Judul: Analysis of Factors Affecting Price Fluctuations and Market Integration of Large Red Chili (Case Study: Kramat Jati Main Market and Retail Market in DKI Jakarta)
Abstrak: Fluktuasi harga pangan merupakan fenomena yang menjadi perhatian yang serius yang dapat memengaruhi tingkat inflasi. Salah satu kelompok sayuran yang menyumbang inflasi adalah cabai merah besar. Penelitian ini bertujuan untuk menganalisis pola perkembangan harga cabai merah besar di PIKJ dan di lima pasar eceran di DKI Jakarta, faktor – faktor yang memengaruhi flukuasi harga cabai merah besar di PIKJ, peramalan harga cabai merah besar di PIKJ tahun 2023, dan integrasi pasar antara pasar grosir dengan pasar eceran di DKI Jakarta. Metode yang digunakan adalah metode analisis deskriptif, OLS, ARIMA, dan VECM. Hasil penelitian menunjukkan bahwa: 1) pola perkembangan harga cabai merah besar di PIKJ dan di lima pasar eceran di DKI Jakarta memiliki pola yang berfluktuasi; 2) faktor – faktor yang berpengaruh nyata terhadap fluktuasi harga cabai merah besar di PIKJ adalah lag rata – rata harga cabai merah di PIKJ, rata – rata harga cabai merah keriting di PIKJ, dan ketersediaan stok cabai merah besar di PIKJ; 3) hasil peramalan harga cabai merah besar di PIKJ selama 8 bulan sebesar Rp29.858; 4) hasil integrasi pasar menunjukkan bahwa PIKJ memiliki keterkaitan jangka panjang antara Pasar Jatinegara, Pasar Minggu, dan Pasar Tanah Abang., Fluctuations in food prices are a phenomenon of serious concern that can affect the inflation rate. One group of vegetables contributing to inflation was large red chilies. This study aims to analyze the pattern of large red chili price developments in PIKJ and in five retail markets in DKI Jakarta, the factors that influence large red chili price fluctuations in PIKJ, forecasting large red chili prices in PIKJ in 2023, and market integration between markets. wholesaler with retail market in DKI Jakarta. The method used was descriptive analysis method, OLS, ARIMA, and VECM. The results showed that: 1) the pattern of large red chili prices at PIKJ and five retail markets in DKI Jakarta has a fluctuating pattern; 2) factors that have a significant effect on large red chili price fluctuations in PIKJ are the average lag of red chili prices in PIKJ, average curly red chili prices in PIKJ, and stock availability of large red chilies in PIKJ; 3) the result of forecasting the price of large red chili at PIKJ for 8 months is 29,858 IDR; 4) the results of market integration show that PIKJ has a long-term relationship between Jatinegara Market, Sunday Market, and Tanah Abang Market.
Keyword: ARIMA, Inflasi, OLS, Peramalan, VECM, ARIMA, Inflation, OLS, Forecasting, VECM

Judul: Analysis the Effect of Large Red Chili Prices and Green Cayenne Pepper Prices in Indonesia Using Vector Autoregressive Model
Abstrak: Berdasarkan Pusat Informasi Harga Pangan Strategis, cabai merupakan salah satu dari sepuluh komoditas yang memiliki kontribusi signifikan dalam pembentukan angka inflasi pada sektor bahan makanan di Indonesia. Oleh karena itu, cabai dapat dikatakan komoditas penting bagi perekonomian Indonesia. Harga komoditas cabai sering mengalami lonjakan harga dan fluktuatif. Oleh karena itu, analisis terhadap harga cabai dibutuhkan untuk membantu pengambilan kebijakan stabilisasi harga. Variabel pada penelitian ini adalah harga cabai merah besar dan harga cabai rawit hijau yang termasuk sebagai komoditas pangan strategis. Perkembangan harga cabai merah besar dan harga rawit hijau selama beberapa tahun membentuk data time series. Model Vector Autoregressive (VAR) adalah model peramalan data deret waktu multivariat. Model tersebut tidak hanya bergantung pada lag dari peubah itu sendiri tetapi juga dipengaruhi oleh lag peubah lainnya. Keunggulan Model Vector Autoregressive (VAR) adalah tidak perlu menentukan variabel bebas dan variabel terikat. Hasil penelitian menunjukkan model terbaik untuk menggambarkan harga cabai merah besar dan harga cabai rawit hijau adalah VAR(8). Nilai MAPE untuk harga cabai merah besar sebesar 8,59% dengan R^2 sebesar 80,00% dan untuk harga cabai rawit hijau sebesar 7.05% dengan R^2 sebesar 83,33%. Berdasarkan uji kausalitas Granger cabai merah besar dan cabai rawit hijau memiliki hubungan dua arah., According to the Information Center for Strategic Food Prices, chili is one of ten commodities that have a significant contribution to the inflation rate in the food sector in Indonesia. Therefore, chili can be said to be an important commodity for the Indonesian economy. Chili commodity prices often spike and fluctuate. Therefore, an analysis of chili prices is needed to assist price stabilization policymaking. The variables in this study are the prices of large red chilies and the prices of green cayenne peppers, which were included as strategic food commodities. The price of large red chili and the prices of green cayenne pepper over several years form a time series. The Vector Autoregressive (VAR) model is a multivariate time series data forecasting model. The model does not only depend on the lag of the variable itself but is also affected by the lag of other variables. The advantage of the Vector Autoregressive Model (VAR) is that there is no need to determine dependent and independent variables. The results showed that the best model to describe the price of large red chilies and green cayenne peppers was VAR(8). The MAPE value for the price of large red chili is 8.59% with R^2 of 80.00% and for the price of green cayenne pepper is 7.05% with R^2 of 83.33%. Based on the Granger causality test, the price of large red chilies and the price of green cayenne pepper have a two-way relationship.
Keyword: VAR, uji kausalitas Granger, Granger causality test

Judul: Hamiltonian formulation for linear waves motion in two layers fluid
Abstrak: The surface wave could be considered as a wave that separates two fluids, namely water and air. Based on this assumption, it is introduced the interfacial wave, a wave between two layers of fluid with different density. The formulation of interfacial waves motion begins with deriving the base equation of irrotational ideal fluid. Furthermore, according to irrotational fluid assumption, the base equation can be stated in velocity potential. In this derivation, the fluids domain is assumed to be restricted by rigid lid boundary conditions, both at the upper and lower limit. Therefore, the interfacial waves motion can be explained in a hamiltonian formulation. In the hamiltonian formulation, total energy is defined as the sum of kinetic and potential energy. The hamiltonian system is obtained from reduction of kinetic energy by using the Dirichlet Neumann Operator. The resulted kinetic energy equation is nonlinear. Therefore, this form is linearized by first part of the Taylor expansion. This linearization gives a dispersion relation of linear wave. Based on this dispersion relation, the phase speed of the linear wave depends on the density ratio of the two layers fluid.
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