The sales activity is a very important activity for the development and sustainability of a company. The sales are closely related to the requirement of raw material. By knowing the number of sales, a company can do estimate the amount of raw material required for production. However, so far still be found as a company that has its policies to determine a requirement of raw material as impact not use a raw material control method. The research purpose to determine the amount of sugar raw material requirement based on results number of sales seasoning XYZ with Monte Carlo simulation. Based on the analysis of data processing results. It was found that the number of sales from the simulation results in 2019 was quite high compared to the sales results during 2018 where the difference in sales simulation in 2019 and real data in 2018 was 62,334 kg. In terms of sugar supply, the total requirement for sugar in 2019 is also quite high, namely 186,756 kg, or the difference in requirement between simulation results and real data is 21,818 kg. This shows that the amount of requirement is directly proportional to sales.
{"title":"Analisis dan Implementasi Simulasi Monte Carlo untuk Prediksi Kebutuhan Gula berdasarkan Penjualan Bumbu Tabur XYZ","authors":"Chendrasari Wahyu Oktavia, Christine Natalia, Ferdian Suprata, Astria Hindratmo","doi":"10.25170/metris.v21i02.2494","DOIUrl":"https://doi.org/10.25170/metris.v21i02.2494","url":null,"abstract":"The sales activity is a very important activity for the development and sustainability of a company. The sales are closely related to the requirement of raw material. By knowing the number of sales, a company can do estimate the amount of raw material required for production. However, so far still be found as a company that has its policies to determine a requirement of raw material as impact not use a raw material control method. The research purpose to determine the amount of sugar raw material requirement based on results number of sales seasoning XYZ with Monte Carlo simulation. Based on the analysis of data processing results. It was found that the number of sales from the simulation results in 2019 was quite high compared to the sales results during 2018 where the difference in sales simulation in 2019 and real data in 2018 was 62,334 kg. In terms of sugar supply, the total requirement for sugar in 2019 is also quite high, namely 186,756 kg, or the difference in requirement between simulation results and real data is 21,818 kg. This shows that the amount of requirement is directly proportional to sales.","PeriodicalId":402087,"journal":{"name":"Jurnal METRIS","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126495950","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-12-01DOI: 10.25170/metris.v21i02.2491
Yanto
This study presented a survey results of the statistical tools used by undergraduate university students in Department of Industrial Engineering,Faculty of Engineering, Atma Jaya Catholic University of Indonesia. A number of 26 reports of students’ final project from 2018-2020 was identified and studied. A checksheet form was developed to record the 14 statistical tools used by students consists of descriptive statistics (2 items), inference statistics (10 items), multivariate (1 item) and statistical package used (1 item). The data were analyzed for its frequency and percentage. Results showed that all reports used descriptive statistics to present participant’s demography of their research, as well as the summary of statistics. For inference statistics, the students used a variety of normality test, 2 t-test, anova, equal variance, proportion test, a few nonparametric tests, regression and correlation and multivariate statistics. For statistical package, most students used Minitab (46,2%), followed by SPSS (34,4%) and other such as AMOS, Listrel, PLS(15.4%). Among them, 11.5% used more than one software. In addition, the results of this study could be used to evaluate the contents of the relevant course.
{"title":"Survei Penggunaan Uji Statistik dalam Penelitian Tugas Akhir Mahasiswa dengan Topik Ergonomi di Prodi Teknik Industri Unika Atma Jaya Jakarta","authors":"Yanto","doi":"10.25170/metris.v21i02.2491","DOIUrl":"https://doi.org/10.25170/metris.v21i02.2491","url":null,"abstract":"This study presented a survey results of the statistical tools used by undergraduate university students in Department of Industrial Engineering,Faculty of Engineering, Atma Jaya Catholic University of Indonesia. A number of 26 reports of students’ final project from 2018-2020 was identified and studied. A checksheet form was developed to record the 14 statistical tools used by students consists of descriptive statistics (2 items), inference statistics (10 items), multivariate (1 item) and statistical package used (1 item). The data were analyzed for its frequency and percentage. Results showed that all reports used descriptive statistics to present participant’s demography of their research, as well as the summary of statistics. For inference statistics, the students used a variety of normality test, 2 t-test, anova, equal variance, proportion test, a few nonparametric tests, regression and correlation and multivariate statistics. For statistical package, most students used Minitab (46,2%), followed by SPSS (34,4%) and other such as AMOS, Listrel, PLS(15.4%). Among them, 11.5% used more than one software. In addition, the results of this study could be used to evaluate the contents of the relevant course.","PeriodicalId":402087,"journal":{"name":"Jurnal METRIS","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124087324","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-12-01DOI: 10.25170/metris.v21i02.2490
S. Hidayat, Aris Machmud, M. Rizki
The Palm Oil Supply Chain (POSC) is a series of companies dealing with materials or products derived from oil palm fresh fruit bunches. The chain is interdependent sequentially and cooperate in the control, management and improvement of the flow of products, money and information from the upstream side to the downstream side. The POSC consists of palm oil seed growers, farmers, traders, CPO factory, refinery factory, distributor/retailers, and consumers. The first party in the chain is the palm oil seed or seedling growers. These growers have a very important role for palm oil farmers because the quality of the seeds determines the quality of further fruits. The aims of this study are to evaluate the feasibility study of growing the seedlings, and measure the sensitivity of the factors to the profitability. By using modified Hayami method for the supply chain, the added value obtained is Rp5.950.227.861 which is 34,73% of the sales. The feasibility analysis calculation with an interest rate of 13.5%, shows the NPV of Rp 38.439.321.865, with the BEP of Rp 828.430.058, while ROI result 78,62%, Payback Periode value 1,27, Modified B/C Ratio 1,69, and IRR 78,33%.
