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Optimalisasi Penerapan Metode ARIMA dalam Mengestimasi Harga Emas di Negara Indonesia 在估算印度尼西亚黄金价格时优化 ARIMA 方法的应用
Pub Date : 2023-10-09 DOI: 10.11594/jesi.03.02.06
Adne Sagita Panjaitan, M. Maretha, Hilmiah, Bunga Mardhotillah
Tahun 2023 Indonesia tercatat sebagai negara pemilik cadangan emas terbesar nomor 6 di dunia. Dan menurut data yang diberikan Ditjen Minerba Kementerian ESDM pada tahun 2021 Indonesia menghasilkan 118,3 ton emas murni, menjadikan negara Indonesia sebagai penghasil emas nomor 9 di dunia. Keberadaan Indonesia dalam cincin api pasifik ditandai dengan aktivitas vulkanik akibat pergerakan lempengan bumi yang menghasilkan pergerakan tektonik di bawah permukaan bumi menjadikan potensi adanya pertambang di Indonesia sangat besar. Dimana menurut Kementerian Energi dan Sumber Daya Mineral (ESDM) Indonesia memiliki sekitar 1.182.073,53 hektare tambang emas yang tersebar ke dalam 25 provinsi.  Emas sendiri merupakan salah satu alat tukar menukar. Dimana menurut web www.goldprice.org di Indonesia pada bulan September 2022 sampai pada September 2023 mengalami peningkatan sebesar 12% namun pada bulan januari 2023 harga emas mengalami penurunan sebesar 7%. Adanya penurunan harga ini dapat mempengaruhi investor yang ingin menginvestasikan harta mereka ke emas. Maka dari ini penulis tertarik untuk menerapkan estimasi Autoregressive Integrated Moving Average (ARIMA) dalam menghitung harga emas penulis memilih negara Indonesia sebagai tempat melakukan penelitian, dimana Indonesia merupakan salah satu penghasil emas terbesar ke 6 di dunia.  Dengan ini penulis berasumsi diperlukan adanya penelitian dengan pemodelan matematika untuk menganalisis, memprediksi, dan mengidentifikasi estimasi harga emas kedepannya. Adapun pemodelan matematika yang penulis pilih untuk menganalisis, memprediksi dan mengidentifikasi estimasi harga emas kedepannya di negara Indonesia adalah pendekatan deskriptif kuantitatif dengan menerapkan metode Autoregressive Integrated Moving Average (ARIMA) dalam perhitungannya. Dimana tujuan penulis sendiri melakukan penelitian adalah untuk mewujudkan SDGs dalam sektor ekonomi, yang harapannya dengan adanya penelitian ini dapat membawa banyak pengaruh untuk kedepannya terutama untuk negara Indonesia sendiri.
2023 年,印尼被列为世界第六大黄金储备国。根据能源和矿产资源部矿产和煤炭总局提供的数据,2021 年印尼生产了 118.3 吨纯金,使印尼成为世界上第九大黄金生产国。印尼地处太平洋火环(Pacific Ring of Fire),由于地球板块运动导致地表下的构造运动,火山活动频繁,因此印尼的采矿潜力非常大。根据印尼能源和矿产资源部(ESDM)的数据,印尼约有1,182,073.53公顷金矿,分布在25个省。 黄金本身就是一种交换手段。其中,根据网站 www.goldprice.org,印尼 2022 年 9 月至 2023 年 9 月的黄金价格增长了 12%,但 2023 年 1 月的黄金价格却下降了 7%。这种价格下降的存在会影响到希望将资产投资于黄金的投资者。因此,作者有兴趣应用自回归综合移动平均法(ARIMA)估计来计算黄金价格。 作者选择印尼作为研究地点,因为印尼是世界第六大黄金生产国之一。 因此,作者认为研究需要使用数学建模来分析、预测和确定未来的黄金价格估计。作者选择的分析、预测和确定印尼未来黄金价格估算的数学模型是一种定量描述方法,在计算中应用了自回归综合移动平均法(ARIMA)。作者本人开展研究的目标是在经济领域实现可持续发展目标,希望这项研究能在未来带来很大的影响,尤其是对印尼本身。
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引用次数: 0
Pengeluaran Pemerintah Daerah dan Rumah Tangga untuk Pendidikan menurut Kelompok Pendapatan 按收入组别分列的地方政府和家庭教育支出
Pub Date : 2023-10-09 DOI: 10.11594/jesi.03.02.05
P. Ayu, R. M. Qibthiyyah
Penelitian ini dilakukan untuk menganalisis pengaruh pengeluaran pendidikan oleh pemerintah daerah terhadap pengeluaran pendidikan oleh rumah tangga menurut kelompok pendapatan. Sumber data utama yang digunakan berasal dari Indonesian Family Life Survey (IFLS) 2007 dan 2014 serta APBD kabupaten/kota. Dengan model tobit, penelitian ini menemukan hasil bahwa peningkatan belanja pemerintah untuk pendidikan dasar berhubungan dengan pengurangan yang signifikan dalam pengeluaran pendidikan dasar oleh rumah tangga di setiap kelompok pendapatan. Menurut jenis pengeluaran, peningkatan pengeluaran pendidikan oleh pemerintah signifikan mengurangi pengeluaran iuran sekolah di semua kelompok pendapatan. Sementara itu, pengurangan pengeluaran untuk peralatan sekolah, transport dan kursus hanya terjadi pada rumah tangga berpendapatan rendah dan menengah.
