Penerapan Model ARCH/GARCH untuk Peramalan Nilai Tukar Petani
DOI:
https://doi.org/10.24014/jsms.v4i1.5256Abstract
Nilai Tukar Petani (NTP) disuatu daerah dapat dijadikan sebagai salah satu tolak ukur untuk melihat kondisi pertanian daerah tesebut. Penelitian ini membahas tentang peramalan data NTP, dengan 63 data dari bulan Januari 2012 sampai Maret 2017. Tujuan penelitian ini yaitu memodelkan NTP dengan menggunakan model ARCH/GARCH. Diperoleh hasil bahwa model ARCH(1) merupakan model yang tepat untuk meramalkan data NTP. Menggunakan model ARCH(1) dilakukan peramalan sebanyak 5 bulan kedepan dimulai bulan April 2017. Nilai MAPE menunjukkan persentase yang rendah, ini menghasilkan peramalan mendekati data aktual.
Downloads
Issue
Section
License
JSMS : Jurnal Sains Matematika dan Statistika operates an Open Access policy under a Creative Commons Attribution 4.0 International License. Authors who publish with this journal agree to the following terms:
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution 4.0 International License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work.
