scholarly journals INTEGRASI PASAR AYAM BROILER DI SENTRA PRODUKSI DAN PASAR INDONESIA

JURNAL PANGAN ◽  
2021 ◽  
Vol 30 (1) ◽  
pp. 31-44
Author(s):  
Jojo Jojo ◽  
Harianto Harianto ◽  
Rita Nurmalina ◽  
Dedi Budiman Hakim
Keyword(s):  
Time Series ◽  
Broiler Chickens ◽  
Broiler Chicken ◽  
Time Series Data ◽  
Vector Autoregression ◽  
Market Competition ◽  
Series Data ◽  
The West ◽  
West Java ◽  
Vector Autoregression Model

Ayam broiler  merupakan salah satu komoditas strategis yang tumbuh pesat, dihasilkan subsektor peternakan. Permasalahan umum pemasaran ayam broiler antara lain fluktuasi harga dan kompetisi pasar terhadap harga ayam antar pedagang besar antar kota menyebabkan terjadinya keterkaitan harga ayam satu kota dengan kota lainnya, antar peternak dan pedagang eceran. Tujuan penelitian ini  untuk mengkaji integrasi pasar  ayam broiler Jawa Barat dan pasar Indonesia.  Data yang digunakan merupakan data sekunder  time series bulanan, yaitu 72 bulan, periode  Januari 2014 – Desember 2019. Data dianalisis menggunakan pendekatan model VAR (Vector Autoregression). Hasil analisis menunjukkan bahwa  pasar  ayam broiler Jawa Barat tidak memiliki integrasi dengan pasar Indonesia baik dalam jangka panjang ataupun jangka pendek. Broiler chickens are a strategic commodity that is growing rapidly, produced by the livestock sub-sector. General problems of broiler chicken marketing include price fluctuations and market competition on chicken prices among wholesalers between cities, causing a linkage between the price of chickens from one city to another, between breeders and retail traders. The purpose of this study was to examine the integration of the West Java broiler market and the Indonesian market. The data used are secondary monthly time series data, namely 72 months, for the period January 2014 - December 2019. The data were analyzed using the VAR (Vector Autoregression) model approach. The results of the analysis show that the West Java broiler chicken market does not have integration with the Indonesian market either in the long or short term.  

scholarly journals ANALISIS KAUSALITAS KEBIJAKAN FISKAL EKSPANSIF, KEBIJAKAN MONETER EKSPANSIF DAN PERTUMBUHAN EKONOMI DI INDONESIA

2020 ◽  
Vol 2 (1) ◽  
pp. 55
Author(s):  
Fadhliah Yuniwinsah ◽  
Ali Anis
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Monetary Policy ◽  
Fiscal Policy ◽  
Time Series Data ◽  
Vector Autoregression ◽  
Series Data ◽  
Vector Autoregression Model ◽  
Autoregression Model

This study examined the causality between expansionary fiscal policy, expansionary monetary policy and economic growth in Indonesia’s using a time series data with vector autoregression model (VAR) in the period of 1969-2018. The results of this study showed that are there is no causality between expansionary fiscal policy and expansionary monetary policy but there one-way relationship between them, it is the expansionary monetary policy gives influence to expansionary fiscal policy. There is no causality between expansionary fiscal policy and economic growth but there one-way relationship between them, It is economic growth gives influence to expansionary fiscal policy. And there is no causality between expansionary monetary policy and economic growth but there one-way relationship between them, it is economic growth gives influence to expansionary monetary policy.

scholarly journals Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector Autoregression

1985 ◽  
Vol 1 (1) ◽  
pp. 27-52 ◽  
Author(s):  
Radhey S. Singh ◽  
Aman Ullah
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Vector Autoregression ◽  
Series Data ◽  
Mixing Conditions ◽  
Conditional Mean ◽  
Nonparametric Estimators ◽  
Time Series Estimation ◽  
Series Estimation ◽  
Data Generating Process

