ANALISIS EFEK MUSIM HUJAN DAN KEMARAU TERHADAP HARGA BERAS

Kumara Jati

Abstract


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.

Keywords


Rainy and Dry Seasons, ARMA, ARCH/GARCH, Stock and Rice Price

Full Text:

PDF

References


Aditya, Teguh. (2016). Analisis Faktor-faktor yang Memengaruhi Volatilitas Harga Beras di Indonesia. Skripsi, Departemen Ilmu Ekonomi, Institut Pertanian Bogor.

Boer, R. (2010). Ancaman Perubahan Iklim Global terhadap Ketahanan Pangan Indonesia (The Threats of Global Climate Change on Food Security in Indonesia). Jurnal Agrimedia, Vol.15(2), pp: 16-21 Central Agency of Statistics (BPS). (Various Issues). Statistical Yearbook of Indonesia. Jakarta: BPS.

Bourdon, M.H. (2011). Agricultural Commodity Price Volatility. OECD Food, Agriculture and Fisheries Papers No. 52.

Bollerslev,T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Economics 31 (1986) 307-327, 1986.

Busnita, Silvia Sari. (2016). Rice Price Volatility, Its Driving Factors and The Impact of Climate Change on Paddy Production and Rice Price in Indonesia. Thesis of Master of Science, Postgraduate School, Bogor Agricultural University, Bogor.

Christanty, Hyldha. (2013). Pengaruh Volatilitas Harga Terhadap Inflasi di Kota Malang: Pendekatan Model ARCH/GARCH.

Damanik, T.R., Sihombing, L., Lubis, S.N. (2007). Analisis Faktor-faktor yang Mempengaruhi Harga Jual Gabah Petani di Serdang Bedagai (Studi Kasus: Desa Melati II, Kecamatan Perbaungan). Working Paper, Universitas Sumatera Utara (USU).

Dida, H.P., Suparman, S., Widhiyanuriyawan, D. (2016). Pemetaan Potensi Energi Angin di Perairan Indonesia Berdasarkan Data Satelit QuikScat dan WindSat. Jurnal Rekayasan Mesin Vol.7, No.2 Tahun 2016: 95-101.

Ederington, L.H. & Guan, W. (2013). The Cross-Sectional Relation between Conditional Heteroskedasticity, the Implied Volatility Smile, and the Variance Risk Premium. Journal of Banking & Finance, 37 (2013) 3388-3400.

Engle, R.F. (1982). Autoregressive Conditional Heteroskedasticity with Estimates of the of U.K. Inflation. Econometrica 64, 813-836.

FAO. (2011). The State of Food Insecurity in the World. Report of Food and Agriculture Organization of the United Nations, Rome.

Fitriani, Dieni. (2014). Analisis Curah Hujan Diurnal Indonesia Menggunakan Data Satelit TRMM. Skripsi, Departemen Geofisika dan Meteorologi, Institut Pertanian Bogor (IPB).

Foodstationjayakarta. (2018a). Harga Beras di PIBC. Laporan harga beras di Pasar Induk Beras Cipinang (PIBC). Diunduh pada 28 Januari 2018

dari http://foodstationjayakarta.com/index.php/pusat-informasi-pasar/harga-beras-pibc-palawija.

Foodstationjayakarta. (2018b). Stock Beras di PIBC. Laporan stock beras di Pasar Induk Beras Cipinang (PIBC). Diunduh pada 28 Januari 2018

dari http://foodstationjayakarta.com/index.php/pusat-informasi-pasar/stock-beras-pibc.

Gujarati, Damodar N. (2003). Basic Econometric : Fourth Edition International Edition.

Hosang, P.R., Tatuh, J., dan Rogi, J.E.X. (2012). Analisis Dampak Perubahan Iklim terhadap Produksi Beras Provinsi Sulawesi Utara Tahun 2013-2030. Eugenia Volume 18 No.3 Desember 2012.

