Pemilahan Volatilitas Harga Daging Sapi Menggunakan Metode Ensemble Empirical Mode Decomposition

Jurnal Agro Ekonomi

View Publication Info
 
 
Field Value
 
Title Pemilahan Volatilitas Harga Daging Sapi Menggunakan Metode Ensemble Empirical Mode Decomposition
 
Creator Hasanah, Fitria; Institut Pertanian Bogor
Wijayanto, Hari; Departemen Statistika, Institut Pertanian Bogor
Sumertajaya, I Made; Departemen Statistika, Institut Pertanian Bogor
 
Subject ARIMA; EEMD; harga daging sapi; peramalan; beef price; decomposition; forecast
 
Description EnglishStaple food prices include the major determinants of households food security and general inflation. Beef is a basic food which its price is controlled by the Government of Indonesia. This study aims to identify the determinants beef price volatility using the Ensemble Empirical Mode Decomposition (EEMD) method. The data was a weekly series of Januari 2006–Desember 2018 obtained from the Ministry of Trade. EEMD extracts data into a number of Intrinsic Mode Functions (IMFs) that are independent which are then used to forecast beef prices with the ARIMA model. EEMD produced 6 IMFs and one residual. The residual contributed 99.85% to beef price volatility. This means that the long-term trend of beef prices is determined by the residual trends. The EEMD results indicate that the high beef price volatility in certain periods is mainly due to high demand during the Ramadhan month and Idul Fitri, import quota policy, and changes in exchange rates and petroleum prices. The IMF and residual based ARIMA forecasting model obtained MAPE value of 0.42% but with contradicting directions. The Government may use the import quota as a policy instrument for stabilizing the beef price.IndonesianHarga pangan pokok termasuk faktor penentu utama ketahanan pangan rumah tangga dan inflasi umum. Daging sapi adalah salah satu bahan pangan pokok yang harganya dikendalikan Pemerintah Indonesia. Penelitian ini bertujuan mengidentifikasi faktor penentu volatilitas harga daging sapi dengan metode Ensemble Empirical Mode Decomposition (EEMD). EEMD menguraikan data menjadi sejumlah Intrinsic Mode Function (IMF) yang saling bebas yang selanjutnya digunakan untuk melakukan peramalan harga daging sapi dengan model ARIMA. Data yang digunakan adalah harga daging sapi mingguan Januari 2006–Desember 2018 yang diperoleh dari Kementerian Perdagangan. EEMD menghasilkan 6 IMF dan satu sisaan. Sisaan IMF memberikan kontribusi sebesar 99,85% terhadap pergerakan harga daging sapi. Artinya bahwa tren jangka panjang harga daging sapi ditentukan oleh tren sisaan. Berdasarkan hasil EEMD, volatilitas harga daging sapi yang tinggi pada periode-periode tertentu dipengaruhi oleh beberapa faktor terutama tingginya permintaan selama bulan Ramadhan dan Idul Fitri dan kebijakan kuota impor, serta perubahan nilai tukar rupiah dan harga BBM. Model peramalan ARIMA yang diduga berdasarkan IMF dan sisaan IMF menghasilkan nilai MAPE sebesar 0,42%, namun arah perubahannya tidak bersesuaian. Disarankan agar pemerintah menggunakan kuota impor sebagai salah satu instrumen kebijakan stabilisasi harga daging sapi.
 
Publisher Pusat Sosial Ekonomi dan Kebijakan Pertanian
 
Contributor Badan Pusat Statistik RI
 
Date 2021-10-14
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://ejurnal.litbang.pertanian.go.id/index.php/jae/article/view/11136
10.21082/jae.v38n1.2020.41-54
 
Source Jurnal Agro Ekonomi; Vol 38, No 1 (2020): Jurnal Agro Ekonomi; 41-54
Jurnal Agro Ekonomi; Vol 38, No 1 (2020): Jurnal Agro Ekonomi; 41-54
2541-1527
0216-9053
 
Language eng
 
Relation http://ejurnal.litbang.pertanian.go.id/index.php/jae/article/view/11136/9116
 
Rights Copyright (c) 2020 Jurnal Agro Ekonomi
http://creativecommons.org/licenses/by-nc-sa/4.0
 

Contact Us

The PKP Index is an initiative of the Public Knowledge Project.

For PKP Publishing Services please use the PKP|PS contact form.

For support with PKP software we encourage users to consult our wiki for documentation and search our support forums.

For any other correspondence feel free to contact us using the PKP contact form.

Find Us

Twitter

Copyright © 2015-2018 Simon Fraser University Library