本研究旨在按收入组别分析地方政府的教育支出对家庭教育支出的影响。使用的主要数据来源于 2007 年和 2014 年印尼家庭生活调查(IFLS)以及地区预算。本研究使用托比特模型发现,政府初等教育支出的增加与各收入组别家庭初等教育支出的显著减少相关。按支出类型划分,政府教育支出的增加会显著减少所有收入组别中的学费支出。同时,只有低收入和中等收入家庭才会减少学校设备、交通和课程方面的支出。
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引用次数: 0
Application of Panel Regression Model in Gender Studies in East Java 小组回归模型在东爪哇性别研究中的应用
Pub Date : 2023-10-09 DOI: 10.11594/jesi.03.02.04
P. Sihombing, A. M. Arsani, I. G. H. Prayasta, Ida Ayu Candrawati
Gender inequality remains one of the exciting issues to discuss. The role of women in social and economic continues to increase from year to year. This study aims to see the effect of the Gender Empowerment Index (GEI), Gender Development Index (GDI), and poverty rate on the Gender Inequality Index (GII) in East Java. Data sourced from the BPS-Statistics Indonesia of East Java Province for the 2018-2020 period. The statistical method used was multiple linear regression with panel data. Based on panel model testing, the random model is the best. Simultaneously, all variables affect the GII. Partially, GEI and GDI have a significant negative effect on GII. On the other hand, the percentage of poor people has a significant positive effect on GII. Based on the results of this study, comprehensive policies related to macro-social economics are needed so that the level of GII continues to decline.
性别不平等仍然是令人兴奋的讨论议题之一。妇女在社会和经济中的作用逐年增加。本研究旨在了解东爪哇省的性别赋权指数(GEI)、性别发展指数(GDI)和贫困率对性别不平等指数(GII)的影响。数据来源于东爪哇省 2018-2020 年的印度尼西亚统计局(BPS-Statistics Indonesia)。采用的统计方法是面板数据多元线性回归。根据面板模型检验,随机模型是最好的。同时,所有变量都会影响 GII。部分情况下,GEI 和 GDI 对 GII 有显著的负面影响。另一方面,贫困人口比例对 GII 有显著的正向影响。根据本研究的结果,需要制定与宏观社会经济相关的综合政策,以继续降低 GII 水平。
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引用次数: 0
Assessing The Impact of Jajar Legowo Planting System on Wetland Paddy Productivity and Income of Farmers in Indonesia 评估 Jajar Legowo 种植系统对印度尼西亚湿地水稻生产力和农民收入的影响
Pub Date : 2023-09-17 DOI: 10.11594/jesi.03.02.02
Octavia Rizky Prasetyo, Kadir
This study aims to assess whether Jajar Legowo planting system has a significant impact on increasing the productivity of wetland paddy and the income of the paddy growers in Indonesia. We applied a linear regression model to the results of the 2017 National Cost Structure of Paddy Cultivation Household Survey conducted by BPS-Statistics Indonesia in all 34 provinces. The main contribution of this study is to provide an evaluation of the performance of Jajar Legowo planting system in increasing paddy productivity and income of the farmers. Therefore, our research can be used by the government as a reference for future improvement of the implementation of Jajar Legowo cultivation system. Our findings show that the new cultivation system has a significant impact on increasing the productivity of wetland paddy. Without controlling for other variables affecting productivity, the estimation result pointed out that on average, the new cultivation system can increase productivity by about 10 per cent. However, after controlling for other variables (the farmers and other cultivations characteristics), the magnitude decreases to around 5 per cent. Moreover, our estimation results also show that the income of the farmers rises by around 12 per cent by implementing Jajar Legowo. Our study indicates that the implementation of Jajar Legowo planting system results in better efficiency than that of the conventional one.
