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All Journal JEPA (Jurnal Ekonomi Pertanian dan Agribisnis) BAREKENG: Jurnal Ilmu Matematika dan Terapan JURNAL PENDIDIKAN TAMBUSAI Jurnal Pengabdian Magister Pendidikan IPA Jurnal Sosial Ekonomi Kelautan dan Perikanan Jurnal Aplikasi Statistika & Komputasi Statistik InPrime: Indonesian Journal Of Pure And Applied Mathematics Kolaborasi Jurnal Pengabdian Masyarakat ANWARUL: Jurnal Pendidikan dan Dakwah Prosiding Seminar Nasional Official Statistics Nanggroe: Journal Of Scholarly Service Jurnal Ilmiah Multidisiplin Amsir Nanggroe: Journal of Scholarly Service PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON DATA SCIENCE AND OFFICIAL STATISTICS Jurnal Pendidikan Guru Madrasah Ibtidaiyah Al-Amin Jurnal Ekonomi dan Pembangunan Indonesia Economic and Finance in Indonesia MERDEKA: Jurnal Ilmiah Multidisiplin Parameter: Jurnal Matematika, Statistika dan Terapannya Tarqiyatuna: Jurnal Pendidikan Agama Islam dan Madrasah Ibtidaiyah Jurnal Miftahul Ilmi: Jurnal Pendidikan Agama Islam
Neli Agustina
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A Comparative Analysis of ARCH/GARCH and Decomposition-ARIMA Models for Gold Price Forecasting in Indonesia Hutajulu, Ronald; Agustina, Neli
InPrime: Indonesian Journal of Pure and Applied Mathematics Vol. 6 No. 2 (2024)
Publisher : Department of Mathematics, Faculty of Sciences and Technology, UIN Syarif Hidayatullah

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15408/inprime.v6i2.40249

Abstract

Gold is considered a low-risk investment, serving as a hedge asset and haven against inflation and economic shocks. While gold prices exhibit an increasing trend in the long term, they are subject to short-term fluctuations. Accurate gold price prediction is crucial for investors to maximize returns. This research aims to identify the most suitable method for forecasting gold prices in Indonesia, comparing the decomposition-ARIMA and ARCH-GARCH models. The findings reveal that the decomposition-ARIMA(2,1,2) method surpasses the GARCH(1,0) model in accuracy. The forecasting results indicate an upward trend in gold prices, with an average IDR of 1,209,214.11. This study demonstrates the superior accuracy of the decomposition-ARIMA method for gold price forecasting in Indonesia, offering valuable insights for investors seeking to optimize their investment strategies.Keywords: ARCH-GARCH model; forecasting; gold; volatility. AbstrakEmas dianggap sebagai investasi berisiko rendah, berfungsi sebagai aset hedge dan safe haven yang aman terhadap inflasi dan guncangan ekonomi. Meskipun harga emas menunjukkan tren peningkatan dalam jangka panjang, harga emas juga dapat mengalami fluktuasi dalam jangka pendek. Prediksi harga emas yang akurat sangat penting bagi investor untuk memaksimalkan keuntungan. Penelitian ini bertujuan untuk mengidentifikasi metode yang paling sesuai untuk meramalkan harga emas di Indonesia, dengan membandingkan model dekomposisi-ARIMA dan model ARCH-GARCH. Temuan menunjukkan bahwa metode dekomposisi-ARIMA(2,1,2) melampaui akurasi model GARCH(1,0). Hasil peramalan menunjukkan adanya tren kenaikan harga emas dengan harga rata-rata Rp 1.209.214,11. Kontribusi studi ini terletak pada demonstrasi akurasi metode dekomposisi-ARIMA yang unggul dalam peramalan harga emas di Indonesia, sehingga menawarkan wawasan berharga bagi investor yang ingin mengoptimalkan strategi investasinya. Kata Kunci: model ARCH-GARCH; prediksi; emas; volatilitas. 2020MSC: 62M10.
Analisis Kinerja Ekspor Tuna Sirip Kuning Indonesia di Negara Nontradisional Syifaulhaq, Annisa; Agustina, Neli
Jurnal Sosial Ekonomi Kelautan dan Perikanan Vol 20, No 1 (2025): JUNI 2025
Publisher : Balai Besar Riset Sosial Eonomi Kelautan dan Perikanan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15578/jsekp.v20i1.16248

