Firdhani, Yunaz (2015) Peramalan harga gabah kering panen (GKP), gabah kering giling (GKG) dan beras di tingkat produsen Jawa Timur dengan pendekatan metode univariate dan multivariate time series. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Indonesia merupakan salah satu Negara agraris, yang sebagian
besar penduduknya berprofesi sebagai petani. Provinsi Jawa Timur
merupakan salah satu provinsi lumbung padi nasional, yang selama
ini selalu menjadi tulang punggung produksi beras nasional. Seiring
dengan adanya suatu permasalahan masyarakat Indonesia, yakni
selalu menjadikan beras sebagai bahan makanan pokok, sehingga
kebutuhan akan beras selalu kontinyu, maka perlu dilakukan suatu
estimasi peramalan terhadap harga beras, harga gabah kering
panen (GKP) dan harga gabah kering giling (GKG). Untuk
mengantisipasi terjadinya lonjakan harga yang drastis. Ada dugaan
ketiga variabel tersebut saling berpengaruh, permasalahannya
adalah bagaimana meramalkan ketiga variabel tersebut secara
bersama-sama, maka pemodelan secara multivariat perlu mendapatkan
pertimbangan yaitu dengan menggunakan model Vector
Autoregressive (VAR). Selain itu metode Autoregressive Integrated
Moving Average (ARIMA) juga digunakan dalam penelitian ini, yang
selanjutnya akan dibandingkan dengan model VAR. Uji kausal
Granger digunakan untuk mengetahui hubungan antar variabel.
Hasil yang diperoleh adalah terdapat hubungan kausal dua arah
antar harga GKG dan beras. Model peramalan terbaik berdasarkan
kriteria out sample menghasilkan bahwa model VARIMA (6,1,0)
merupakan model yang sesuai untuk meramalkan harga GKG.
Sedangkan untuk harga GKP dan beras lebih sesuai jika
menggunakan model ARIMA. Model ARIMA untuk harga GKP
adalah ARIMA (0,1,[5,11]) (1,0,0)12, sedangkan untuk harga beras
adalah ARIMA (0,1,1)(1,0,1)12.
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Indonesia is one of the agricultural country, the majority of
people work as farmers. East Java Province is one of the national
granary province, which has always been the backbone of the
national rice production. Along with the existence of a problem in
Indonesian society, which always makes the rice as a staple food, so
the demand for rice is always continuous, it is necessary to do an
estimate of forecasting for price of rice, price of dry harvest grain
(DHG) and price of dry milled grain (DMG). To anticipate the surge
in prices. There are allegations that these three variables affect each
other, the problem is how to predict these three variables together,
then the multivariate modeling needs to get consideration, namely by
using a Vector Autoregressive models (VAR). In addition the method
Autoregressive Integrated Moving Average (ARIMA) is also used in
this study, which will then be compared with the VAR model.
Granger causality test is used to determine the relationship between
variables. The result is a two-way causal relationship exists between
the price variable of dry milled grain (DMG) and rice. The best
forecasting model based on criteria out sample produce that model
VARIMA (6,1,0) is an appropriate model to predict price of dry
milled grain (DMG). While price of dry harvest grain (DHG) and
rice are more appropriate if using ARIMA models . ARIMA models
for the price of dry harvest grain (DHG) is ARIMA (0,1,[5,11])
(1,0,0)12, while the price of rice is ARIMA (0,1,1)(1,0,1)12.
| Item Type: | Thesis (Undergraduate) |
|---|---|
| Additional Information: | RSSt 519.535 Fir p |
| Uncontrolled Keywords: | Harga; ARIMA; VAR; Granger Causality |
| Subjects: | H Social Sciences > HB Economic Theory > Economic forecasting--Mathematical models. |
| Divisions: | Faculty of Mathematics and Science > Statistics > 49201-(S1) Undergraduate Thesis |
| Depositing User: | - Taufiq Rahmanu |
| Date Deposited: | 25 Jun 2019 02:39 |
| Last Modified: | 25 Jun 2019 02:39 |
| URI: | http://repository.its.ac.id/id/eprint/63222 |
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