本研究旨在评估 Jajar Legowo 种植系统是否对提高印度尼西亚湿地水稻的生产率和水稻种植者的收入有显著影响。我们对印度尼西亚 BPS 统计局在所有 34 个省开展的 2017 年全国水稻种植成本结构住户调查的结果应用了线性回归模型。本研究的主要贡献在于对 Jajar Legowo 种植系统在提高水稻生产率和农民收入方面的表现进行了评估。因此,我们的研究可为政府今后改进 Jajar Legowo 种植系统的实施提供参考。我们的研究结果表明,新的种植系统对提高湿地水稻的生产率有显著影响。在不控制影响生产率的其他变量的情况下,估算结果表明,新栽培制度平均可提高生产率约 10%。然而,在控制了其他变量(农户和其他栽培特征)后,这一幅度下降到 5%左右。此外,我们的估算结果还显示,实施 Jajar Legowo 后,农民收入增加了约 12%。我们的研究表明,实施 Jajar Legowo 种植系统比传统种植系统的效率更高。
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引用次数: 0
Pengaruh Ketidakpastian Pendapatan Terhadap Status Kepemilikan Rumah di Indonesia 印度尼西亚收入不确定性对住房拥有状况的影响
Pub Date : 2023-09-17 DOI: 10.11594/jesi.03.02.01
Citra Baskoro, Sartika Djamaluddin
Persentase kepemilikan rumah pada rumah tangga di Indonesia menujukan trend yang semakin menurun dari tahun ke tahun. Keterbatasan penyediaan rumah dan tingginya harga rumah membuat sebagian besar rumah tangga menempuh skema kredit untuk dapat memiliki rumah. Penelitian ini bertujuan untuk menyelidiki bagaimana hubungan antara ketidakpastian pendapatan (income uncertainty), kendala pembiayaan (credit constraint) dan preferensi risiko (risk preference) rumah tangga terhadap status kepemilikan rumah di Indonesia. Studi ini menggunakan data IFLS Tahun 2007 dan 2014. Estimasi menggunakan variabel dengan metode probit dengan data panel dan probit OLS (ordinaryleast square) pada tahun 2014 dilakukan untuk mengetahui hubungan kausalitas antara ketidakpastian pendapatan (income uncertainty), kendala pembiayaan (credit constraint) dan preferensi risiko (risk preference) dengan status kepemilikan rumah di Indonesia. Hasil penelitian menunjukkan bahwa Indoensia sebagai negara berkembang menunjukan pengaruh negatif dari ketidakpastian pendapatan (income uncertainty) terhadap status kepemilikan rumah di Indonesia lebih besar bila dibandingkan dengan negara maju lainnya. Sedangkan kendala kredit memiliki pengaruh negatif terhadap status kepemilikan rumah di Indonesia, terutama kendala yang bersumber dari keterbatasan kekayaan yang digunakan sebagai jaminan pinjaman.