{"title":"Feasibility Study Using Added Value Calculation Analysis for Palm Oil Supply Chain","authors":"S. Hidayat, Aris Machmud, M. Rizki","doi":"10.25170/metris.v21i02.2490","DOIUrl":"https://doi.org/10.25170/metris.v21i02.2490","url":null,"abstract":"The Palm Oil Supply Chain (POSC) is a series of companies dealing with materials or products derived from oil palm fresh fruit bunches. The chain is interdependent sequentially and cooperate in the control, management and improvement of the flow of products, money and information from the upstream side to the downstream side. The POSC consists of palm oil seed growers, farmers, traders, CPO factory, refinery factory, distributor/retailers, and consumers. The first party in the chain is the palm oil seed or seedling growers. These growers have a very important role for palm oil farmers because the quality of the seeds determines the quality of further fruits. The aims of this study are to evaluate the feasibility study of growing the seedlings, and measure the sensitivity of the factors to the profitability. By using modified Hayami method for the supply chain, the added value obtained is Rp5.950.227.861 which is 34,73% of the sales. The feasibility analysis calculation with an interest rate of 13.5%, shows the NPV of Rp 38.439.321.865, with the BEP of Rp 828.430.058, while ROI result 78,62%, Payback Periode value 1,27, Modified B/C Ratio 1,69, and IRR 78,33%.","PeriodicalId":402087,"journal":{"name":"Jurnal METRIS","volume":"325 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133875511","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-12-01DOI: 10.25170/metris.v21i02.2488
Eldwin Ilham Murpratomo, A. Kurniawati, Hilman Dwi Anggana
The English Proficiency Test (EPrT) is a prediction test for English as a Foreign Language (TOEFL), which is a prerequisite for graduation at XYZ University. The Language Center provides a course for EPrT preparation. The course posttest data shows that only 74% of students met the graduation prerequisites. This study aims to develop an English course design based on the students’ English skill cluster. This study uses the K-Means clustering approach to classify the students based on English skills. The respondents are 397 students who joined the EPrT preparation course in October and November 2018. The 397 students are distributed into 3 clusters, which are 174 students in cluster 1, 116 students in cluster 2, and 107 students in cluster 3. Cluster 1 consists of students with the score below average. Cluster 2 consists of students with the total score above average, but the components score is below average. Cluster 3 consists of students with pre-test total score below average, but the post-test score are above average. Therefore, the EPrT preparation course is suggested to have different levels, instead of one level as now. The course materials are designed to be suitable for students’ initial English skills at each level.
