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All Journal UNP Journal of Statistics and Data Science E-Jurnal Matematika
Yan Aditya Pradana
Universitas Muhammadiyah Madiun
Computer Science & IT Decision Sciences, Operations Research & Management Mathematics Social Sciences

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Forecast Accuracy Comparison Between Holt’s Method and the Box-Jenkins Approach: The Case of Madiun City Labor Force Participation Rate Muhammad Qolbi Shobri; Yan Aditya Pradana; Putri Balqis Al-Kubro; Nayla Desviona; Nila Destia Nasra
UNP Journal of Statistics and Data Science Vol. 3 No. 3 (2025): UNP Journal of Statistics and Data Science
Publisher : Departemen Statistika Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/ujsds/vol3-iss3/413

Abstract

Pacitan district recorded the highest Labor Force Participation Rate (LFPR) in Eastern Java Province. Meanwhile, Madiun city which is one of the largest cities in East Java Province, is ranked only 34 out of 39 cities in 2023. This condition raises concern for the local government, perticularly the Department of Manpower,in ensuring that the productive-age population can be optimally absorbed into the labor market. The LFPR is categorized as time series data, thus forecasting method are required to estimate its future trends.This Study compares the performance of the Double Exponential Smoothing Holt (DESH) method and the Autoregressive Integrated Moving Average (ARIMA) Box-Jenkins approach in forecasting the LFPR of Madiun City. The empirical result show that the ARIMA (1,0,1) model provides better accuracy compared to DESH. The forecasting result  indiacte that the LFPR of Madiun City is project to reach 67,19% in 2024, 67,20% in 2025, and 67,21% in 2026, with  Mean Squared Error (MSE) of 14,48; Root Mean Square Error (RMSE) of 3,80 and Mean Absolute Percentage Error (MAPE) of 4,75%. These finding are expected to serve as reference for future research and practical input for policymakers in formulating strategies to improve labor LFPR in Madiun City.
ANALISIS RISIKO PERDAGANGAN BAWANG MERAH DENGAN VOLATILITAS HISTORIS DAN VALUE AT RISK YAN ADITYA PRADANA; LENNY PUSPITA DEWI; PUTRI BALQIS AL KUBRO; SATRIYO PRIYO HANDOKO; MUHAMMAD ULUL ALBAB; FRANSISKUS FIDO EKA KURNIA NUGRAHA
E-Jurnal Matematika Vol. 15 No. 3 (2026)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/MTK.2026.v15.i03.p511

Abstract

Shallots are one of Indonesia's most important horticultural commodities, however their prices are highly volatile, creating significant financial risks for farmers and traders. This study aims to quantify the price risk of shallot trading in East Java Province and Nganjuk Regency using historical volatility, Value at Risk (VaR), and Conditional Value at Risk (CVaR) based on rolling windows of 10, 20, &40 days. The log-return series were found to be non-normally distributed (Shapiro–Wilk, p<0.05) but stationary (ADF, p<0.05), supporting the use of the historical simulation approach. The results show that Nganjuk exhibits substantially higher price volatility than East Java, particularly over the 10-day rolling window. Consistent with this finding, the 95% VaR indicates that Nganjuk has a higher potential short-term loss than East Java (-0.0133 compared with-0.0065). Furthermore, CVaR provides a more conservative estimate of downside risk, indicating that the expected loss beyond the VaR threshold in Nganjuk is considerably larger than that estimated by VaR alone. These findings demonstrate that combining historical volatility, VaR, &CVaR provides a more comprehensive assessment of extreme price risk than volatility analysis alone, thereby extending the application of quantitative risk measurement to agricultural commodity trading and supporting risk management and policy decisions.
Co-Authors FRANSISKUS FIDO EKA KURNIA NUGRAHA Lenny Puspita Dewi Muhammad Qolbi Shobri MUHAMMAD ULUL ALBAB Nayla Desviona Nila Destia Nasra PUTRI BALQIS AL KUBRO Putri Balqis Al-Kubro SATRIYO PRIYO HANDOKO