Penerapan Autoregressive Integrated Moving Average dalam Peramalan Nilai Tukar Petani Jawa Timur

Pramestya, Lany (2024) Penerapan Autoregressive Integrated Moving Average dalam Peramalan Nilai Tukar Petani Jawa Timur. Project Report. [s.n.], [s.l.]. (Unpublished)

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Abstract

Nilai Tukar Petani (NTP) merupakan indikator penting yang mencerminkan tingkat kesejahteraan petani melalui perbandingan antara indeks harga yang diterima dan dibayar petani. Penelitian ini bertujuan untuk meramalkan NTP di Jawa Timur sebagai upaya mendukung pembangunan sektor pertanian dan meningkatkan kesejahteraan petani. Data yang digunakan mencakup 132 bulan dengan nilai rata-rata NTP sebesar 104,47. Nilai maksimum tercatat pada Desember 2023 sebesar 116,05, sedangkan nilai minimum terjadi pada April 2021 sebesar 98,31. Penurunan signifikan pada NTP selama masa pandemi COVID-19 menunjukkan dampak nyata terhadap pendapatan dan daya beli petani. Dengan menerapkan model Autoregressive Integrated Moving Average (ARIMA), diperoleh model terbaik yaitu ARIMA(1,0,3) yang digunakan untuk meramalkan NTP selama 12 bulan ke depan. Hasil peramalan menunjukkan tren penurunan bertahap pada NTP, yang mengindikasikan potensi penurunan kesejahteraan petani jika tidak diimbangi dengan kebijakan yang adaptif. Penelitian ini diharapkan dapat menjadi referensi dalam perumusan strategi pembangunan pertanian berkelanjutan di Jawa Timur.
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The Farmer Exchange Rate (NTP) is an important indicator that reflects the level of farmer welfare through a comparison between the price index received and paid by farmers. This study aims to forecast the NTP in East Java as an effort to support the development of the agricultural sector and improve the welfare of farmers. The data used covers 132 months with an average NTP value of 104.47. The maximum value was recorded in December 2023 at 116.05, while the minimum value occurred in April 2021 at 98.31. The significant decline in NTP during the COVID-19 pandemic shows a real impact on farmers' income and purchasing power. By applying the Autoregressive Integrated Moving Average (ARIMA) model, the best model is ARIMA(1,0,3) which is used to forecast NTP for the next 12 months. The forecasting results show a gradual downward trend in the NTP, indicating a potential decline in farmer welfare if not balanced with adaptive policies. This research is expected to be a reference in the formulation of sustainable agricultural development strategies in East Java.

Item Type:	Monograph (Project Report)
Uncontrolled Keywords:	Nilai Tukar Petani (NTP), ARIMA, peramalan, farmer's terms of trade, ARIMA, forecasting.
Subjects:	H Social Sciences > HA Statistics H Social Sciences > HA Statistics > HA30.3 Time-series analysis
Divisions:	Faculty of Science and Data Analytics (SCIENTICS) > Actuaria > 94203-(S1) Undergraduate Thesis
Depositing User:	Lany Pramestya
Date Deposited:	11 Jul 2025 00:36
Last Modified:	11 Jul 2025 00:36
URI:	http://repository.its.ac.id/id/eprint/119571

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