Dampak Pandemi Covid-19 dan Pidato Kemenangan Joe Biden Terhadap Indeks Harga Saham Gabungan (IHSG) Menggunakan Analisis Intervensi Multi Input

Novita, Maria (2021) Dampak Pandemi Covid-19 dan Pidato Kemenangan Joe Biden Terhadap Indeks Harga Saham Gabungan (IHSG) Menggunakan Analisis Intervensi Multi Input. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Dunia dihebohkan dengan munculnya virus jenis baru yakni Covid-19. 2 Maret 2020 merupakan hari dimana Presiden Joko Widodo mengumumkan dua pasien positif Covid-19 sebagai kasus pertama Covid-19 di Indonesia. Pandemi Covid-19 dan PSBB yang dilakukan pemerintah berdampak buruk pada pertumbuhan ekonomi. Pada kuartal kedua tahun 2020, Produk Domestik Bruto (PDB) turun sebesar 5,3% dibandingkan dengan kuartal yang sama tahun 2019. Nilai IHSG turun dari 6000-an menjadi 4000-an setelah kasus Covid19 pertama di Indonesia. IHSG akhirnya menunjukkan tren kenaikan saat Joe Biden melakukan pidato kemenangan pada tanggal 9 November 2020. Hasil pemilu AS membuat mata uang yang paling volatile termasuk rupiah menguat. Analisis intervensi digunakan untuk mengevaluasi efek dari pandemi Covid-19 dan pidato kemenangan Joe Biden terhadap IHSG serta mendapatkan hasil peramalan yang akurat dimana data yang digunakan adalah data harian closing IHSG bulan April 2019 hingga Desember 2020. Hasil analisis intervensi yang didapatkan ialah pandemi Covid-19 menaikkan nilai IHSG sebesar 233,70 poin pada hari kedua dan menaikkan 121,47 poin pada hari ketiga sejak diumumkannya pasien pertama Covid-19 di Indonesia. Pemberlakuan PSBB di DKI Jakarta menurunkan nilai IHSG sebesar 167,31 poin satu hari setelah diberlakukannya kebijakan tersebut serta pidato kemenangan Joe Biden tidak berpengaruh pada nilai IHSG
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The world is shocked by the emergence of a new type of virus, namely Covid-19. 2020 March 2, the day President Joko Widodo announced two positive Covid-19 patients as the first cases of Covid-19 in Indonesia. The Covid-19 pandemic and the LSSR carried out by the government harmed economic growth. In the second quarter of 2020, Gross Domestic Product (GDP) decreased by 5.3% compared to the same quarter in 2019. The value of the IDX fell from the 6000's to the 4,000's after the first Covid-19 case in Indonesia. The IDX finally showed an upward trend when Joe Biden made his victory speech on 2020 November 7. The results of the US election made the most volatile currencies, including the rupiah, strengthen. Intervention analysis is used to evaluate the effect of the Covid-19 pandemic and Joe Biden's victory speech on the IDX and obtain accurate forecasting results where the data used is the daily closing data for the IDX from April 2019 to December 2020. The results of the intervention analysis obtained are the Covid-19 pandemic. raised the IDX value by 233,70 points on the second day and raised 121,47 points on the third day since the announcement of the first Covid19 patient in Indonesia. The implementation of the LSSR in DKI Jakarta lowered the IDX value by 167,31 points one day after the policy was implemented and Joe Biden's victory speech had no effect on the IDX value.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Analisis Intervensi, Covid-19, IHSG, Joe Biden, PSBB, Intervention Analysis, IDX, LSSR
Subjects:	Q Science > QA Mathematics > QA276 Mathematical statistics. Time-series analysis. Failure time data analysis. Survival analysis (Biometry)
Divisions:	Faculty of Science and Data Analytics (SCIENTICS) > Statistics > 49201-(S1) Undergraduate Thesis
Depositing User:	Maria Novita
Date Deposited:	07 Sep 2021 02:09
Last Modified:	07 Sep 2021 02:09
URI:	http://repository.its.ac.id/id/eprint/91762

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