Jati, Kumara. (2014). Analysis of Sugar Prices Volatility Using ARCH/GARCH. International Journal of Trade, Economics and Finance, Vol.5, No.2, April 2014.

Miniaoui, H., Sayani, H., and Chaibi, A. (2014). ‘The Impact of Financial Crisis on Islamic and Convenctional Indices of the GCC Countries’. Working Paper 2014-401, IPAG Business School, Paris, France.

Monteiro, N., Altman, I., & Lahiri, S. (2012). The Impact of Ethanol Production On Food Prices: The Role of Interplay Between The U.S. and Brazil. Energy Policy 41 (2012) 193-199.

Mukhdar, Musdalifah. (2014). Analisis Faktor-faktor yang Mempengaruhi Impor Beras di Indonesia. Skripsi Fakultas Ekonomi dan Bisnis Islam, Universitas Islam Negeri Alauddin Makassar.

Naranpanawa, A. & Bandara, J.S. (2012). Poverty and Growth Impacts of High Oil Prices: Evidence From Sri Lanka. Energy Policy xx (2012) xx-xx.

Samovar, L. A., & Porter, R.E. (Eds.). (1985). Intercultural Communication: A Reader. Belmont, CA, Wadsworth.

Shiferaw, Y. A. (2012). Modelling Volatility of Price of Some Selected Agricultural Products in Ethiopia: ARIMA: GARCH Applications. Working Paper School of Mathematical and Statistical Sciences, Statistics Program, Hawassa University, Ethiopia.

Sihono, Joko. (2007). Diferensiasi Harga Beras di Indonesia Pasca Krisis Ekonomi. Skripsi, Fakultas Pertanian UPN Yogyakarta.

Solihin, M.A., Handayani, Y.L., Fauzi, M. (2017). Kajian Pola Distribusi Hujan Jam-jaman di Kabupaten Rokan Hulu Menggunakan Data Satelit Tropical Rainfall Measuring Mission (TRMM). Jom FTEKNIK Volume 4 No.2 Oktober 2017.

Sumaryanto. (2009). Analisis volatilitas harga eceran beberapa komoditas pangan utama dengan model ARCH/GARCH. JAE. 27(2):135-163.

Sunani. (2009). Analisis Faktor-faktor yang Mempengaruhi Produksi dan Konsumsi Beras di Kabupaten Siak, Riau. Skripsi, Fakultas Ekonomi dan Manajemen, Institut Pertanian Bogor.

Susilokarti, D., Arif, S.S., Susanto, S., Sutiarso, L. (2015). Identifikasi Perubahan Iklim Berdasarkan Data Curah Hujan di Wilayah Selatan Jatiluhur Kabupaten Subang, Jawa Barat. Agritech, Vol.35, No.1, Februari 2015.

Taylor, S.J. (1986). Modelling Financial Time Series. Chichester, UK: John Wiley and Sons.

Turban, et. al. (2005). Introduction to Information Technologi. John Wiley & Sons, Inc.

Wood, B.D.K., Nelson, C.H., & Nogueira, L. (2012). Poverty Effects of Food Price Escalation: The Importance of Substitution Effects in Mexican Households. Food Policy 37 (2012) 77-85.




DOI: https://doi.org/10.30988/jmil.v2i1.24

Article Metrics

Abstract view : 0 times
PDF - 0 times

Refbacks

  • There are currently no refbacks.


Copyright (c) 2018 Jurnal Manajemen Industri dan Logistik



 
 

View My Stats

Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.


ISSN 2622-528X (Print) and ISSN 2598-5795 (Online)

CORRESPONDENCE :

Unit Penelitian dan Pengabdian Masyarakat (UPPM)
Politeknik APP Jakarta
Kementerian Perindustrian
M. Tirtana Siregar
Telp. : 021-7867382/83
HP/WA : 082125910310
email : uppm.politeknikapp@gmail.com