分析西加里曼丹省战略商品价格的波动(庞蒂亚克高调市场案例研究)

Ryafini Nurmapika, Nurliza, Imelda
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引用次数: 1

摘要

本研究考察了战略商品的食品价格变动和战略商品的食品价格波动,包括糖、鸡蛋、食用油、洋葱和辣椒,主要扰乱了Famboyan Pontianak市场。定量分析与建模方法:利用异方差条件自回归模型(ARCH)对糖、鸡蛋、食用油、洋葱和辣椒等商品价格波动进行策略分析,采用自回归综合移动平均线(ARMA)、图解ACF和PACF评价模型。以下是战略商品价格发展的结果:红辣椒、洋葱、食用油、糖和鸡蛋近5年(2010年和2014年)的价格变化表明,某些战略商品价格波动较大。每周食品大宗商品价格在市场上的定位以白糖、鸡蛋、食用油、洋葱和辣椒大宗商品出现震荡震荡。很明显,自从商品价格改革以来,每周定位在蓬蓬市场的商品价格出现波动。即使是战略大宗商品糖和红辣椒的价格,波动改善也趋于持续。影响大宗商品市场价格波动的因素是前一期价格的浮夸和前一期价格波动的变体。所以可以这样解释,如果战略商品的价格是今天的价格,并且价格方差的残值比较大,那么战略商品明天的价格水平就会趋于较大。关键词:商品价格;价格波动;arma模型
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Analisis Volatilitas Harga Komoditas Pangan Strategis Di Provinsi Kalimantan Barat (Studi Kasus Pasar Flamboyan Pontianak)
This study examines the strategic comoditas price movements of food and  food price volatility of strategic comoditas include sugar, eggs, cooking oil, onion and chilli major upset in the Market  Famboyan Pontianak. Quantitative analysis and modeling methods Autoregressive Integrated Moving Average (ARMA), evaluation models korelogram ACF and PACF and strategic analysis of commodity price volatility sugar, eggs, cooking oil, onion and chilli furious with Heteroscedasticity Conditional Autoregressive models (ARCH). Here are the results the development of strategic commodity price red chili, onion, cooking oil, sugar and eggs in the last 5 years ie in 2010 and 2014 showed that certain strategic commodity prices are highly volatile. Weekly food commodity prices in the market positioned Flamboyan Pontianak to commodity sugar, eggs, cooking oil, onion and chilli major upset occurred volatile. It is evident that since the reform of commodity prices weekly positioned in Pontianak Flamboyan market so volatile commodity prices occurs. Even the prices of strategic commodities sugar and red chili, volatilasnya improvement tends to be sustained. Factors affecting price volatility in commodity markets staregis flamboyant pontianak the previous period and the volatility of the price of a variant of the previous period. So it can be interpreted if the prices of strategic commodities today are the price and the residual value of the price variance is relatively large, then the level of strategic commodity prices tomorrow will tend to be large.Keywords: commodity prices, price volatility, arma model, arch model
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