Abstract

Pada tahun 2021, nilai ekspor tuna sirip kuning Indonesia mencapai USD 5,179 juta, menjadikannya komoditas tuna dengan nilai ekspor tertinggi di antara lima jenis tuna yang diperdagangkan secara global. Namun demikian, masih terdapat sejumlah tantangan, seperti penurunan volume ekspor, terpusatnya pasar pada beberapa negara utama, serta melemahnya daya saing di pasar tradisional. Oleh karena itu, perlu dilakukan perluasan pasar ekspor ke negara-negara nontradisional. Penelitian ini menganalisis faktor-faktor yang memengaruhi volume ekspor tuna sirip kuning Indonesia ke pasar tersebut dengan menggunakan data panel periode 2016–2021 dari UN Comtrade dan World Bank, mencakup sepuluh negara tujuan nontradisional: Britania Raya, Italia, Vietnam, Tiongkok, Hong Kong, Malaysia, Filipina, Singapura, Uni Emirat Arab, dan Australia. Analisis dilakukan dengan regresi data panel menggunakan pendekatan Random Effect Model (REM). Hasil penelitian menunjukkan bahwa harga ekspor tuna sirip kuning Indonesia dan harga pesaing berpengaruh negatif signifikan terhadap volume ekspor, sedangkan indeks Revealed Symmetric Comparative Advantage (RSCA) dan nilai tukar berpengaruh positif. Sementara itu, variabel jarak ekonomi tidak berpengaruh signifikan. Temuan ini menegaskan bahwa daya saing merupakan faktor utama dalam peningkatan kinerja ekspor tuna sirip kuning Indonesia. Oleh karena itu, diperlukan upaya menjaga stabilitas harga melalui pengendalian pasokan dan biaya produksi, peningkatan mutu dan pemenuhan standar internasional, serta penguatan kerja sama perdagangan dengan negara nontradisional untuk mengurangi hambatan tarif dan nontarif.Title: Export Performance Analysis of Indonesian Yellowfin Tuna in Nontraditional Countries  In 2021, Indonesia’s yellowfin tuna exports reached a value of USD 5.179 million, making it the highest among the five tuna species traded internationally. However, several challenges persist, including a declining export volume, concentration in a few destination countries, and weakening competitiveness in major markets. To address this, expanding exports to nontraditional countries has become essential. This study analyzes the determinants influencing Indonesia’s yellowfin tuna export volume to such emerging markets. Panel data covering 2016–2021 from UN Comtrade and the World Bank were employed, encompassing ten nontraditional destinations: the United Kingdom, Italy, Vietnam, China, Hong Kong, Malaysia, the Philippines, Singapore, the United Arab Emirates, and Australia. Using a Random Effects Model (REM), the results indicate that both Indonesia’s export price and competitors’ prices have a significant negative effect, while the Revealed Symmetric Comparative Advantage (RSCA) index and the exchange rate positively affect export volume. Conversely, economic distance shows no significant impact. These findings highlight that competitiveness is a key driver of Indonesia’s yellowfin tuna export performance. Therefore, maintaining price stability through supply and production cost management, improving quality and international standard compliance, and strengthening trade partnerships with nontraditional markets are recommended to reduce tariff and non-tariff barriers and enhance long-term export sustainability.
PERBANDINGAN MODEL ARIMA DAN ANALISIS TREN DALAM PERAMALAN PRODUKSI GULA DI INDONESIA MENUJU SWASEMBADA GULA 2028 Irawan, Sintya Riagusty Dzakiyyah; Raihan, Muhammad; Pebriantini, Ni Ketut; Agustina, Neli
Jurnal Ekonomi Pertanian dan Agribisnis Vol. 9 No. 4 (2025)
Publisher : Department of Agricultural Social Economics, Faculty of Agriculture, Brawijaya University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21776/

Abstract

Seiring meningkatnya jumlah penduduk kebutuhan bahan pokok seperti gula turut meningkat. Namun, konsumsi gula yang lebih tinggi dibandingkan produksi nasional menciptakan ketidakseimbangan antara produksi dan konsumsi gula. Untuk mengatasi masalah ini, pemerintah menargetkan swasembada gula pada tahun 2028. Penelitian ini bertujuan meramalkan data produksi apakah target tersebut dapat tercapai dengan membandingkan metode peramalan stokastik model ARIMA dan metode deterministik menggunakan analisis tren. Data yang digunakan mencakup 58 periode dari tahun 1967 hingga 2024, bersumber dari Statistik Perkebunan Kementerian Pertanian. Hasil analisis menunjukkan bahwa model terbaik dari ARIMA adalah ARIMA(9,1,9), sedangkan analisis tren menunjukkan bahwa model tren kuadratik adalah model terbaik berdasarkan nilai R-squared dan Mean Absolute Percentage Error (MAPE). Berdasarkan hasil peramalan menunjukkan bahwa produksi gula pada tahun 2028, baik dengan ARIMA(9,1,9) maupun tren kuadratik menunjukkan masih berada di bawah proyeksi kebutuhan konsumsi gula nasional sebesar 3,075 ton. Hal ini mengindikasikan bahwa swasembada gula pada tahun 2028 belum dapat terwujud.
Desentralisasi Fiskal, Tax Effort dan Pertumbuhan Ekonomi: Studi Empirik Kabupaten/Kota di Indonesia 2001-2008 Priyarsono, D. S.; Budiasih, Budiasih; Agustina, Neli
Jurnal Ekonomi dan Pembangunan Indonesia
Publisher : UI Scholars Hub

