Mairil, Christopel Daniel (2020) Model Regresi Hedonik Time Dummy Pada Pelanggaran Asumsi Model (Studi Pada Penyusunan Indeks Harga Properti Residensial). Sarjana thesis, Universitas Brawijaya.
Abstract
Bubble (penggelembungan) harga properti di Indonesia disebabkan oleh penurunan perekonomian akibat sistem keuangan yang tidak seimbang. Untuk mengatasi penggelembungan tersebut, Bank Indonesia mengambil langkah untuk menyusun Indeks Harga Properti Residensial (IHPR). IHPR diidentifikasi menggunakan metode analisis regresi hedonik time dummy, di mana data harus memenuhi asumsi pada residual, yaitu kenormalan, homokedastisitas ragam dan non-autokorelasi serta non-multikolinieritas pada peubah penjelas. Apabila terdapat pelanggaran asumsi, maka harus dilakukan penanganan. Tujuan penelitian ini adalah menyusun IHPR yang tepat setelah menangani pelanggaran asumsi. Data bersumber dari Divisi Statistik Sektor Riil, Departemen Statistik, Bank Indonesia berupa harga rumah di beberapa kota di Indonesia. Berdasarkan hasil penelitian, model regresi hedonik time dummy tetap baik untuk digunakan sebagai peramalan setelah dilakukan penanganan pelanggaran asumsi. Selain itu, penelitian ini memperlihatkan perbedaan kondisi ekonomi di beberapa kota di Indonesia. Hal-hal yang mempengaruhi adalah bencana alam, pembangunan dan label kota. Kota yang terdampak bencana alam cenderung memiliki kondisi ekonomi tidak stabil dan menurun. Kota yang sedang melakukan pembangunan memiliki kondisi ekonomi meningkat. Sedangkan, kota yang berlabel kota pariwisata memiliki kondisi ekonomi yang stabil.
English Abstract
Bubble of property prices in Indonesia is caused by the economic downturn due to an unbalanced financial system. To resolve this bubble, Bank Indonesia took a steps to arrange Residential Property Price Index (RPPI). RPPI is identified using the hedonic time dummy regression analysis method, wich must comply residual assumption, that is normality, homocedasticity of variance and non-autocorrelation, along with multicolinierity of predictor variables. If there found a violation of the assumption, then treatment must be taken. The purpose of this study is to arrange an appropriate RPPI after handling the assumption violations. Data source is from Real Statistics Sector Division, Department of Statistics, Bank Indonesia, in the form of house prices of several cities in Indonesia. Based on the results of this study, the time dummy regression model is a good method to be used as a forecast after handling assumption violations. In addition, this study shows differences of economic condition in several cities in Indonesia. The things that affect the economic conditions are natural disasters, infrastucture developments and label of the city. Cities affected by natural disasters tend to have unstable and deteriorate economic condition. Cities that doing infrastructure developments have improved economic condition. Meanwhile, cities that labeled as a tourism city likely to have stable economic conditions.
Other obstract
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| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | 0520090040 |
| Uncontrolled Keywords: | IHPR, Penanganan Pelanggaran Asumsi, Regresi Hedonik Time Dummy |
| Subjects: | 500 Natural sciences and mathematics > 519 Probabilities and applied mathematics > 519.5 Statistical mathematics > 519.53 Descriptive statistics, multivariate analysis, analysis of variance and covariance > 519.536 Regression analysis |
| Divisions: | Fakultas Matematika dan Ilmu Pengetahuan Alam > Statistika |
| Depositing User: | ismanto |
| Date Deposited: | 31 Jan 2021 06:07 |
| Last Modified: | 08 Jul 2022 08:10 |
| URI: | http://repository.ub.ac.id/id/eprint/182151 |
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