Implementasi vector error correction model dalam menganalisis hubungan tingkat kesejahteraan petani antar subsektor

Ardiansyah, Zidni Permana, Harini, Sri and Juhari, Juhari (2025) Implementasi vector error correction model dalam menganalisis hubungan tingkat kesejahteraan petani antar subsektor. Jurnal Riset Mahasiswa Matematika, 5 (2). pp. 189-204. ISSN 2808-1552; E-ISSN 2808-4926

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Abstract

INDONESIA

Penelitian ini bertujuan untuk menganalisis hubungan tingkat kesejahteraan petani antarsubsektor pertanian di Indonesia dalam jangka pendek dan jangka panjang menggunakan pendekatan Vector Error Correction Model (VECM). Data yang digunakan mencakup Nilai Tukar Petani (NTP) dari lima subsektor: pangan, hortikultura, perkebunan, peternakan, dan perikanan. Hasil penelitian menunjukkan bahwa terdapat perbedaan hubungan antar subsektor dalam jangka pendek dan jangka panjang. Dalam jangka panjang, NTP Pangan, NTP Hortikultura, dan NTP Perkebunan saling memengaruhi secara signifikan, baik positif maupun negatif, sedangkan NTP Peternakan dan NTP Perikanan cenderung memiliki pengaruh yang lebih terbatas. Di sisi lain, hubungan jangka pendek lebih dipengaruhi oleh nilai-nilai NTP dari periode sebelumnya. Model VECM terbukti akurat dalam memodelkan hubungan antar subsektor, dengan nilai Mean Absolute Percentage Error (MAPE) seluruh subsektor berada di bawah 10%. Secara rinci, MAPE untuk NTP Pangan sebesar 2.18%, NTP Hortikultura 4.18%, NTP Perkebunan 3.43%, NTP Peternakan 0.71%, dan NTP Perikanan 0.86%. Dengan demikian, model VECM efektif digunakan untuk menganalisis dinamika kesejahteraan petani antar subsektor di Indonesia.

ENGLISH

This study aims to analyze the relationship between the level of farmers’ welfare between agricultural subsectors in Indonesia in the short and long term using the Vector Error Correction Model (VECM) approach. The data used includes the Farmer Exchange Rate (NTP) from five subsectors: Food, Hor ticulture, Plantations, Farms, and Fisheries. The results of the study show that there are differences in the relationship between subsectors in the short and long term. In the long term, Food NTP, Horti culture NTP, and Plantation NTP affect each other significantly, both positively and negatively, while Farms NTP and Fisheries NTP tend to have a more limited influence. On the other hand, short-term relationships are more influenced by NTP values from previous periods. The VECM model proved to be accurate in modeling the relationship between subsectors, with the Mean Absolute Percentage Error (MAPE) value of all subsectors being below 10%. In detail, MAPE for Food NTP is 2.18%, Horticulture NTP 4.18%, Plantation NTP 3.43%, Farms NTP 0.71%, and Fisheries NTP 0.86%. Thus, the VECM model is effectively used to analyze the dynamics of farmers’ welfare between subsectors in Indonesia.

Item Type:	Journal Article
Keywords:	VECM; farmers exchange rate; agriculture subsector; long term relationship; short term relationship; VECM; nilai tukar petani; subsektor pertanian; hubungan jangka pendek; hubungan jangka panjang
Subjects:	01 MATHEMATICAL SCIENCES > 0104 Statistics > 010401 Applied Statistics 01 MATHEMATICAL SCIENCES > 0104 Statistics
Divisions:	Faculty of Mathematics and Sciences > Department of Mathematics
Depositing User:	Juhari Juhari
Date Deposited:	10 Jul 2026 14:35

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