In this paper we develop nonparametric estimators of the joint time series data generating process (DGP) of (xt,yt) at differentt-values, of conditional DGP, of the conditional mean ofxtgiven the past values ofxandy, and, more generally, the conditional mean of (xt,yt) given their past values (vector autoregression). We establish, among other results, the central limit theorems for these estimators under far weaker mixing conditions than those used in Robinson [23], where only thextseries is considered. Uniform consistency and rate results for the consistencies of various estimators are also obtained. The results of the paper are useful in light of the fact that often the functional form of the dynamic regression is not known and also the assumption of the Gaussian process is not true.

scholarly journals ANALISIS HUBUNGAN CURAH HUJAN DENGAN KEJADIAN BANJIR DAN KEKERINGAN PADA WILAYAH DENGAN SISTIM USAHATANI BERBASIS PADI DI PROPINSI JAWA BARAT (ANALYSIS OF RELATIONSHIP BETWEEN RAINFALL AND FLOOD AS WELL AS DROUGHT EVENTS ON AREA WITH RICE ...

Agromet ◽  
2009 ◽  
Vol 23 (1) ◽  
pp. 11 ◽  
Author(s):  
Woro Estiningtyas ◽  
Rizaldi Boer ◽  
Agus Buono
Keyword(s):  
Time Series ◽  
Paddy Field ◽  
Time Series Data ◽  
Critical Value ◽  
Climate Risk ◽  
Series Data ◽  
Food Crops ◽  
Drought Event ◽  
West Java ◽  
Central Food

There are significantly decreasing of rainfall in wet season and dry season, and changed in onset of early season, that all of them can make crouded in plan of planting date, field actifity especially for food crops africulture. In the other side, climate is one of condition that has been ready and can not change, where probability of climate change will be reality that should be happened every time. Increasing frequency of climate extrem will give high impact in agriculture, especialy in rice-based farming system. This paper describes the climate risk based on statistical approaches. The climate risk is focused on flood and drought event. The analysis used was a chance occurrence based on time series data of rainfall and flood/droughts (affected and puso) based on median value from time series data. The goal of this research are : (1) to know rainfall critical value that can be influence flood and drought event in some of central food crops i West Java, (2) to know probability of flood and drought event in some of central food crops in West Java. The result of this research show that critical value of the rainfall that can be influence flood and drought event is very variety. Average of for flood event for paddy field near coastal based on median approach is 140 mm/month with probability 0,6. For another location, 166 mm/month with probability 0,68. Average of critical value of the rainfall for drought event is 64 mm/month for paddy field near coastal with probability 0,73. For another location, critical rainfall value is 119 mm/month with probability 0,76. For spesific research or detail scale (district or sub distric) we can use rainfall critical value and probablity based on data in that specific location because the data is more representative local riil condition.

scholarly journals METODE SSA PADA DATA PRODUKSI PERIKANAN TANGKAP DI PROVINSI JAWA BARAT

2017 ◽  
Vol 9 (2) ◽  
pp. 95
Author(s):  
Fadhilah Fitri ◽  
Nurul Fiskia Gamayanti ◽  
Gumgum Gunawan
Keyword(s):  
Time Series ◽  
Fish Consumption ◽  
Time Series Data ◽  
Singular Spectrum Analysis ◽  
Model Specification ◽  
Series Data ◽  
West Java ◽  
Forecasting Accuracy ◽  
Nonparametric Approach ◽  
Fish Catch

Indonesia is an archipelagic country where 2/3 of its territory is  ocean. The vastness of Indonesia's oceans is expected to produce abundant sea products that can meet the needs of Indonesian consumers, especially fish. Adequacy of the amount of fish consumption can be assessed through the number of fish catch. Based on data at the Ministry of Marine Affairs and Fisheries in 2015, West Java has a low growth of fish consumption, 6.05% in 2010-2014. Therefore, it is necessary to forecast the results of fish catch for several years ahead so it can be known whether the provision of fish consumption will be fulfilled or not. One method that can be used is Singular Spectrum Analysis (SSA). The SSA method is a flexible method because it uses a nonparametric approach. That is, in its application, this method does not require the model specification of time series data, as well as parametric assumptions. Forecasting accuracy of a method is said to be good if it has a MAPE value less than 20%. MAPE of SSA method forecast is 6.19% so that SSA method is suitable for forecasting of capture fishery production in West Java Province. The forecast for fishery production in West Java Province in 2015 for the first, second, third, and fourth quarter were 53,978.49 Ton, 54,406.91 Ton, 50,889.11 Ton, and 56,896.96 Ton, respectively.

