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All Journal JURNAL MANAJEMEN INDUSTRI DAN LOGISTIK
Kumara Jati
Badan Pengkajian dan Pengembangan Perdagangan, Kementerian Perdagangan Gedung Utama Lt.15, Jl. M.I. Ridwan Rais No.5, Jakarta 10110
Decision Sciences, Operations Research & Management Engineering Industrial & Manufacturing Engineering Transportation

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ANALISIS EFEK MUSIM HUJAN DAN KEMARAU TERHADAP HARGA BERAS Kumara Jati
Jurnal Manajemen Industri dan Logistik (JMIL) Vol 2, No 1 (2018): page 03 - 103
Publisher : Politeknik APP Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (431.285 KB) | DOI: 10.30988/jmil.v2i1.24

Abstract

This study analyzes the effects of the rainy and dry seasons on rice prices. Autoregressive and Moving Average (ARMA) and Autoregressive Conditional Heteroskedasticity / Generalized Autoregressive Conditional Heteroskedasticity (ARCH / GARCH) with a dummy variable. We used daily data of the stock and the price of rice from January 29, 2014 until January 29, 2018. ARMA (0,1)-ARCH (1) model with dummy variable that is dry season is more influence conditional variance of rice price compared with rainy season dummy variable. Stakeholders need to pay more attention to fluctuations in rice prices, especially in the dry season because rice supply is relatively less and there is only puso harvest.
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