Pemodelan dan Peramalan Harga Kopi Robusta Menggunakan Autoregressive Integrated Moving Average (ARIMA) dengan EViews

Nurul Fazirah ; Erizky Elsa Wisnuna ; Muslihah Muslihah ; Achmad Zakaria ; Achmad Budi Susetyo
Jurnal Inovasi Ekonomi Syariah dan Akuntansi 📅 2026 Vol 3, No 1 🔗 DOI: 10.61132/jiesa.v3i1.1968
Abstract
The relatively high volatility of Robusta coffee prices creates uncertainty for farmers, business actors, and policymakers in making economic decisions. This study aims to analyze the price movement patterns of Robusta coffee, determine the most appropriate Autoregressive Integrated Moving Average (ARIMA) model, and conduct short- to medium-term price forecasting for Robusta coffee. The data used consist of monthly Robusta coffee price data from January 2023 to September 2025, sourced from the World Bank Commodity Price Data. The analytical method employed is ARIMA using EViews software, beginning with stationarity testing using the Augmented Dickey-Fuller (ADF) test, model identification through ACF and PACF, parameter estimation, and residual diagnostic testing. The results show that Robusta coffee price data are non-stationary at the level but become stationary at the first difference, indicating integration of order one I(1). Based on model identification and diagnostic testing, the ARIMA (0,1,0) model is found to be the most appropriate and satisfies the white noise assumption. Forecasting results indicate that Robusta coffee prices are projected to remain relatively stable with a moderate upward trend through December 2026. These findings are expected to serve as a reference for decision-making by farmers, business actors, and the government in responding to Robusta coffee price dynamics.
Keywords
ARIMA; Eviews; Price Forecasting; Robusta Coffee Prices; Time Series
How to Cite

Nurul Fazirah, et al. (2026). Pemodelan dan Peramalan Harga Kopi Robusta Menggunakan Autoregressive Integrated Moving Average (ARIMA) dengan EViews. Jurnal Inovasi Ekonomi Syariah dan Akuntansi, 3(1). https://doi.org/10.61132/jiesa.v3i1.1968

Nurul Fazirah; Erizky Elsa Wisnuna; Muslihah Muslihah; Achmad Zakaria; Achmad Budi Susetyo, "Pemodelan dan Peramalan Harga Kopi Robusta Menggunakan Autoregressive Integrated Moving Average (ARIMA) dengan EViews," Jurnal Inovasi Ekonomi Syariah dan Akuntansi, vol. 3, no. 1, 2026.

Nurul Fazirah; Erizky Elsa Wisnuna; Muslihah Muslihah; Achmad Zakaria; Achmad Budi Susetyo. "Pemodelan dan Peramalan Harga Kopi Robusta Menggunakan Autoregressive Integrated Moving Average (ARIMA) dengan EViews." Jurnal Inovasi Ekonomi Syariah dan Akuntansi, vol. 3, no. 1, 2026.

Nurul Fazirah; Erizky Elsa Wisnuna; Muslihah Muslihah; Achmad Zakaria; Achmad Budi Susetyo. "Pemodelan dan Peramalan Harga Kopi Robusta Menggunakan Autoregressive Integrated Moving Average (ARIMA) dengan EViews." Jurnal Inovasi Ekonomi Syariah dan Akuntansi 3, no. 1 (2026).

Nurul Fazirah, et al. (2026) 'Pemodelan dan Peramalan Harga Kopi Robusta Menggunakan Autoregressive Integrated Moving Average (ARIMA) dengan EViews', Jurnal Inovasi Ekonomi Syariah dan Akuntansi, 3(1). doi: 10.61132/jiesa.v3i1.1968.

Nurul Fazirah; Erizky Elsa Wisnuna; Muslihah Muslihah; Achmad Zakaria; Achmad Budi Susetyo. Pemodelan dan Peramalan Harga Kopi Robusta Menggunakan Autoregressive Integrated Moving Average (ARIMA) dengan EViews. Jurnal Inovasi Ekonomi Syariah dan Akuntansi. 2026;3(1).

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