Pemodelan Produksi Ayam Ras di Indonesia Menggunakan Regresi dengan Sisaan Deret Waktu

2019 ◽  
Vol 8 (1) ◽  
Author(s):  
Akhbamah Primadaniyah Febrin ◽  
Itasia Dina Sulvianti ◽  
Aji Hamim Wigena
Keyword(s):  
Time Series ◽  
Structural Equation ◽  
Broiler Chicken ◽  
Time Series Data ◽  
Retail Price ◽  
Series Data ◽  
Percentage Error ◽  
Average Percentage ◽  
Independent Variables ◽  
Real Price

The production of broiler chicken has fluctuated in recent years and many factors alleged to influence the production. The purpose of this study is modeling a structural equation of forecasting the production of broiler chicken. The study use a dependent variable (Y) that is production of broiler chickens (kilo ton) and five independent variables (X) consist of broiler chicken population (million), national chicken consumption (ton/year), retail price (Rp/kg), real price of corn (Rp), and real price of Kampung chicken (Rp). The variables are time series data with errors does not spread out randomly. Modeling method used and suitable to the conditions is regression with time series errors  combined with ARIMA (Autoregressive Integrated Moving Average). The results of the regression analysis showed that only population variable and retail price variable are influencing the production of broiler chicken in Indonesia. Those two independent variables then modeled by a dependent variable using regression with time series errors. The best modeling is regression with time series errors ARIMA(1,1,0) with MAPE (Mean Average Percentage Error) value of 2.4%, RMSE (Root Mean Square Error) value of 39.800, and correlation value 0.980. The results has proved that the production of broiler chicken in Indonesia is influenced by those two variables.

scholarly journals Pembentukan Harga Cabai Merah Keriting Secara Teoritis Dan Empiris

2021 ◽  
Vol 9 (2) ◽  
pp. 104
Author(s):  
Dety Sukmawati ◽  
Euis Dasipah
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Supply And Demand ◽  
Price Formation ◽  
Series Data ◽  
Production Data ◽  
Wholesale Market ◽  
Price Information ◽  
The West ◽  
Information Center

High demand for curly red chilies will cause prices to rise while production cannot fulfill consumer desires. This situation was caused by an imbalance of supply-demand, where the supply-demand imbalance can be caused by several changes such as changes in production technology, population growth or number of consumers, changes in income levels per capita and season (., Asriani, and Rasyid 2012). Research data as research subjects were 1) Price time series data, curly red chili production at production centers 2) Supply data of curly red chilies from Cikajang Garut Regency, Caringin Central Market, Gedebage Main Market and Kramat Jati Central Market, 3) Time series data price, production, supply, government policies and supporting data from the West Java Food Crops Agriculture Office, and related agencies. The data used were time series data and supporting data from: Price information centers in production centers, main markets and price information at the West Java Food Crops Agricultural Service, for each marketing agency data was carried out by tracing the marketing chain. The research analysis was carried out in several ways, namely theoretically and empirically at the production center and the wholesale market described descriptively. Theoretical price formation can be explained that prices was formed based on supply and demand. Prices derived from price formation can come from the District or Provincial Agriculture Office and be informed from the Commodity Price Information Center in production centers and forwarded to farmers, dealers, traders and wholesale markets. Price information can be conveyed to between market players, so that farmers and market players know your margin and profit. Empirically, it can be seen that price formation in production centers was not seen to be formed from supply and demand. The price in the wholesale market is the price determined by market players in the wholesale market based on the amount of supply entering the main market and price information between the parent markets. The information center at PIKJ does not have production data from production centers so that when the price hike occurs, the version of the Ministry of Agriculture is imports of chilies ("specifically for curly red chilies, there are no imports"). Imports indicate that the production / supply decreases without knowing the actual amount of production, in this case the price information speed was faster than the production data that was informed per year so that prices in farmers still do not increase, meaning that farmers do not enjoy price increases, in this case it can be said that market mechanism was not working well.