印度尼西亚家庭拥有住房的比例呈逐年下降趋势。有限的房屋供应和高昂的房价使得大多数家庭为了能够拥有一套住房而采取了信贷计划。本研究旨在调查印尼家庭的收入不确定性、信贷约束和风险偏好与房屋所有权状况之间的关系。本研究使用了 2007 年和 2014 年的 IFLS 数据。使用面板数据的 probit 法和 2014 年的 probit OLS(最小二乘法)进行变量估计,以确定印尼收入不确定性、信贷约束和风险偏好与住房拥有状况之间的因果关系。结果表明,与其他发达国家相比,印尼作为发展中国家,收入不确定性对印尼住房拥有状况的负面影响更大。同时,信贷限制对印尼的住房拥有状况也有负面影响,尤其是用于贷款抵押的有限财富所带来的限制。
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引用次数: 0
Comparison of Regression Analysis with Machine Learning Supervised Predictive Model Techniques 回归分析与机器学习监督预测模型技术的比较
Pub Date : 2023-09-17 DOI: 10.11594/jesi.03.02.03
P. Sihombing, Sigit Budiantono, A. M. Arsani, Triana Mauliasih Aritonang, Mohamad Arif Kurniawan
The happiness index is a parameter used to measure the level of happiness and well-being of people in a particular country or region. This research aims to determine the factors that contribute to people's happiness. In terms of modelling, this study will compare several regressions modelling using machine learning, including regression trees, random forests and Support Vector Regression (SVR). The SVR model has a minor error value in terms of MSE, RMSE and MAE compared to the other three models. The same thing happened when viewed from the value of R2 that the SVR model has an enormous value. This result indicates that SVR modelling is the best of the four models. A comprehensive policy is needed to increase a country's happiness index.
幸福指数是一个参数,用于衡量特定国家或地区人民的幸福和福祉水平。本研究旨在确定影响人们幸福感的因素。在建模方面,本研究将比较几种使用机器学习的回归建模,包括回归树、随机森林和支持向量回归(SVR)。与其他三种模型相比,SVR 模型在 MSE、RMSE 和 MAE 方面的误差值较小。同样,从 R2 值来看,SVR 模型的 R2 值也很大。这一结果表明,SVR 模型是四个模型中最好的。要提高一个国家的幸福指数,需要制定全面的政策。
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引用次数: 0
jurnal Prediksi Penjualan Emas di PT. Pegadaian Area Jambi Menggunakan Fuzzy Time Series Cheng 《Jambi地区当铺预测黄金销售》杂志使用模糊时间系列程
Pub Date : 2023-06-30 DOI: 10.11594/jesi.03.01.06
Maria Risnawati, Wardi Syafmen, Bunga Mardhotillahs
Setiap bulan berat emas yang terjual di PT. Pegadaian Area Jambi tidak bisa dipastikan. Data hasil penjualan emas setiap bulannya tidak stabil yang mengalami  kenaikan dan penurunan penjualan. Hal tersebut menyebabkan data penjualan emas bersifat fluktuasi. Penelitian ini dilakukan untuk meramalkan jumlah penjualan emas pada bulan mendatang. Fuzzy Time Series (FTS) Cheng merupakan metode peramalan untuk memprediksi data time series yang pola datanya tidak tetap atau berubah-ubah mengalami penurunan dan kenaikan di setiap periode. Sistem yang digunakan untuk memprediksi data dengan menangkap pola dari data sebelumnya atau data historis disebut sistem Fuzzy Times Series. Dalam penentuan interval, metode Cheng memiliki cara yang agak berbeda dengan membentuk Fuzzy Logical Relationship (FLR) berdasarkan pada urutan dan perulangan FLR yang sama dimasukan semua hubungan dengan pemberian bobot. Penelitian ini menggunakan data Time Series. Data Time Series adalah data yang disusun berdasarkan urutan waktu atau data yang dikumpulkan dari waktu ke waktu atau disebut historis. Waktu yang digunakan pada data penelitian ini yaitu bulanan. Data yang digunakan adalah data penjualan emas di PT. Pegadaian Area Jambi dari bulan Januari 2020 hingga Oktober 2022. Penelitian ini memberikan hasil peramalan terhadap data historis menghasilkan nilai error Mean Absolute Percentage Error (MAPE) <10% dan menghasilkan nilai error Mean Absolute Deviation (MAD) sebesar 368 gram. Sehingga peramalan untuk bulan November 2022 diprediksi sebesar 4.521 gram. Sehingga metode Fuzzy Time Series Cheng sangat baik diguakan untuk meramalkan rata-rata penjualan emas di PT. Pegadaian Area Jambi.