{"title":"Course Design Based on Students’ English Skill Cluster: A Case Study in a University Language Center","authors":"Eldwin Ilham Murpratomo, A. Kurniawati, Hilman Dwi Anggana","doi":"10.25170/metris.v21i02.2488","DOIUrl":"https://doi.org/10.25170/metris.v21i02.2488","url":null,"abstract":"The English Proficiency Test (EPrT) is a prediction test for English as a Foreign Language (TOEFL), which is a prerequisite for graduation at XYZ University. The Language Center provides a course for EPrT preparation. The course posttest data shows that only 74% of students met the graduation prerequisites. This study aims to develop an English course design based on the students’ English skill cluster. This study uses the K-Means clustering approach to classify the students based on English skills. The respondents are 397 students who joined the EPrT preparation course in October and November 2018. The 397 students are distributed into 3 clusters, which are 174 students in cluster 1, 116 students in cluster 2, and 107 students in cluster 3. Cluster 1 consists of students with the score below average. Cluster 2 consists of students with the total score above average, but the components score is below average. Cluster 3 consists of students with pre-test total score below average, but the post-test score are above average. Therefore, the EPrT preparation course is suggested to have different levels, instead of one level as now. The course materials are designed to be suitable for students’ initial English skills at each level.","PeriodicalId":402087,"journal":{"name":"Jurnal METRIS","volume":"48 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116243052","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-12-01DOI: 10.25170/metris.v21i02.2496
A. Chandra, Aulia Naro
Metaheuristic algorithm is a state of the art optimization method which suitable for solving large and complex problem. Single solution technique – Smetaheuristic is one of metaheuristic algorithm that search near optimal solution and known as exploitation based. The research conducted to seek a better solution for deliverying goods to 29 destinations by comparing two well known optimization methods that can produce the shortest distance: Simulated Annealing (SA) and Tabu Search (TS). The result shows that TS – 107 KM has a shorter distance than SA – 119 KM. Exploration based method should be conducted for next research to produce information in which one is a better method
{"title":"S-Metaheuristics Approach to Solve Traveling Salesman Problem","authors":"A. Chandra, Aulia Naro","doi":"10.25170/metris.v21i02.2496","DOIUrl":"https://doi.org/10.25170/metris.v21i02.2496","url":null,"abstract":"Metaheuristic algorithm is a state of the art optimization method which suitable for solving large and complex problem. Single solution technique – Smetaheuristic is one of metaheuristic algorithm that search near optimal solution and known as exploitation based. The research conducted to seek a better solution for deliverying goods to 29 destinations by comparing two well known optimization methods that can produce the shortest distance: Simulated Annealing (SA) and Tabu Search (TS). The result shows that TS – 107 KM has a shorter distance than SA – 119 KM. Exploration based method should be conducted for next research to produce information in which one is a better method","PeriodicalId":402087,"journal":{"name":"Jurnal METRIS","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125180756","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-06-01DOI: 10.25170/metris.v21i01.2432
Cheng-Wen Lee, D. Gankhuyag
In this study, we present the Mongolian stock market’s performance post phenomenal financial crisis of 2008-2009, opportunities to invest and the risks problems. For analysis of the study, we used financial portfolio optimization models with restricted structure, mathematical statistic methods and financial methods. First, we considered about portfolio optimization in the Mongolian Stock Exchange using Markowitz’s modern portfolio theory and Telser’s safety first model. We used MSE weekly trading data chosen 50 most traded stocks out of 237 stocks listed at the MSE between 2009 and 2013. We generated 50 weeks mean-variance portfolio and safety first portfolio for 2014 and discussed. We considered weekly investment in the MSE using mean-variance portfolio andsafety first portfolio. The mean-variance portfolio has the best performance of weekly portfolio return with average weekly return and cumulative return. We found stable portfolio against investing risk and did back-test the result. For prospect investors in the MSE, we suggest invest and earn high return in the MSE.
{"title":"Portfolio Optimization in Post Financial Crisis of 2008-2009 in the Mongolian Stock Exchange","authors":"Cheng-Wen Lee, D. Gankhuyag","doi":"10.25170/metris.v21i01.2432","DOIUrl":"https://doi.org/10.25170/metris.v21i01.2432","url":null,"abstract":"In this study, we present the Mongolian stock market’s performance post phenomenal financial crisis of 2008-2009, opportunities to invest and the risks problems. For analysis of the study, we used financial portfolio optimization models with restricted structure, mathematical statistic methods and financial methods. First, we considered about portfolio optimization in the Mongolian Stock Exchange using Markowitz’s modern portfolio theory and Telser’s safety first model. We used MSE weekly trading data chosen 50 most traded stocks out of 237 stocks listed at the MSE between 2009 and 2013. We generated 50 weeks mean-variance portfolio and safety first portfolio for 2014 and discussed. We considered weekly investment in the MSE using mean-variance portfolio andsafety first portfolio. The mean-variance portfolio has the best performance of weekly portfolio return with average weekly return and cumulative return. We found stable portfolio against investing risk and did back-test the result. For prospect investors in the MSE, we suggest invest and earn high return in the MSE.","PeriodicalId":402087,"journal":{"name":"Jurnal METRIS","volume":"149 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116530774","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-06-01DOI: 10.25170/metris.v21i01.2428
Yuswono Hadi
Bhakti Persada Building is one of the main buildings at Ma Chung University that serves as a place for the lecture process and student activities. Every room of Bhakti Persada Building has an AC that is on every day and there are very adequate windows and vents. The study aims to provide thermal comfort to the space users by measure temperature, humidity, and wind speed before and after the engineering of space facilities using SNI 6390: 2011 for temperature and humidity as well as the MENKES No.261 / MENKES / SK / 11/1998 standard for wind speed. In addition, this study was also conducted by paying attention to environmental issues, especially energy utilization, so that later it will be obtained scheduling to use of air conditioners as well as the efficiency of the use of electrical energy after the engineering of space facilities. The results of thermal comfort analysis after engineering the room facilities, obtained the time zone of the lecture room using a propeller fan is the time zone I and II for all sizes of lecture rooms while for time zone III all lecture rooms will use air conditioning because the temperature increases ± 0, 5 ° C, and for time zone IV lecture rooms with sizes 5 x 9 m, 6 x 9 m and 8 x 9 m the second floor will use a fan and a room size 8 x 9 m and 10 x 9 m third floor will use AC. After the engineering of space facilities, it was also found that the efficiency of the use of electrical energy in the lecture hall of the Bhakti Persada Building was 53%.
