Judul: Modeling Arabica Coffee Commodity Price Using Asymmetric ARIMA-GARCH Model Approach
Abstrak: Komoditi pertanian pada saat ini merupakan aset yang menarik untuk dijadikan underlying asset dari suatu produk derivatif. Salah satu komoditi pertanian yang sedang populer saat ini adalah komoditi kopi arabika. Komoditi ini memiliki volatilitas yang tinggi. Karena tingginya volatilitas, penelitian ini bertujuan memodelkan harga komoditi kopi untuk meminimalisir kerugian atau memaksimumkan keuntungan. Volatilitas yang tinggi membuat pemodelan dengan Autoregressive Integrated Moving Average (ARIMA) saja tidak cukup. Model Generalized Autoregressive Conditional Heteroscedasticity (GARCH) bisa menyelesaikan permasalahan heteroskedastisitas namun masih memiliki kelemahan dalam memahami fenomena good news dan bad news. Oleh karena itu model GARCH asimetris dibutuhkan. Model GARCH asimetris yang digunakan dalam penelitian ini adalah model Exponential GARCH (EGARCH). Model yang diperoleh dalam penelitian ini adalah ARIMA(0,1,0)-EGARCH(2,3) dengan MAPE sebesar 2.54%., Agricultural commodities are currently attractive assets to be used as the underlying asset of a derivative product. One of the agricultural commodities that are currently popular is the arabica coffee commodity. This commodity has high volatility. Due to the high volatility, this study aims to model the price of the coffee commodity to minimize losses or maximize profits. High volatility makes modeling with the Autoregressive Integrated Moving Average (ARIMA) is not enough. The Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model can solve heteroscedasticity problems but still has weaknesses in understanding the phenomena of good and bad news. Therefore an asymmetric GARCH model is required. The asymmetric GARCH model used in this study is the Exponential GARCH model. The model obtained in this study is ARIMA(0,1,0)-EGARCH(2,3) with a MAPE of 2.54%.
Keyword: ARIMA, EGARCH, modeling

Judul: Crude Palm Oil (CPO) Prices Modeling Using ARIMA-GARCH and ARIMA-GARCHX Model Approach
Abstrak: Indonesia merupakan negara agraris yang perkembangannya didukung oleh sektor pertanian. Salah satu komoditas ekspor utama Indonesia adalah minyak sawit mentah atau Crude Palm Oil (CPO). Tingginya volatilitas harga CPO membuat pemodelan harga sangat dibutuhkan untuk mengurangi risiko kerugian bagi para pelaku perdagangan. Akibat volatilitas harga yang tinggi membuat pemodelan dengan ARIMA saja tidak cukup, dibutuhkan model GARCH untuk menyelesaikan masalah heteroskedastisitas ragam residual. Selain itu adanya variabel eksogen yang berpengaruh cukup penting dalam pembentukan harga CPO, mengakibatkan pemodelan dengan memasukkan variabel eksogen tersebut ke dalam model ARIMA-GARCH perlu dibandingkan untuk mendapatkan model terbaik. Adapun langkah pemodelan harga yaitu pengecekan asumsi, identifikasi model, pendugaan parameter, peramalan, dan evalusi model. Model ARIMA(0,1,1)-GARCH(1,1) adalah model terbaik karena telah memenuhi semua asumsi dengan nilai MAPE terkecil sebesar 2.89%., Indonesia is an agricultural country whose development is supported by the agricultural sector. One of Indonesia’s main export commodities is Crude Palm Oil (CPO). The high volatility of CPO prices makes price modeling necessary to reduce the risk of loss for traders. Due to high price volatility, ARIMA modeling is not enough, a GARH model is needed to solve residual variety heteroskedasticity. In addition, there are exogenous variables that have an important influence on CPO prices, causing modeling by including the exogenous variable in the ARIMA-GARCH model, needs to be compared to get the best model. The price modeling steps are checking assumptions, model identification, parameter estimation, forecasting, and model evaluation. ARIMA(0,1,1)-GARCH(1,1) is the best model because it meets all assumptions with a MAPE value of 2.89%.
Keyword: ARIMA-GARCH, ARIMA-GARCHX, exogenous variable, price modelling

Judul: Sintesis dan Pencirian Natrium Titanat (Na2Ti2O4(OH)2) Berbahan Dasar Titanium Dioksida
Abstrak: TiO2 can be utilized as basic material for synthesis of sodium titanate (Na2Ti2O4(OH)2). This research was purposed to synthesize and characterize sodium titanate from TiO2 rutile powder as a basic material. Sodium titanate was synthesized by hydrothermal process at temperature 130 °C by mixing TiO2 rutile powder with 5 M and 10 M NaOH solution, then each was calcinated at temperature 700 °C. The energy dispersive X-ray analysis showed that sodium titanate has been successfully synthesized. This result was also supported by functional group analysis with Fourier transform infrared (FTIR) spectrofotometer showing the existence of Ti-O-Na vibration band at 989.42 cm-1. The formation of sodium titanate was depend on the reaction condition such as temperature, reaction time, and NaOH concentration. Scanning electron microscope image indicated that sodium titanate synthesized at 130 °C in 20 hours reaction time with 10 M NaOH had crystal size of 99.37 nm.
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