Pangestuti, Sofia Rahayu (2026) Volatilitas Harga Ekspor Porang Olahan Indonesia ke Jepang. Undergraduate thesis, UPN Veteran Jawa Timur.
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Abstract
Processed porang (Amorphophallus muelleri Blume) is one of Indonesia's leading export commodities with high economic value, and Japan is one of its major export destinations. Export price movements need to be analyzed to understand their characteristics and to estimate future price trends. This study aims to analyze the volatility of Indonesia's processed porang export prices to Japan and to forecast export prices for the period of January 2026 to December 2027. Monthly secondary data from January 2017 to December 2025 obtained from UN Comtrade were analyzed using the Autoregressive Integrated Moving Average (ARIMA) and Autoregressive Conditional Heteroskedasticity (ARCH)/Generalized Autoregressive Conditional Heteroskedasticity (GARCH) methods. The results indicate that Indonesia's processed porang export prices to Japan are not volatile because no ARCH effect was detected, indicating that GARCH modeling was unnecessary. ARIMA(1,0,1) was selected as the best forecasting model. The forecasting results indicate that export prices are expected to increase gradually during the period from January 2026 to December 2027.
| Item Type: | Thesis (Undergraduate) | ||||||||||||
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| Subjects: | S Agriculture > S Agriculture (General) | ||||||||||||
| Divisions: | Faculty of Agriculture > Departement of Agribusiness | ||||||||||||
| Depositing User: | sofia rahayu pangestuti | ||||||||||||
| Date Deposited: | 05 Aug 2026 03:55 | ||||||||||||
| Last Modified: | 05 Aug 2026 04:43 | ||||||||||||
| URI: | https://repository.upnjatim.ac.id/id/eprint/58445 |
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