{"title":"Analisis Kenyamanan Termal Ruang Kuliah","authors":"Yuswono Hadi","doi":"10.25170/metris.v21i01.2428","DOIUrl":"https://doi.org/10.25170/metris.v21i01.2428","url":null,"abstract":"Bhakti Persada Building is one of the main buildings at Ma Chung University that serves as a place for the lecture process and student activities. Every room of Bhakti Persada Building has an AC that is on every day and there are very adequate windows and vents. The study aims to provide thermal comfort to the space users by measure temperature, humidity, and wind speed before and after the engineering of space facilities using SNI 6390: 2011 for temperature and humidity as well as the MENKES No.261 / MENKES / SK / 11/1998 standard for wind speed. In addition, this study was also conducted by paying attention to environmental issues, especially energy utilization, so that later it will be obtained scheduling to use of air conditioners as well as the efficiency of the use of electrical energy after the engineering of space facilities. The results of thermal comfort analysis after engineering the room facilities, obtained the time zone of the lecture room using a propeller fan is the time zone I and II for all sizes of lecture rooms while for time zone III all lecture rooms will use air conditioning because the temperature increases ± 0, 5 ° C, and for time zone IV lecture rooms with sizes 5 x 9 m, 6 x 9 m and 8 x 9 m the second floor will use a fan and a room size 8 x 9 m and 10 x 9 m third floor will use AC. After the engineering of space facilities, it was also found that the efficiency of the use of electrical energy in the lecture hall of the Bhakti Persada Building was 53%.","PeriodicalId":402087,"journal":{"name":"Jurnal METRIS","volume":"121 4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126321572","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-12-01DOI: 10.25170/metris.v20i2.2425
Leni Herdiani, R. Rohimat, Nurwathi Nurwathi, Ahmad Munandar
Reverse logistics is an item management activity that is no longer used by consumers or goods in the form of return from partners in the supply chain to be returned to the origin, because the product is unfunctional properly or the function of the item is not needed. Home appliances products within a certain period of time, these products must be replaced because they cannot technically function properly. The process of producing, using, and disposing of electronic products has an impact on the environment of the earth and the universe. If electronic waste is left without a policy to process it, there will be a buildup of electronic waste everywhere and will burden the environment. While this electronic product waste still contains economic value that can still be utilized. Therefore it is necessary to identify electronic waste handling activities, namely those that have material flow characteristics from the customer to the producer (reverse logistics), so as to provide added value.
