Forecasting Indonesian Coffee Exports using ARIMA

Veldelen Yaphira, Agus Sofian Eka Hidayat

Abstract


Coffee is one of Indonesia's leading export commodities in the agricultural sector. Good coffee quality makes Indonesia one of the largest coffee exporting countries in the world. The overall volume of Indonesian coffee exports in the world has decreased from year to year. Therefore, forecasting the volume of Indonesia's coffee exports within the next few years with the ARIMA Box-Jenkins method will greatly assist in a better export planning function for various parties. In this paper, we found that by using ARIMA (2,2,1) model, we can get the best prediction with a MAPE of 4124,64293%. With this predicted data, various parties can use this overview of the projected performance of coffee commodities in the short and medium term to maintain competitiveness amid the dynamics of the coffee commodity.

Keywords


Indonesian Coffee Exports; ARIMA Box-Jenkins; Forecasting; MAPE

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