Faktor-faktor yang Mempengaruhi Volume Perdagangan Saham Menggunakan Multivariate Adaptive Regression Splines
Abstract
This research aims to know influence the Composite Index on price Share (IHSG), Right
Issue, Dollar Rate and interest rate storey level of Singapore International Bonk Offered Rate
(SIBOR) to on trading volume stock in Effect Exchange Surabaya. This matter ii- oftentimes
studied with regression analysis, and at this article introduce approach which relative n"erly in oy
regression analysis that is Multivariate Adaptive Regression Splines (MARS). Modet U)nS, a
model selection of MARSwith metho'l of stepwise. Forward Stepwise conducted to get afunction
with amount of maximum basis .function. To .fulfitl conception parsemony lsimple i modet)
conducted by bachtard stepwise lhat is cho.sening yielded basis .function of forwaid srepwise by
minimizing value of Ceneralized Cross Validation (GCn.
Result of research show with approach of MARS, important variable in influencing
volume commerce of share is Right Issue with importance storey level t00%o, price Index Share
Aliance (IHSG) with importance storey tevet 38,986%, and Dollar Rate with importance storey
level equal to 6,477%. Ll/hile a SIBOR not such an important variable in influencing commerce
volume. Right Issue happened change of volume commerce o f share at value qf , = O i-t tOOOE+10
and t = 0.63000E+ll. The change have tendencl,g o up slrnlt,front | = 20024704 .r.re.s/ .s=
0. l1l000E+10 and have tendency go up incisively.fron t : 0.ttt000E+10 up to t :
0.63000E+I 1.
Issue, Dollar Rate and interest rate storey level of Singapore International Bonk Offered Rate
(SIBOR) to on trading volume stock in Effect Exchange Surabaya. This matter ii- oftentimes
studied with regression analysis, and at this article introduce approach which relative n"erly in oy
regression analysis that is Multivariate Adaptive Regression Splines (MARS). Modet U)nS, a
model selection of MARSwith metho'l of stepwise. Forward Stepwise conducted to get afunction
with amount of maximum basis .function. To .fulfitl conception parsemony lsimple i modet)
conducted by bachtard stepwise lhat is cho.sening yielded basis .function of forwaid srepwise by
minimizing value of Ceneralized Cross Validation (GCn.
Result of research show with approach of MARS, important variable in influencing
volume commerce of share is Right Issue with importance storey level t00%o, price Index Share
Aliance (IHSG) with importance storey tevet 38,986%, and Dollar Rate with importance storey
level equal to 6,477%. Ll/hile a SIBOR not such an important variable in influencing commerce
volume. Right Issue happened change of volume commerce o f share at value qf , = O i-t tOOOE+10
and t = 0.63000E+ll. The change have tendencl,g o up slrnlt,front | = 20024704 .r.re.s/ .s=
0. l1l000E+10 and have tendency go up incisively.fron t : 0.ttt000E+10 up to t :
0.63000E+I 1.
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