Erlina Rufaidah, ER and Azhar, Rialdi FORECASTING MODEL OF AGRICULTURE COMMODITY OF VALUE EXPORT OF COFFEE: APPLICATION OF ARIMA MODEL. Jurnal Teknik Pertanian Lampung. ISSN 2302-559X

Preview

Text 4142-11741-1-PB.pdf - Published Version Download (230kB) | Preview

Abstract

Indonesia is currently one of the largest coffee producers in the world, and involved in exporting coffee countries. The financial series data such as export value of coffee is highly volatile in both mean and variance. Thereby, the model of ARIMA with order p,d,q is one way to deal with error. The aim of this study is to determine the best-fitted ARIMA(p,d,q) model to forecast the monthly series of export of coffee from January 2005 to April 2020. The findings suggest that ARIMA(1,3,1) is the best-selected model due to its very significant p-value (less than 0.0001), which showed that the model is applicable for forecasting. The model is then used to establish the prediction of ExCof monthly data for the next 12 months. Further results on forecasting of the export value of coffee show an increasing trend.

Item Type:	Article
Subjects:	H Social Sciences > HA Statistics H Social Sciences > HG Finance H Social Sciences > HN Social history and conditions. Social problems. Social reform H Social Sciences > HX Socialism. Communism. Anarchism
Divisions:	Fakultas Ekonomi dan Bisnis (FEB) > Prodi Magister Manajemen
Depositing User:	S.E.M.S.A. Rialdi Azhar
Date Deposited:	19 Nov 2020 13:10
Last Modified:	19 Nov 2020 13:10
URI:	http://repository.lppm.unila.ac.id/id/eprint/26305

Actions (login required)

View Item