FORECASTING RETURNS FOR THE STOCK EXCHANGE OF THAILAND INDEX USING MULTIPLE REGRESSION BASED ON PRINCIPAL COMPONENT ANALYSIS

In this paper we aimed to build a composite financial index for measuring the financial health of the companies listed in the AERO (Alternative exchange in Romania) market of the Bucharest Stock Exchange. We used a principal component analysis in order to build this composite financial index using the rates of return, liquidity and the management of 25 companies listed in the AERO market for the period 2011–2018. We conceived this composite indicator as a score function that established according to the numerical values that result from its application when a company was financially healthy, when it had a poor financial health and when it was financially stable. In order to test the financial health of the selected SMEs (small and medium enterprises), we used the one sample t-test under the model of the study and the three classifications of Z (Z < 0—companies with poor financial health, 0 ≤ Z ≤ 0.5—companies with good financial health and Z > 0.5—companies with very good financial health). In this study we also aimed to identify the possible correlations between the solvency rate and the financial health index and between solvency rate and the evolution of some economic and financial measures of the companies’ activities. The results of the regression analysis using panel data showed a positive and statistically significant relation between solvency and the three rates (rates of return, of liquidity and of management, respectively) determined using the analysis of the principal components. The former model of the solvency rate identified correctly 94.9% of the SMEs with poor financial health, 40% of the SMEs with stable financial health and 72.2% of the SMEs with good financial health.

Download Full-text

Prediction of column ozone concentrations using multiple regression analysis and principal component analysis techniques: A case study in peninsular Malaysia

Atmospheric Pollution Research ◽

10.1016/j.apr.2016.01.002 ◽

2016 ◽

Vol 7 (3) ◽

pp. 533-546 ◽

Cited By ~ 23

Author(s):

Kok Chooi Tan ◽

Hwee San Lim ◽

Mohd Zubir Mat Jafri

Keyword(s):

Principal Component Analysis ◽

Regression Analysis ◽

Multiple Regression Analysis ◽

Multiple Regression ◽

Principal Component ◽

Component Analysis ◽

Peninsular Malaysia ◽

Analysis Techniques ◽

Column Ozone

Download Full-text

STRATEGI BUDIDAYA IKAN KOKI BASTER (Carasius Auratus) RAMAH LINGKUNGAN DALAM UPAYAMENINGKATAN PRODUKSI

Jurnal Matematika Sains dan Teknologi ◽

10.33830/jmst.v19i2.118.2018 ◽

2018 ◽

Vol 19 (2) ◽

pp. 126-137

Author(s):

Susanti Mariam ◽

Eddy Supriyono ◽

Lina Warlina

Keyword(s):

Principal Component Analysis ◽

Regression Analysis ◽

Multiple Regression Analysis ◽

Multiple Regression ◽

Organic Fertilizer ◽

Environmentally Friendly ◽

Principal Component ◽

Female Parent ◽

Component Analysis ◽

Water Height

Koki baster fish (Carasius auratus) or goldfish, besides as ornamental fish are also used as fish feed and fishing bait which demand tends to increase from year to year. However, from 2012 to 2015, the production of koki baster fish has decreased. This study aims to analyze the application of the management of koki baster fish in Cisaat Subdistrict, Sukabumi Regency, so that a management strategy can be formulated in developing environmentally friendly koki baster in Sukabumi Regency. Data collection was conducted through interviews, observations, questionnaires and documentation. The questionnaires were distributed to 100 respondents who were conducting hatchery for koki baster that scattered in 13 villages in Cisaat Subdistrict. As comparative data, the hatchery of koki baster fish was conducted in the research pond. The variables used are the aquaculture stage (x) consisting of lime dosage, organic fertilizer, anorganic fertilizer, water height, female parent, parent feed, comparison of male and female parent, parent age, larvae feed and duration to number of larvae (y). The variables were analyzed by validity, reliability, multiple regression analysis and principal component analysis using SPSS and Minitab application. Based on the results of multiple regression analysis obtained the relationship between variables in the seeding stage with the number of larvae. Correlation test showed that the variable use of fertilizers had a positive correlation of 69,5% to the number of larvae. Conversely, the variable water height has a negative value on the number of larvae, which is -3.5%. The principal component analysis showed that the variable use of organic fertilizer, anorganic fertilizer and larvae feed was in the first component area. It means that the variable has a large correlation to the number of larvae. The conclusion of there search is the community does not yet have standard in managing fish hatching of koki baster fish, they only rely on experience and habits so that the obtained production is still low. Strategies to increase the production of koki baster fish are need to be standardized on how to farm koki baster fish, standarized koki baster fish and community coaching on the need to carry out the stages of koki baster fish breeding in accordance with the good and environmentally friendly method of fish hatchery. Ikan koki baster (Carasius auratus) selain sebagai ikan hias juga digunakan sebagai pakan ikan dan umpan pancing yang permintaannnya cenderung meningkat dari tahun ke tahun. Namun demikian dari tahun 2012 hingga 2015, produksi ikan baster mengalami penurunan. Penelitian ini bertujuan menganalisa penerapan manajemen usaha budidaya ikan koki baster di Kecamatan Cisaat Kabupaten Sukabumi sehingga dapat dirumuskan strategi pengelolaan dalam pengembangan budidaya ikan koki baster di Kabupaten Sukabumi yang ramah lingkungan. Pengumpulan data dilakukan melalui wawancara, pengamatan, kuesioner dan dokumentasi. Instrumen yang digunakan adalah kuesioner yang dibagikan kepada 100 orang responden yang melakukan kegiatan pembenihan ikan koki baster di 13 desa yang tersebar di Kecamatan Cisaat. Sebagai data pembanding dilakukan kegiatan pembenihan ikan koki baster di kolam penelitian. Variabel yang digunakan dalam analisis keterkaitan produksi adalah tahapan budidaya (x) yang terdiri atas dosis kapur, pupuk organik, pupuk anorganik, tinggi air, induk betina, pakan induk, perbandingan induk jantan dan betina, umur induk, pakan larva, dan lama pemeliharaan terhadap jumlah larva (y). Variabel-variabel tersebut dianalisis dengan regresi berganda dan analisa komponen utama menggunakan aplikasi SPSS dan Minitab yang sebelumnya dilakukan uji validitas dan reliabilitas. Berdasarkan hasil analisa regresi berganda diperoleh keterkaitan antara varibael-variabel dalam tahapan pembenihan dengan jumlah larva. Uji korelasi menunjukan variabel penggunaan pupuk berkorelasi positif sebesar 69,5% terhadap jumlah larva. Sebaliknya variabel tinggi air memiliki nilai korelasi negatif terhadap jumlah larva yaitu sebesar -3,5%. Analisa komponen utama menunjukan bahwa variabel penggunaan pupuk organik, pupuk anorganik dan pakan larva berada pada wilayah first component artinya variabel tersebut memiliki korelasi yang besar terhadap jumlah larva. Kesimpulan dari penelitian ini adalah masyarakat belum memiliki standar dalam melaksanakan pengelolaan pembenihan ikan koki baster, hanya mengandalkan pengalaman dan kebiasaan saja sehingga produksi yang diperoleh masih rendah. Strategi untuk meningkatkan produksi ikan koki baster di masyarakat, perlu adanya standar tentang cara budidaya ikan koki baster, standardisasi ikan koki baster dan pembinaan kepada masyarakat tentang perlunya melaksanakan tahapan-tahapan budidaya ikan koki baster sesuai dengan cara pembenihan ikan yang baik dan ramah lingkungan.

Download Full-text