{"title":"Identifikasi Penanganan Kembali Produk Elektronik Rumah Tangga","authors":"Leni Herdiani, R. Rohimat, Nurwathi Nurwathi, Ahmad Munandar","doi":"10.25170/metris.v20i2.2425","DOIUrl":"https://doi.org/10.25170/metris.v20i2.2425","url":null,"abstract":"Reverse logistics is an item management activity that is no longer used by consumers or goods in the form of return from partners in the supply chain to be returned to the origin, because the product is unfunctional properly or the function of the item is not needed. Home appliances products within a certain period of time, these products must be replaced because they cannot technically function properly. The process of producing, using, and disposing of electronic products has an impact on the environment of the earth and the universe. If electronic waste is left without a policy to process it, there will be a buildup of electronic waste everywhere and will burden the environment. While this electronic product waste still contains economic value that can still be utilized. Therefore it is necessary to identify electronic waste handling activities, namely those that have material flow characteristics from the customer to the producer (reverse logistics), so as to provide added value.","PeriodicalId":402087,"journal":{"name":"Jurnal METRIS","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115583480","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-12-01DOI: 10.25170/metris.v20i2.2414
Yanto Yanto, Marsellinus Bachtiar Wahju
This study aims to determine the utilization of the worker’s time in the filling process, packaging department, a cup and bottled water company. Considering the aim of the study and the task characteristics, work sampling technique was used. Two production lines and two work stations were selected for time studyanalysis. In each work station, two workers with different tasks were involved for the time analysis. A number 586 and 1710 observations from Worker 1 in Line 1 and Line 2, and 586 and 1440 observations from Worker 2 in Line 1 and Line 2 were taken and observed. Results showed that the utilization of worker’s time are 31.7% and 33.6 % of Worker 1 in Line 1 and Line 2, and 25.6% and 21.0% of Worker 2 in Line 1 and Line 2. Results of significant testing showed that no significant differences were found for workers’ time utilization between Worker 1 in Line 1 and Worker 1 in Line 2 (Z=-0.82, p=0.41) and between Worker 2 in Line 1 and Worker 2 in Line 2 (Z=2.17, p=0.03) for α=0.01. Regarding findings in this study, it is reasonable for the management to consider work station which one worker per machine instead of two workers per one machine.
{"title":"Kajian pendahuluan penentuan tingkat utilitas pekerja proses filling stasiun kerja cup filling di perusahaan air minum dalam kemasan","authors":"Yanto Yanto, Marsellinus Bachtiar Wahju","doi":"10.25170/metris.v20i2.2414","DOIUrl":"https://doi.org/10.25170/metris.v20i2.2414","url":null,"abstract":"This study aims to determine the utilization of the worker’s time in the filling process, packaging department, a cup and bottled water company. Considering the aim of the study and the task characteristics, work sampling technique was used. Two production lines and two work stations were selected for time studyanalysis. In each work station, two workers with different tasks were involved for the time analysis. A number 586 and 1710 observations from Worker 1 in Line 1 and Line 2, and 586 and 1440 observations from Worker 2 in Line 1 and Line 2 were taken and observed. Results showed that the utilization of worker’s time are 31.7% and 33.6 % of Worker 1 in Line 1 and Line 2, and 25.6% and 21.0% of Worker 2 in Line 1 and Line 2. Results of significant testing showed that no significant differences were found for workers’ time utilization between Worker 1 in Line 1 and Worker 1 in Line 2 (Z=-0.82, p=0.41) and between Worker 2 in Line 1 and Worker 2 in Line 2 (Z=2.17, p=0.03) for α=0.01. Regarding findings in this study, it is reasonable for the management to consider work station which one worker per machine instead of two workers per one machine.","PeriodicalId":402087,"journal":{"name":"Jurnal METRIS","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125272248","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2019-12-01DOI: 10.25170/metris.v20i2.2413
Cheng-Wen Lee, D. Gankhuyag
This study checked the spillover effect and leverage effect from 2 January 2012 to 27 December 2017 in the Mongolian Stock Index MSE20 time frame. We found spillover effect on individual stock prices from the market index, but our analysis did not support individual stock has a spillover effect on stock index. In terms of volatility, only market and stock volatility have a bilateral spillover effect. Stock index in particular has a much stronger influence on stock price. Our research did not support previous studies for the leverage effect of the EGARCH-ARMA method, suggesting negative asymmetric influence of volatility such that two financial instruments overlap in their value.
{"title":"Estimating Spillover Effect and Leverage Effect Using EGARCH-ARMA Approach in Mongolian Stock Exchange","authors":"Cheng-Wen Lee, D. Gankhuyag","doi":"10.25170/metris.v20i2.2413","DOIUrl":"https://doi.org/10.25170/metris.v20i2.2413","url":null,"abstract":"This study checked the spillover effect and leverage effect from 2 January 2012 to 27 December 2017 in the Mongolian Stock Index MSE20 time frame. We found spillover effect on individual stock prices from the market index, but our analysis did not support individual stock has a spillover effect on stock index. In terms of volatility, only market and stock volatility have a bilateral spillover effect. Stock index in particular has a much stronger influence on stock price. Our research did not support previous studies for the leverage effect of the EGARCH-ARMA method, suggesting negative asymmetric influence of volatility such that two financial instruments overlap in their value.","PeriodicalId":402087,"journal":{"name":"Jurnal METRIS","volume":"100 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131759772","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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