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All Journal InPrime: Indonesian Journal Of Pure And Applied Mathematics Prosiding Seminar Nasional Official Statistics
Hutajulu, Ronald
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Humanities Computer Science & IT Economics, Econometrics & Finance Mathematics Social Sciences

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Efek Perubahan Lingkungan terhadap Output Pertanian Indonesia Prastanika, Winar Wahyu; Putri, Amanda Chairunisa Gheana; Samaya, Najwa Fairus; Hutajulu, Ronald; Aliy, Tiara Rahma; Budiasih, Budiasih
Seminar Nasional Official Statistics Vol 2023 No 1 (2023): Seminar Nasional Official Statistics 2023
Publisher : Politeknik Statistika STIS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34123/semnasoffstat.v2023i1.1772

Abstract

This study aims to explain the influence of the environment on Indonesia's agricultural output in 1990-2021 in the long and short term. The type of data used is secondary data which is time series data with annual units obtained from the World Bank. The analytical method used is ECM (Error Correction Model) with the help of Eviews-10 software. The results of the study show that in the long term CO2 growth has a significant negative effect, but in the short term it has a significant positive effect on agricultural output growth. In addition, the growth in the use of chemical fertilizers has a negative effect on agricultural output in the long and short term. In the long run, the growth in the area of cereal production land and the growth in the number of rural populations have a positive effect. In the short term, the growth in the area of cereal production has a positive effect, while the growth in the number of rural population has a positive effect. Partially, there are also growth variables, increasing rainfall and increasing air temperature which have no significant effect on the growth of agricultural output in the long and short term.
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.
Co-Authors Aliy, Tiara Rahma Budiasih Budiasih Neli Agustina Prastanika, Winar Wahyu Putri, Amanda Chairunisa Gheana Samaya, Najwa Fairus