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

Indonesia has implemented a new policy of regional autonomy and fiscal decentralization for almost ten years. One of the objectives of this fiscal decentralization is to give the full autonomy to local governments in spending and managing their revenues. The local governments have the authority to explore and collect their own-source revenue ('Pendapatan Asli Daerah', or PAD), i.e. through the improvement of their tax effort. The objectives of this study are: (i) to describe the fiscal performance of districts and municipalities in Indonesia, both in the revenue as well as the expenditure sides, (ii) to analyze the effects of intergovernmental transfers ('dana perimbangan', or balancing fund from the central to regional governments) on regional tax efforts, and (iii) to identify the regional economic growth elasticity of intergovernmental transfers and own-source revenue. This study employs a panel datasetof 336 districts and municipalities covering the whole area of Indonesia over the time period of 2001-2008. The results show a relatively low contribution of PAD to regional revenues, indicating high fiscal dependency of regional govemments on the central government. Intergovernmental transfers positively effect tax efforts. The re·sult of the elasticity analysis also indicates a positive role of the transfers as stimuli to economic growth.
Shadow Economy Estimation Across ASEAN Member States: MIMIC Model Approach Al Agung, Ahmad Nadifa; Agustina, Neli
Proceedings of The International Conference on Data Science and Official Statistics Vol. 2025 No. 1 (2025): Proceedings of 2025 International Conference on Data Science and Official St
Publisher : Politeknik Statistika STIS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34123/icdsos.v2025i1.578

Abstract

As a measure of official output, GDP remains incomplete, omitting the substantial economic transactions that occur within the shadow economy. The shadow economy reduces government tax revenues and weakens fiscal capacity. It also contributes to the underestimation of macroeconomic indicators. This study estimates the size of the shadow economy in ASEAN member states (AMS) using the Multiple Indicators and Multiple Causes (MIMIC) model. The model employs three causal variables and two indicator variables to capture the latent construct. Inflation, unemployment rate, and GDP per capita growth are identified as the main causal determinants. Economic growth and M2 growth are validated as significant indicators constructed for the shadow economy. The estimation covers the period from 2000 to 2023 and reveals an upward trend in the shadow economy across ten AMS, with an average size of 37.75 percent of GDP. These findings emphasize the need for policy actions that focus on maintaining price stability, promoting inclusive economic growth, and expanding formal employment opportunities to mitigate the expansion of the shadow economy.
Co-Authors Agustinningtyas, Diska Ahdiyaty Rahmi A. Suaib Aisyah Bintang Al Agung, Ahmad Nadifa Ali Mutafi Alia, Fitri Anggun Anggun, Anggun Arif Rahman Arifa, Ziida As-Sikah, Sarah Asshidiq, Isna Aissatussiri Bagus Dwi Hari Setyono Baiq Dinda Inges Mutiara Hati Budi Asih Budiasih Budiasih Chaterina Dwi Puspita Dhika Aulia Yusram Dominicus Savio Priyarsono Dyah Nur Isnaini El-Abida, Syifa Fauziah Fatimatuzzuhra Fatkhurrohman Fatkhurrohman Faujan, La Ode febriyanti febriyanti Gampar, Yohanes Apriyano Hadisumarno, Rieska Hayati, Lia Aulia Huliatunisa, Yayah Hutajulu, Ronald Ilma Ainun Fitriana Irawan, Sintya Riagusty Dzakiyyah Izzatul Fitriani Junaidah, Emy Khabiburrochman, Adam Kharistia Capriati Lestari, Simping Puji Mahfiroh, Nailil Mangiwa, Romario Desouza Daniel Martha Zalukhu Maulida, Fitri Mutiara Sinaga, Vhania Mutmainah, Arifatul Muzaki, Fais Nova Aji Saputra Nurfadhillah, Septy Nurrohmah, Nadia Oktavia, Anisa Pebriantini, Ni Ketut Prasasti, Defi Prawesty Dian Utami Prihatin, Siti Prilistiana, Indi Rahmat, Ervan Nur Raihan, Muhammad Resky Amelia Robert Kurniawan, Robert Sabastya, Alfian Sari, Seli Delima Setiyo, Ulfan Simbolon, Ani Ngalemisa Siregar, Revina Solihin, Rahmat Soraya, Rani Surahman, Fikri Suroyo, Sigit Adhi Syahrul Huda, Muhammad Reza Syifaulhaq, Annisa Triawan, Adis Uswatun, Ulia