scholarly journals Pengaruh Investasi PMDN, PMA, dan Penyerapan Tenaga Kerja Terhadap Pertumbuhan Ekonomi dan Jumlah Penduduk Miskin Kabupaten/Kota di Provinsi Kalimantan Barat

2017 ◽  
Vol 6 (2) ◽  
pp. 97 ◽  
Author(s):  
Yetty Agustini ◽  
Erni Panca Kurniasih
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Cross Section ◽  
Foreign Investment ◽  
Time Series Data ◽  
Series Data ◽  
Domestic Investment ◽  
The West ◽  
West Kalimantan ◽  
Local Economic Growth

The purpose of the research is to know the influence of domestic investment, foreign investment, and the absorption of labor toward the local economic growth and the amount of people who live in poverty in regency/city in West Kalimantan. This study tested 6 (six) years data, from 2008 to 2013 using panel data in the form of time series data (2008-2013) and cross section (10 countries/ cities) in the West Kalimantan province. Data were analyzed using regression analysis via Eviews 6.0. The results of the research showed that: 1) Domestic Investment influnces positively and significant toward the growth of local economic in regency/city in West Kalimantan. 2) Foreign Investment influences positively and significant toward the growth of local economic in regency/city in West Kalimantan. 3) The Absorption of labor influences positively and is significant toward the amount of local economic growth in regency/city in West Kalimantan. 4) Economic growth influences negatively and significant toward the amount of people who live in poverty in regency/city in West Kalimantan

Dynamic Change, Specification Uncertainty, and Bayesian Vector Autoregression Analysis

1992 ◽  
Vol 4 ◽  
pp. 97-125 ◽  
Author(s):  
John T. Williams
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Vector Autoregression ◽  
Dynamic Instability ◽  
Dynamic Change ◽  
A Priori ◽  
Series Data ◽  
Time Varying Parameters ◽  
Important Extension ◽  
General Time

The analysis of time-series data is fraught with problems of specification uncertainty and dynamic instability. Vector autoregression (VAR) is one attempt to overcome specification problems in time-series analysis, but this methodology has been criticized for being unparsimonious and potentially unstable through time.1 This article describes an important extension of VAR, one using Bayesian methods and allowing for time-varying parameters. These extensions improve VAR, making analysis less vulnerable to these criticisms. These VAR methods, developed by Doan, Litterman, and Sims (1984), provide a reasonable method for dealing with general time variation when theory does not provide useful a priori specification restrictions.

scholarly journals ANALISIS KAUSALITAS TRIPLE DEFICIT HYPOTHESIS DI INDONESIA

2018 ◽  
Vol 7 (1) ◽  
pp. 43
Author(s):  
Lara Putri Arantika ◽  
Yeniwati Yeniwati ◽  
Mike Triani
Keyword(s):  
Time Series ◽  
Causal Relationship ◽  
Current Account ◽  
Budget Deficit ◽  
Time Series Data ◽  
Vector Autoregression ◽  
Current Account Deficit ◽  
Secondary Data ◽  
Series Data ◽  
Relationship Of

This study aims to determine and analyze the causal relationship of triple deficit hypotheis between budget deficit, current account deficit, and saving-investment gap in Indonesia by using Vector Autoregression (VAR) method. The type of this research is descriptive reseacrh, where the data used secondary data in the form of time series data from the year 2003:Q1-2016:Q4. The finding of this study indicate that budget deficit and current account deficit have one-way relationship, budget deficit and saving-investment gaphave one-way relationship and current account deficit and saving-investment gap not have causality or one-way relationship.

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