia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Program Studi Statistika, Departemen Matematika, Fakultas Sains dan Teknologi, Universitas Airlangga, Surabaya, Indonesia","institution_ids":["https://openalex.org/I205133468"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I205133468"],"apc_list":{"value":400000,"currency":"IDR","value_usd":26},"apc_paid":{"value":400000,"currency":"IDR","value_usd":26},"fwci":0.4149,"has_fulltext":true,"cited_by_count":8,"citation_normalized_percentile":{"value":0.62868049,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"6","issue":"2","first_page":"241","last_page":"241"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.5356000065803528,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.5356000065803528,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.31520000100135803,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.04899999871850014,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/electronic-money-transactions","display_name":"electronic money transactions","score":0.8920000195503235},{"id":"https://openalex.org/keywords/covid-19-pandemic-impact","display_name":"COVID-19 pandemic impact","score":0.9350000023841858},{"id":"https://openalex.org/keywords/digital-economy","display_name":"digital economy","score":0.8809999823570251},{"id":"https://openalex.org/keywords/indonesia","display_name":"Indonesia","score":0.4490000009536743}],"concepts":[{"id":"https://openalex.org/C15708023","wikidata":"https://www.wikidata.org/wiki/Q80083","display_name":"Humanities","level":1,"score":0.46172896027565},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.06554758548736572}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.30651/must.v6i2.11214","doi":"https://doi.org/10.30651/must.v6i2.11214","is_oa":true,"landing_page_url":"https://doi.org/10.30651/must.v6i2.11214","pdf_url":"https://journal.um-surabaya.ac.id/index.php/matematika/article/download/11214/4641","source":{"id":"https://openalex.org/S4210237746","display_name":"MUST Journal of Mathematics Education Science and Technology","issn_l":"2541-4674","issn":["2541-4674","2541-6057"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj"],"host_organization":"https://openalex.org/P4310314899","host_organization_name":"Universitas Muhammadiyah Surabaya","host_organization_lineage":["https://openalex.org/P4310314899"],"host_organization_lineage_names":["Universitas Muhammadiyah Surabaya"],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"MUST: Journal of Mathematics Education, Science and Technology","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.30651/must.v6i2.11214","doi":"https://doi.org/10.30651/must.v6i2.11214","is_oa":true,"landing_page_url":"https://doi.org/10.30651/must.v6i2.11214","pdf_url":"https://journal.um-surabaya.ac.id/index.php/matematika/article/download/11214/4641","source":{"id":"https://openalex.org/S4210237746","display_name":"MUST Journal of Mathematics Education Science and Technology","issn_l":"2541-4674","issn":["2541-4674","2541-6057"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj"],"host_organization":"https://openalex.org/P4310314899","host_organization_name":"Universitas Muhammadiyah Surabaya","host_organization_lineage":["https://openalex.org/P4310314899"],"host_organization_lineage_names":["Universitas Muhammadiyah Surabaya"],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"MUST: Journal of Mathematics Education, Science and Technology","raw_type":"journal-article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","display_name":"Industry, innovation and infrastructure","score":0.4943999946117401}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4211240130.pdf","grobid_xml":"https://content.openalex.org/works/W4211240130.grobid-xml"},"referenced_works_count":11,"referenced_works":["https://openalex.org/W284767852","https://openalex.org/W1658820945","https://openalex.org/W2182041661","https://openalex.org/W2795491189","https://openalex.org/W3017152808","https://openalex.org/W3133680329","https://openalex.org/W3133911910","https://openalex.org/W3134954699","https://openalex.org/W3135258087","https://openalex.org/W3204807017","https://openalex.org/W4300336601"],"related_works":["https://openalex.org/W6989163369","https://openalex.org/W4390119578","https://openalex.org/W4415685589","https://openalex.org/W7215791917","https://openalex.org/W6989318060","https://openalex.org/W3190897316","https://openalex.org/W4408776960","https://openalex.org/W7218356203","https://openalex.org/W3215782207","https://openalex.org/W4412461513"],"abstract_inverted_index":{"Di":[0],"era":[1],"ekonomi":[2,6,28,37,74,193],"digital,":[3],"berbagai":[4,17],"aktivitas":[5],"telah":[7],"banyak":[8],"memanfaatkan":[9],"penggunaan":[10,196],"uang":[11,14,57,66,93,109,144,167,178,197],"elektronik.":[12],"Penggunaan":[13],"elektronik":[15,58,67,94,110,145,168,179,198],"memberi":[16],"dampak":[18],"positif":[19],"terhadap":[20,175],"perekonomian":[21],"dan":[22,53,111,169],"pertumbuhan":[23,36],"ekonomi.":[24],"Untuk":[25],"itu,":[26,161],"perkembangan":[27,73,192],"digital":[29,75,194],"terus":[30],"didorong":[31],"dalam":[32,140,187],"upaya":[33],"untuk":[34,61,81],"meningkatkan":[35],"seperti":[38],"salah":[39,70],"satu":[40,71],"pilar":[41],"tujuan":[42],"dari":[43,126],"Sustainable":[44],"Development":[45],"Goals":[46],"(SDGs).":[47],"Hal":[48,148],"ini":[49,79,116,149,183],"menunjukkan":[50],"bahwa":[51],"pemodelan":[52,100],"peramalan":[54],"volume":[55,64,91,142,176],"transaksi":[56,65,92,143,177],"sangat":[59],"penting":[60],"dilakukan":[62,101,117],"karena":[63],"tersebut":[68],"merupakan":[69],"indikator":[72],"di":[76,95,146,180,199],"Indonesia.":[77,96,128,147,181,200],"Penelitian":[78,115,182],"bertujuan":[80],"menciptakan":[82],"model":[83,131,134],"statistika":[84,135],"yang":[85,124,136],"memiliki":[86,137],"akurasi":[87,138],"tinggi":[88,139],"guna":[89],"meramalkan":[90,141],"Dalam":[97],"hal":[98],"ini,":[99],"dengan":[102,118],"mempertimbangkan":[103],"dua":[104],"variabel":[105,163],"eksogen":[106,164],"yaitu":[107,165],"infrastruktur":[108,166],"kondisi":[112,170],"pandemi":[113,171],"Covid-19.":[114],"melakukan":[119,188],"analisis":[120],"data":[121,123],"berdasarkan":[122],"bersumber":[125],"Bank":[127],"Dengan":[129],"menerapkan":[130],"ARIMAX-GARCH,":[132],"diperoleh":[133],"ditandai":[150],"melalui":[151],"nilai":[152],"Mean":[153],"Absolute":[154],"Percentage":[155],"Error":[156],"(MAPE)":[157],"sebesar":[158],"11,33%.":[159],"Selain":[160],"kedua":[162],"Covid-19":[172],"berpengaruh":[173],"signifikan":[174],"bermanfaat":[184],"sebagai":[185],"landasan":[186],"evaluasi":[189],"kebijakan":[190],"terkait":[191],"khususnya":[195]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2022-02-13T00:00:00"}
