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Sediono, Sediono
Department Of Mathematics, Faculty Of Science And Technology, Universitas Airlangga, Jl. Dr. Ir. H. Soekarno, Mulyorejo, Kec. Mulyorejo, Kota Surabaya, Jawa Timur 60115
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WHEAT PRICE PREDICTION USING PULSE FUNCTION INTERVENTION ANALYSIS APPROACH Sediono Sediono; Nuzulia Anida; Nabila Angel Nafisha
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 20 No 4 (2026): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol20iss4pp2727-2742

Abstract

This study examines the impact of the Russia–Ukraine conflict on international wheat prices and develops a short-term forecasting model using intervention analysis. The study addresses a gap in the existing literature by applying a pulse-function intervention to capture sudden price shocks from geopolitical events, which are often inadequately modeled in conventional time-series approaches. Monthly wheat price data from January 2020 to November 2022 were analyzed using an intervention model combined with an ARIMA framework. The results indicate a statistically significant price spike following the onset of the conflict, confirming the presence of a short-term shock effect. The best-fitting model, ARIMA(0,2,1), produced an Akaike Information Criterion (AIC) value of -2097.84 and a Mean Squared Error (MSE) of 47,632.17, indicating satisfactory predictive performance for short-term forecasting. This study contributes methodologically by integrating pulse intervention analysis with ARIMA modeling to better capture abrupt disruptions in commodity prices. The findings provide empirical evidence of the sensitivity of global wheat markets to geopolitical instability and offer policymakers insights for designing responsive food security strategies. However, this study is limited by its relatively short observation period and by the exclusion of external variables, such as energy prices and trade policies, which may also influence price dynamics.
Co-Authors Adinda Tries Melati Ailsa Shafa Salsabila Ainaya Zakiyah Ainaya Zakiyah Nabila Alfredi Yoani Aliffia, Netha Ameliatul 'Iffah Ana, Elly Andreas, Christopher Andriani, Putu Eka Anggakusuma, Aurellia Calista Anggi Triya Vionita Antonio Nikolas Manuel Bonar Simamora Ardi Kurniawan Ardi Kurniawan Arum Eka Ismiranda Putri Aufa Muhammad Yogi Riyanto Ayuning Dwis Cahyasari Ayuning Dwis Cahyasari Azis, Aurelia Islami Azizah Dewi Ariyani Bagas Maulana Chaerobby Fakhri Fauzaan Purwoko Citra Imama Deby Victoria Dewanti, Maria Setya Dhyana Venosia Dhyana Venosia Dita Amelia Dita Amelia Dita Amelia Dita Amelia, Dita Dyaksa, Mega Kurnia Effendi, Magdalena Elly Ana Elly Ana Elly Pusporani Eris Tri Kurniawati Faizun, Nurin Fayza Shafira Renianti Ferissa Maulida Ismi Ghasani, Anisah Nabilah Handoko Darmokoesoemo Hani Sudarmanto Hariawan Widi Nugroho Helda Urbhani Rosa Helfira Lady Ari Pramesti Heri Kuswanto Hermawan, Mohamad David I Kadek Pasek Kusuma Adi Putra Idrus Syahzaqi Ilma Amira Rahmayanti Josephin Viona Aditya Khoirun Niswatin Kimberly Maserati Siagian Koesnadi, Grace Lucyana Kresna Oktafianto M. Fariz Fadillah Mardianto Marcel Laverda Subiyanto Marcel Laverda Subiyanto Marcelena Vicky Galena Mas Loegito Miranda, Ariadna Sopia Mochamad Rasyid Nabila Angel Nafisha Naufal Ramadhan Al Akhwal Siregar Nauvaldy, Muhammad Netha Aliffia Noviatus Sholihah Nugroho, Hariawan Widi Nur Chamidah Nurul Fajriah Deswani Sangadji Nuzulia Anida Oktavia, Sabrina Salsa Pratama, Bagas Shata Previan, Anggara Teguh Putri Fardha Asa Oktavia Hans Putri Nur Farida Rahmat Agung Ibrahim Rahmawati, Hasri Salsabylla Nada Apsariny Sasy Okti Karima Sa’idah Zahrotul Jannah Sa’idah Zahrotul Jannah Siti Maghfirotul Ulyah Siti Maghfrotul Ulyah Steven Soewignjo Suliyanto Suliyanto Suliyanto Tentri Ryan Rahmanita Toha Saifudin Trisnadi Widyaleksono Catur Putranto Vionita, Anggi Triya Widyangga, Pressylia Aluisina Putri Wieldyanisa, Ezha Easyfa