Peramalan Harga Gandum di Tengah Invasi Rusia ke Ukraina dengan Pendekatan Intervensi Fungsi Step
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DOI:
https://doi.org/10.32665/james.v6i2.1824Keywords:
analisis intervensi, analisis runtun waktu, fungsi step, gandum, perang rusia-ukraina, intervention analysis, time series analysis, step function, wheat, russia-ukraine warAbstract
Semenjak konflik antara Federasi Rusia dan Ukraina terjadi, perekonomian dunia terdampak cukup parah terutama harga komoditas dunia. Akibat dari perang di Ukraina, beberapa rantai-pasok komoditas pangan dunia mengalami hambatan, hingga berujung pada krisis pangan di sejumlah wilayah di Afrika dan mulai merambat ke beberapa negara khususnya di Asia. Gandum merupakan salah satu komoditas pangan yang mengalami kenaikan harga akibat dari konflik yang terjadi di Ukraina. Kenaikan harga gandum tersebut berdampak pula terhadap kenaikan harga produk turunan dari gandum, seperti tepung yang merupakan bahan baku pembuatan roti dan mie. Produk mie dan roti di Indonesia merupakan salah satu makanan pokok pengganti nasi, sehingga jika kondisi kenaikan harga gandum tidak diatasi, dikhawatirkan akan terjadi krisis pangan di Indonesia. Penelitian ini akan memodelkan dan memprediksi harga gandum dunia di tengah konflik antara Rusia dan Ukraina dengan pendekatan model intervensi fungsi step. Hasil penelitian menunjukkan bahwa prediksi harga komoditas gandum dunia di tengah invasi Rusia ke Ukraina dengan pendekatan model intervensi fungsi step menunjukkan hasil yang akurat. Model ARIMA(1,1,0) dengan b=0, s=2, dan r=2 menjadi model intervensi fungsi step paling baik. Nilai MAPE yang ditentukan dari pengujian data adalah 14,27%.
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Abstract View: 274,
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