在Jambi地区销售的黄金每月的重量无法确定。每月的黄金销售数据不稳定,销售额上升和下降。这又导致黄金销售的数据是波动的。这个研究来预测未来的月销量第一金。模糊时间系列(FTS)程是最先进的方法来预测数据不稳定或模式变化的时间系列数据在每个时期上升和下降。用于预测数据的系统可以捕捉到他的历史以前的数据或数据模式被称为模糊系统时报》系列。程中间隔测定,方法有不同的方式形成模糊逻辑关系(FLR)基于同样的顺序和补习FLR运来了所有的关系都是权重的礼物。这项研究使用时间系列数据。时间系列数据编纂的数据是基于时间序列或者不时地收集的数据被称为历史。用于这些研究数据的时间是按月计算的。所使用的数据是2020年1月至2022年10月PT. Jambi地区的黄金销售数据。这项研究提供了最先进的结果对历史数据产生价值的错误意味着绝对Percentage错误(MAPE) < 10%,并产生了错误的价值绝对Deviation (MAD)均值高达368克。所以最先进的2022年11月预测4521万盎司。因此,模糊时间系列程的方法被巧妙地借调以预测Jambi地区典当行的黄金销售情况。
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引用次数: 0
Employment Formalization in Indonesia: Role of Parents’ Employment Mobility Toward Children’s Employment Mobility 印尼就业正规化:父母就业流动对子女就业流动的作用
Pub Date : 2023-05-14 DOI: 10.11594/jesi.03.01.05
Kadir Ruslan, Weni Lidya Sukma
This study aims to analyze the impact of parents’ employment status mobility on the children’s employment status mobility. In doing so, we applied a two-stage multinomial logistic regression model. In this research, employment status mobility refers to a mobility status from informal to formal jobs and vice versa. Using data from the Indonesian Family Life Survey (IFLS) for the period 2007 and 2014, the profile of the Indonesian workforce was dominated by stayers. The estimation results of multinomial logistic regression indicate that only fathers’ employment status mobility has a significant effect on the children’s employment status mobility, where fathers who are stayers and experiencing upward mobility will provide greater opportunities for their children to be stayers and fewer opportunities to experience downward mobility. Moreover, the employment status mobility of mothers does not have a significant impact on their children’s employment mobility. Our study points out the pivotal role of fathers in influencing employment formalization in Indonesia. Our findings could be valuable inputs for policy-making regarding employment formalization in Indonesia.
本研究旨在分析父母就业地位流动对子女就业地位流动的影响。为此,我们应用了一个两阶段多项逻辑回归模型。在本研究中,就业状态流动是指从非正式工作到正式工作的流动状态,反之亦然。根据2007年至2014年印度尼西亚家庭生活调查(IFLS)的数据,印度尼西亚劳动力的概况以留居者为主。多项逻辑回归的估计结果表明,只有父亲的就业地位流动对子女的就业地位流动有显著影响,其中父亲是留守者并且经历向上流动的父亲会为子女提供更多的留守者机会,而经历向下流动的机会较少。此外,母亲的就业地位流动对其子女的就业流动没有显著影响。我们的研究指出了父亲在影响印尼就业正规化方面的关键作用。我们的研究结果可以为印度尼西亚就业正规化的政策制定提供有价值的投入。
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引用次数: 0
Pengaruh Pengangguran, Kemiskinan, Indeks Pembangunan Manusia, dan Populasi Terhadap Pertumbuhan Ekonomi di Provinsi Kalimantan Tengah 失业、贫困、人口发展指数和人口对加里曼丹省经济增长的影响
Pub Date : 2023-05-14 DOI: 10.11594/jesi.03.01.03
Dhinnessa Prabowo, Masruri Muchtar, P. Sihombing
The success or downturn of a country's economy can also be measured by its economic growth rate. This study aims to analyze the influence of unemployment rate, poverty, human development index, and population on economic growth, especially in 14 districts/cities of Central province. Kalimantan for the period 2017-2019. The technique used is a regression analysis of panel data with the best model being the fixed effects model (FEM). The test results show that all variables simultaneously affect economic growth. Partially, unemployment and HDI have negative and insignificant effects on economic growth. Second, poverty has a negative and significant impact while the population has a positive and significant impact on economic growth. Based on the findings of this study, it is recommended from the findings of this study that policies are needed to reduce poverty while increasing population so that economic growth can continue to increase.
