PRICE FORECASTING OF STRATEGIC FOOD COMMODITIES IN VARIOUS MARKETS IN MALANG REGENCY: IMPLEMENTATION OF THE ARMA-GARCH MODEL
| Autor: | Sujarwo Sujarwo, Fitrotul Laili |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2023 |
| Předmět: | |
| Zdroj: | AGRISE, Vol 23, Iss 2, Pp 199-216 (2023) |
| Druh dokumentu: | article |
| ISSN: | 1412-1425 2252-6757 |
| DOI: | 10.21776/ub.agrise.2023.023.2.9 |
| Popis: | Fluctuations in food prices can trigger vulnerability, disrupting people's access to food. This study aims to predict the prices of strategic food commodities: rice, corn, shallots, garlic, cayenne pepper, large chilies, chicken meat, chicken eggs, beef, cooking oil, and granulated sugar at the wholesaler level in the district. Poor. The research method used is the ARMA-GARCH forecasting method. Price forecasting carried out on all strategic food commodities in Malang Regency shows a fluctuating pattern with a tendency for price increases, with an average change increasing gradually in each period. The causality relationship in various markets about price changes in strategic food commodities in Malang Regency shows a unidirectional and two-way causality pattern. |
| Databáze: | Directory of Open Access Journals |
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