Muslim, Achmad Hanif (2026) Analisis Dinamika Harga Komoditas Pangan Impor dan Lokal serta Pengaruh Faktor Eksternal: Studi Kasus Kedelai. Other thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Kedelai merupakan komoditas pangan strategis di Indonesia, namun produksi domestik yang jauh di bawah kebutuhan nasional menjadikan Indonesia sangat bergantung pada impor. Ketergantungan ini menyebabkan harga kedelai rentan terhadap fluktuasi nilai tukar rupiah dan dinamika harga minyak mentah dunia. Penelitian ini bertujuan untuk menganalisis dinamika harga kedelai impor dan lokal di tiga provinsi penghasil utama yaitu Provinsi Jawa Timur, Jawa Tengah, dan Jawa Barat serta mengidentifikasi pengaruh faktor eksternal terhadap pembentukan harga menggunakan metode Vector Autoregressive Integrated Moving Average with Exogenous Variables (VARIMAX). Data yang digunakan adalah data harian harga kedelai lokal dan impor, nilai tukar rupiah terhadap dolar AS, serta harga minyak mentah dunia periode Januari 2024 hingga Juni 2025. Tahapan analisis meliputi uji stasioneritas Dickey-Fuller (DF), uji kausalitas Granger, analisis Cross Correlation Function (CCF), identifikasi orde model, estimasi parameter dengan metode Full Information Maximum Likelihood (FIML), serta uji diagnostik residual. Hasil penelitian menunjukkan bahwa di Provinsi Jawa Barat teridentifikasi sebagai wilayah paling sensitif terhadap perubahan kurs dan harga minyak dengan model VARIMAX(5,1,0)(3,0), Jawa Tengah menunjukkan inersia pasar yang tinggi dengan model VARIMAX(6,1,0)(0,0), sedangkan Jawa Timur memperlihatkan respons tertunda (lagged effect) terhadap fluktuasi kurs dengan model VARIMAX(3,1,0)(5,0). Uji kausalitas Granger mengonfirmasi adanya hubungan dua arah antara harga kedelai lokal dan impor di ketiga provinsi. Secara keseluruhan, kurs rupiah merupakan faktor eksternal yang paling konsisten memengaruhi stabilitas harga kedelai. Temuan ini mengimplikasikan bahwa kebijakan stabilisasi harga kedelai perlu dirumuskan secara spesifik berdasarkan karakteristik regional masing-masing provinsi guna memperkuat ketahanan pangan nasional.
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Soybean is a strategic food commodity in Indonesia; however, domestic production that falls far short of national demand makes Indonesia highly dependent on imports. This dependency causes soybean prices to be vulnerable to fluctuations in the rupiah exchange rate and dynamics in world crude oil prices. This study aims to analyze the price dynamics of imported and local soybeans in three major producing provinces—East Java, Central Java, and West Java—and to identify the influence of external factors on price formation using the Vector Autoregressive Integrated Moving Average with Exogenous Variables (VARIMAX) method. The data used consist of daily prices of local and imported soybeans, the rupiah exchange rate against the US dollar, and world crude oil prices for the period January 2024 to June 2025. The analysis stages include the Dickey-Fuller (DF) stationarity test, Granger causality test, Cross Correlation Function (CCF) analysis, model order identification, parameter estimation using the Full Information Maximum Likelihood (FIML) method, and residual diagnostic tests. The results show that West Java was identified as the region most sensitive to changes in exchange rate and oil prices, with a VARIMAX(5,1,0)(3,0) model; Central Java exhibited high market inertia, with a VARIMAX(6,1,0)(0,0) model; while East Java displayed a lagged response to exchange rate fluctuations, with a VARIMAX(3,1,0)(5,0) model. The Granger causality test confirmed a bidirectional relationship between local and imported soybean prices in all three provinces. Overall, the rupiah exchange rate emerged as the external factor most consistently influencing soybean price stability. These findings imply that soybean price stabilization policies need to be formulated specifically according to the regional characteristics of each province in order to strengthen national food security.
| Item Type: | Thesis (Other) |
|---|---|
| Uncontrolled Keywords: | VARIMAX, Harga Kedelai, Kurs Rupiah, Harga Minyak Mentah, Ketahanan Pangan, VARIMAX, soybean prices, rupiah exchange rate, crude oil prices, Food security |
| Subjects: | Q Science > QA Mathematics > QA276 Mathematical statistics. Time-series analysis. Failure time data analysis. Survival analysis (Biometry) Q Science > QA Mathematics > QA401 Mathematical models. Q Science > QA Mathematics > QA278 Cluster Analysis. Multivariate analysis. Correspondence analysis (Statistics) |
| Divisions: | Faculty of Science and Data Analytics (SCIENTICS) > Mathematics > 44201-(S1) Undergraduate Thesis |
| Depositing User: | Achmad Hanif Muslim |
| Date Deposited: | 05 Aug 2026 03:47 |
| Last Modified: | 05 Aug 2026 03:47 |
| URI: | http://repository.its.ac.id/id/eprint/142975 |
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