RIZQI RAMADHANY, TAZKYA (2024) ANALISIS VOLATILITAS HARGA CABAI RAWIT DI KOTA SERANG. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
Cayenne pepper is a food commodity that has no substitute and has a high economic value. Changes in price fluctuations in cayenne pepper are very high in almost every region, one of which is in Serang City. This study aims to determine the development of cayenne pepper prices in Serang City and to determine the volatility of cayenne pepper prices in Serang City. This study uses secondary data (time series) from 2019-2023. The analysis used is descriptive analysis and ARCH / GARCH models. The results showed that the development of cayenne pepper prices fluctuated greatly with a weekly duration and these developments illustrate The Cobweb Theory in the cycle leading to price explosions, which fluctuate with increasing distance (Divergent Fluctuation). This shows that price is very influential on supply. The volatility of cayenne pepper known from the sum of the ARCH coefficient (data diversity) and the GARCH coefficient (previous residual diversity) has low volatility with a value of 0.989405. The value shows close to 1, it can be explained that the tendency for high volatility in the price of cayenne pepper in Serang City is getting bigger, thus allowing sudden price changes that cannot be predicted with a long enough period of time and the risks experienced tend to be high.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Cabai rawit merupakan komoditas pangan yang tidak ada substitusinya dan memiliki nilai ekonomis yang tinggi. Perubahan fluktuasi harga cabai rawit sangat tinggi hampir di setiap daerah, salah satunya di Kota Serang. Penelitian ini bertujuan untuk mengetahui perkembangan harga cabai rawit di Kota Serang dan untuk mengetahui volatilitas harga cabai rawit di Kota Serang. Penelitian ini menggunakan data sekunder (time series) tahun 2019-2023. Analisis yang digunakan adalah analisis deskriptif dan model ARCH/GARCH. Hasil penelitian menunjukkan bahwa perkembangan harga cabai rawit sangat berfluktuasi dengan durasi mingguan dan perkembangan tersebut menggambarkan Teori Cobweb pada siklus yang mengarah pada eksplosi harga, yaitu berfluktuasi dengan jarak yang semakin membesar (Divergent Fluctuation). Hal ini menunjukkan bahwa harga sangat berpengaruh terhadap pasokan. Volatilitas cabai rawit yang diketahui dari penjumlahan koefisien ARCH (keragaman data) dan koefisien GARCH (keragaman residu sebelumnya) memiliki volatilitas yang rendah dengan nilai 0.989405. Nilai tersebut menunjukkan mendekati nilai 1, maka dapat dijelaskan bahwa kecenderungan volatilitas yang tinggi pada harga cabai rawit di Kota Serang semakin besar sehingga memungkinkan terjadinya perubahan harga secara tiba-tiba yang tidak dapat diprediksi dengan jangka waktu yang cukup lama dan risiko yang dialami cenderung tinggi. | |||||||||
| Uncontrolled Keywords: | Cayenne pepper, Price, Volatility, ARCH/GARCH. | |||||||||
| Subjects: | H Social Sciences > HA Statistics H Social Sciences > HB Economic Theory S Agriculture > S Agriculture (General) |
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| Divisions: | 04-Fakultas Pertanian 04-Fakultas Pertanian > 54201-Program Studi Agribisnis |
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| Depositing User: | Mrs Tazkya Rizqi Ramadhany | |||||||||
| Date Deposited: | 14 Aug 2024 10:34 | |||||||||
| Last Modified: | 14 Aug 2024 10:34 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/39185 |
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