一个国家经济的成功或衰退也可以通过其经济增长率来衡量。本研究旨在分析失业率、贫困、人类发展指数和人口对经济增长的影响,特别是以中部省14个区市为研究对象。加里曼丹,2017-2019年。所使用的技术是面板数据的回归分析,最佳模型是固定效应模型(FEM)。检验结果表明,各变量同时影响经济增长。失业率和人类发展指数对经济增长的负向影响不显著。第二,贫困对经济增长有负面的显著影响,而人口对经济增长有积极的显著影响。基于本研究的结果,从本研究的结果中建议,需要制定政策来减少贫困,同时增加人口,以便经济增长能够继续增长。
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引用次数: 0
Apakah Program Keluarga Harapan Mampu Mengurangi Pekerja Anak di Masa Pandemi COVID-19? 希望的家庭计划能在COVID-19大流行期间减少童工吗?
Pub Date : 2023-05-14 DOI: 10.11594/jesi.03.01.04
Mohammad Maulana Ibrahim, I. D. G. K. Wisana
The COVID-19 pandemic can be an economic shock for low-income households. Several studies have shown that child labor is a strategy used by households to cope with economic shocks. This shock will exacerbate the phenomenon of child labor. Social protection is a form of mitigating the impact of the COVID-19 pandemic which is considered able to reduce the number of child labor. Program Keluarga Harapan (PKH) is one of the social protection programs in Indonesia. This study investigates the impact of Program Keluarga Harapan (PKH) on the phenomenon of child labor during the COVID-19 pandemic. To overcome the problem of self-selection, this study applies the variable of interest as an endogenous variable. By using the recursive bivariate probit method, this study concludes that PKH has no impact on reducing the likelihood of a child becoming child labor during the COVID-19 pandemic. To enrich the research, we also investigated the influence of PKH on the phenomenon of child labor in the period before the COVID-19 pandemic and found that PKH had an impact on reducing the likelihood of a child becoming child labor in the period before the COVID-19 pandemic. Several factors that influence the phenomenon of child labor, such as the characteristics of children, the characteristics of the head of the household, household characteristics, and environmental characteristics, have been shown to influence a child's tendency to become child labor, both in both periods (before the pandemic or during the COVID-19 pandemic) and in only one period.
COVID-19大流行可能对低收入家庭造成经济冲击。几项研究表明,雇佣童工是家庭应对经济冲击的一种策略。这种冲击将加剧童工现象。社会保护是减轻COVID-19大流行影响的一种形式,被认为能够减少童工人数。“希望之路”项目是印度尼西亚的一个社会保障项目。本研究调查了“希望之路计划”(PKH)对2019冠状病毒病大流行期间童工现象的影响。为了克服自我选择的问题,本研究将感兴趣的变量作为内生变量。通过使用递归双变量probit方法,本研究得出结论,PKH对降低COVID-19大流行期间儿童成为童工的可能性没有影响。为了丰富研究内容,我们还调查了PKH对新冠肺炎大流行前童工现象的影响,发现PKH对降低新冠肺炎大流行前儿童成为童工的可能性有影响。影响童工现象的若干因素,如儿童的特征、户主的特征、家庭特征和环境特征,已被证明在两个时期(大流行之前或COVID-19大流行期间)以及仅在一个时期影响儿童成为童工的倾向。
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引用次数: 0
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Jurnal Ekonomi Dan Statistik Indonesia
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