COMPARISON OF SARIMA AND SARIMAX METHODS FOR FORECASTING HARVESTED DRY GRAIN PRICES IN INDONESIA
Abstract
Harvested dry grain (HDG) is a vital commodity for rice availability and plays a strategic role in Indonesia’s agricultural economy. Farmers typically sell HDG to rice millers post-harvest, yet disparities between farm-level selling prices and consumer-level purchase prices. This price gap can lead to financial losses for farmers, highlighting the need for accurate forecasting can lead to potential losses for farmers. SARIMA models are effective in capturing seasonality and trends but often fail to incorporate external factors influencing the dependent variable, resulting in less accurate forecasts when such factors have significant impacts. SARIMAX models, however, can include exogenous variables like the government purchase price (GPP), which supports farmer income by establishing a price floor for HDG and directly influencing farm-level price dynamics. This study aims to compare the SARIMA and SARIMAX models in forecasting HDG prices at the farm level in Indonesia, using GPP as an exogenous variable. The dataset, obtained from Statistics Indonesia, covers January 2008 to March 2024, and the forecasting accuracy is measured using Mean Absolute Percentage Error (MAPE). The findings indicate that the best model is the SARIMAX model (1,1,1)(0,1,2)12, achieving a MAPE of 10.919%. The forecasted results show that HDG prices in 2024 are expected to remain stable, with only a gradual increase throughout the year.
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