Peramalan Nilai Tukar Petani Provinsi Sulawesi Barat dengan Metode Autoregressive Integrated Moving Average

Adhitya Kukuh Pradhana (Universitas Gadjah Mada)
Fajrin Achmad Rizki (Universitas Gadjah Mada)
Nafisa Kalyca Candrayani (Universitas Gadjah Mada)
Felda Nayla Seftiandri (Universitas Gadjah Mada)
Denti Brina Azalia (Universitas Gadjah Mada)
Fajar Novianto Alfitrah (Universitas Gadjah Mada)
Romanus Yoseph Kun Haribowo Purnomosidi (Universitas Gadjah Mada)

Business and Economic Publication
Vol. 4 No. 1 (2026): Business and Economic Publication

This study examines forecasting the Farmer's Exchange Rate (NTP) of West Sulawesi Province as an indicator of farmer welfare. Its urgency is grounded in historical volatility, where the NTP fluctuated between 100.36 in July 2022 and 158.28 in December 2024. Using monthly time-series data from January 2019 to March 2026, the analysis applies the Autoregressive Integrated Moving Average (ARIMA) approach. The Augmented Dickey-Fuller test confirms stationarity at the first difference with a p-value of 0.0000. ARIMA (3,1,1) was selected as the optimal model due to having the lowest AIC (5.372010) and SC (5.486165) values. Projections indicate a gradual NTP increase from 121.96 in April 2026 to 128.45 in December 2027. These findings provide an empirical foundation for the local government to formulate preventive policies, specifically input price stabilization and optimized subsidy distribution, to protect farmers purchasing power and long-term farmer welfare.