Peramalan Nilai Tukar Nelayan Provinsi Sulawesi Tenggara Menggunakan Model Fungsi Transfer Single Input Produksi Perikanan Tangkap
DOI:
https://doi.org/10.24252/msa.v9i2.22328Abstract
Pola Deret Nilai Tukar Nelayan (NTN) di Sulawesi Tenggara menunjukkan pola data musiman, dengan pola pada bulan Oktober hingga Desember menunjukkan nilai indeks tertinggi dibanding bulan-bulan lainnya. Pengaruh jumlah produksi perikanan tangkap yang diperoleh nelayan terhadap indeks NTN ingin diukur menggunakan analisis fungsi transfer. Deret data input maupun output dibagi menjadi data trainer dan data out-sampel untuk mengukur sejauh mana model yang dibentuk dari data training mampu meramalkan data out-sampel. Orde fungsi transfer yang diperoleh yaitu (b,s,r)z=(1,1,0) sehingga model yang terbentuk yaitu dengan residual yang telah whitenoise. Orde model fungsi transfer yang terbentuk mengindikasi bahwa data produksi perikanan tangkap mempengaruhi indeks NTN satu waktu setelahnya (lag-1) dan masih akan terus mempengaruhi nilai indeks NTN dua waktu setelahnya dengan adanya data baru. Hasil peramalan diperoleh bahwa rentang peramalan tidak mampu mencakup nilai aktual indeks NTN yang kemungkinan sangat dipengaruhi oleh adanya intervensi peristiwa Covid-19 pada data outsample.
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