ANALISIS PENGARUH DAERAH PEMASOK TERHADAP HARGA CABAI MERAH DI DKI JAKARTA MENGGUNAKAN VECTOR ERROR CORRECTION MODEL (VECM)
DOI:
https://doi.org/10.29244/ijsa.v3i3.276Keywords:
forecast error variance decomposition, impulse response function, red chili price, vector error correction modelAbstract
This study aims to analyze the effect of red chili price and production in the supplier area on its prices in DKI Jakarta using the Vector Error Correction Model (VECM). The data used in this study are red chili price and average expenditure per month per capita in DKI Jakarta and red chili price and production in East Java, West Java, and Banten in the period January 2012 to July 2018. The model obtained was VECM (1) the price of red chili in DKI Jakarta. It showed that there was a long-term relationship (cointegration) on the first difference. The results the Forecast Error Variance Decomposition (FEVD) analysis showed that the contributions of the red chili price in DKI Jakarta and West Java, average monthly expense for red chili in DKI Jakarta, red chili production (West Java and Banten) are significant in explaining the behaviour of the red chili price change in DKI Jakarta. The results of the Impulse Response Function (IRF) analysis showed that the shock of the price of chili in DKI Jakarta and West Java in the previous month will increase the price of red chili in DKI Jakarta in the following month. Conversely, the shock of the average monthly expenditure of red chili in DKI Jakarta and red chili production (West Java and Banten) from the previous month will reduce the price of red chili in DKI Jakarta in the following month.
Downloads
References
Ajija, S.R., Sari, D.W., Setianto, R.H., and Primanti, M.R. (2011). Cara cerdas menguasai Eviews. Jakarta (ID): Salemba Empat.
[BPS] Badan Pusat Statistik. (2015). Distribusi perdagangan komoditas bawang merah Indonesia 2015. Jakarta (ID): Badan Pusat Statistik.
[BPS] Badan Pusat Statistik. (2019). Indeks harga konsumen dan inflasi DKI Jakarta 2018. Jakarta (ID): Badan Pusat Statistik.
Dickey, D.A., and Fuller, W.A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American statistical association, 74(366a):427–431.
Enders, W. (2004). Applied econometric time series, 2 nd. ed. New York (US): John Willey & Sons, Inc.
Farid, M., and Subekti, N.A. (2012). Tinjauan terhadap produksi, konsumsi, distribusi dan dinamika harga cabe di Indonesia. Buletin Ilmiah Litbang Perdagangan, 6(2):211–234.
Gujarati, D. (2003). Basic econometrics, 4th ed. New York (US): McGraw Hill.
Hatidja, D. (2000). Pembandingan uji barlett, jacknife dan levene untuk pengujian kehomogenan ragam [tesis]. Bogor (ID): IPB University.
Johansen, S. (1991). Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models. Econometrica: journal of the Econometric Society, 1551–1580.
Juanda, B., and Junaidi. (2012). Ekonometrika Deret Waktu: Teori dan Aplikasi. Bogor (ID): IPB Press.
[Kemendag] Kementerian Perdagangan RI. (2016). Peraturan Menteri Perdagangan Republik Indonesia Nomor 63 tahun 2016 tentang penetapan harga acuan pembelian di petani dan harga acuan penjualan di konsumen. Jakarta (ID): Kementerian Perdagangan RI.
Ljung, G.M., and Box, G.E. (1978). On a measure of lack of fit in time series models. Biometrika, 65(2):297–303.
Montgomery, D., Jennings, C., and Kulahci, M. (2008). Introduction to time series analysis and forecasting. New Jersey (US): John Wiley & Sons.
Nauly, D. (2017). Fluktuasi dan disparitas harga cabai di Indonesia. Jurnal Agrosains dan Teknologi, 1(1):57–70.
Prastowo, N.J., Yanuarti, T., and Depari, Y. (2008). Pengaruh distribusi dalam pembentukan harga komoditas dan implikasinya terhadap inflasi. The Effect of Distribution on Commodity Pricing and Its Implications for Inflation]. Working Paper, WP/07/2008. Jakarta: Bank Indonesia,.
[Pusdatin – Kementan], Pusat Data dan Sistem Informasi Pertanian. (2016). Outlook komoditas pertanian sub sektor hortikultura: cabai merah. Jakarta (ID): Pusdatin Kementerian Pertanian RI.
Rozfaulina. (2000). Analisis pendapatan usahatani dan saluran pemasaran cabai merah keriting. Kasus tiga desa di kecamatan sukaraja, kabupaten sukabumi, jawa barat. [skripsi]. Bogor (ID): IPB University.
Sari, R. (2013). Tingkat inflasi dan pembatasan kebijakan impor hortikultura. Info Singkat, 5:13–16.
Sims, C.A., Stock, J.H., and Watson, M.W. (1990). Inference in linear time series models with some unit roots. Econometrica, 58(1):113–144.
Sukmawati, D., Sulistyowati, L., Karmana, M.H., and Wikarta, E.K. (2017). Fluktuasi harga cabai merah keriting (Capsicum annum L) di sentra produksi dan pasar induk (tinjauan harga cabai merah keriting di Kecamatan Cikajang dan Pasar Induk Kramat Jati Jakarta). Mimbar Agribisnis: Jurnal Pemikiran Masyarakat Ilmiah Berwawasan Agribisnis, 1(2):165–172.
Syah, M.J.A., Sayekti, A.L., Marendra K., A., and Hilman, Y. (2015). Dinamika produksi dan volatilitas harga cabai: antisipasi strategi dan kebijakan pengembangan. Pengembangan Inovasi Pertanian, 8(1):33–42.
Wulandari, H., Kurnia, A., Sumantri, B., Kusumaningrum, D., Waryanto, B. 2017. Penerapan analisis regresi spline untuk menduga harga cabai di Jakarta. Indonesian Journal of Statistics and Its Applications, 1(1):1–12.
