ANALISIS EFEK MUSIM HUJAN DAN KEMARAU TERHADAP HARGA BERAS

Jurnal Manajemen Industri dan Logistik

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Field Value
 
Title ANALISIS EFEK MUSIM HUJAN DAN KEMARAU TERHADAP HARGA BERAS
 
Creator Jati, Kumara
 
Subject
Rainy and Dry Seasons, ARMA, ARCH/GARCH, Stock and Rice Price
 
Description This study analyzes the effects of the rainy and dry seasons on rice prices. Autoregressive and Moving Average (ARMA) and Autoregressive Conditional Heteroskedasticity / Generalized Autoregressive Conditional Heteroskedasticity (ARCH / GARCH) with a dummy variable. We used daily data of the stock and the price of rice from January 29, 2014 until January 29, 2018. ARMA (0,1)-ARCH (1) model with dummy variable that is dry season is more influence conditional variance of rice price compared with rainy season dummy variable. Stakeholders need to pay more attention to fluctuations in rice prices, especially in the dry season because rice supply is relatively less and there is only puso harvest.
 
Publisher Politeknik APP Jakarta
 
Contributor
 
Date 2018-12-04
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier https://jurnal.poltekapp.ac.id/index.php/JMIL/article/view/24
10.30988/jmil.v2i1.24
 
Source Jurnal Manajemen Industri dan Logistik; Vol 2, No 1 (2018): page 03 - 103; 40-51
2598-5795
2622-528X
10.30988/jmil.v2i1
 
Language eng
 
Relation https://jurnal.poltekapp.ac.id/index.php/JMIL/article/view/24/24
 
Coverage


 
Rights Copyright (c) 2018 Jurnal Manajemen Industri dan Logistik
 

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