Locf imputation for Astra Agro Lestari Tbk. (Indonesia) and Anadolu Group (Turkey) stock
This study aims to apply time series graphs on stock of Astra Agro Lestari Tbk. and Anadolu Group with last observation carried forward (LOCF) imputation. The imputation was used because the data for the two companies had missing values on several dates. Missing value contained in the company Astra...
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| Format: | Article |
| Language: | English |
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Department of Mathematics FMIPA University of Jember
2022-09-01
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| Series: | Majalah Ilmiah Matematika dan Statistika |
| Online Access: | https://jurnal.unej.ac.id/index.php/MIMS/article/view/32305 |
| _version_ | 1797838713789612032 |
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| author | Fadhlul Mubarak Atilla Aslanargun Vinny Yuliani Sundara |
| author_facet | Fadhlul Mubarak Atilla Aslanargun Vinny Yuliani Sundara |
| author_sort | Fadhlul Mubarak |
| collection | DOAJ |
| description | This study aims to apply time series graphs on stock of Astra Agro Lestari Tbk. and Anadolu Group with last observation carried forward (LOCF) imputation. The imputation was used because the data for the two companies had missing values on several dates. Missing value contained in the company Astra Agro Lestari Tbk. in Indonesia more than Anadolu Group in Turkey because of the difference in the number of holidays. Original data and data with complete dates are combined to form new data where missing values are seen on certain dates. The function used in the R program to form the graph is xts. However, the Date variable has a character class so it needs to be changed to the Date class. The xts function will error if the class is not changed. The modification also causes the horizontal axis of the graph to be replaced by the date. Based on the chart of stock prices and transaction volume of stock of the company Astra Agro Lestari Tbk. and Anadolu Group experienced increases, decreases, and is constant on several dates.
Keywords: missing value, R programming, stock prices, transaction volume.
MSC2020: 62M10, 91B84, 62-04 |
| first_indexed | 2024-04-09T15:46:24Z |
| format | Article |
| id | doaj.art-81c734e4a2a54b35a736ae1c02be094a |
| institution | Directory Open Access Journal |
| issn | 1411-6669 2722-9866 |
| language | English |
| last_indexed | 2024-04-09T15:46:24Z |
| publishDate | 2022-09-01 |
| publisher | Department of Mathematics FMIPA University of Jember |
| record_format | Article |
| series | Majalah Ilmiah Matematika dan Statistika |
| spelling | doaj.art-81c734e4a2a54b35a736ae1c02be094a2023-04-27T02:22:28ZengDepartment of Mathematics FMIPA University of JemberMajalah Ilmiah Matematika dan Statistika1411-66692722-98662022-09-0122214516010.19184/mims.v22i2.3230532305Locf imputation for Astra Agro Lestari Tbk. (Indonesia) and Anadolu Group (Turkey) stockFadhlul Mubarak0Atilla Aslanargun1Vinny Yuliani Sundara2Department of Sharia Economic, UIN Sulthan Thaha Saifuddin Jambi, IndonesiaDepartment of Statistics, Eskisehir Technical University, TurkeyDepartment of Mathematics Education, UIN Sulthan Thaha Saifuddin Jambi, IndonesiaThis study aims to apply time series graphs on stock of Astra Agro Lestari Tbk. and Anadolu Group with last observation carried forward (LOCF) imputation. The imputation was used because the data for the two companies had missing values on several dates. Missing value contained in the company Astra Agro Lestari Tbk. in Indonesia more than Anadolu Group in Turkey because of the difference in the number of holidays. Original data and data with complete dates are combined to form new data where missing values are seen on certain dates. The function used in the R program to form the graph is xts. However, the Date variable has a character class so it needs to be changed to the Date class. The xts function will error if the class is not changed. The modification also causes the horizontal axis of the graph to be replaced by the date. Based on the chart of stock prices and transaction volume of stock of the company Astra Agro Lestari Tbk. and Anadolu Group experienced increases, decreases, and is constant on several dates. Keywords: missing value, R programming, stock prices, transaction volume. MSC2020: 62M10, 91B84, 62-04https://jurnal.unej.ac.id/index.php/MIMS/article/view/32305 |
| spellingShingle | Fadhlul Mubarak Atilla Aslanargun Vinny Yuliani Sundara Locf imputation for Astra Agro Lestari Tbk. (Indonesia) and Anadolu Group (Turkey) stock Majalah Ilmiah Matematika dan Statistika |
| title | Locf imputation for Astra Agro Lestari Tbk. (Indonesia) and Anadolu Group (Turkey) stock |
| title_full | Locf imputation for Astra Agro Lestari Tbk. (Indonesia) and Anadolu Group (Turkey) stock |
| title_fullStr | Locf imputation for Astra Agro Lestari Tbk. (Indonesia) and Anadolu Group (Turkey) stock |
| title_full_unstemmed | Locf imputation for Astra Agro Lestari Tbk. (Indonesia) and Anadolu Group (Turkey) stock |
| title_short | Locf imputation for Astra Agro Lestari Tbk. (Indonesia) and Anadolu Group (Turkey) stock |
| title_sort | locf imputation for astra agro lestari tbk indonesia and anadolu group turkey stock |
| url | https://jurnal.unej.ac.id/index.php/MIMS/article/view/32305 |
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