How is the Modeling of the Relationship Between Food Inflation and the Agricultural Sector Composite Stock Price Index with the Statistical Analysis System?

Toto Gunarto; Ukhti Ciptawaty; Edwin Russel; Dedy Yuliawan

doi:10.2991/978-2-38476-064-0_54

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How is the Modeling of the Relationship Between Food Inflation and the Agricultural Sector Composite Stock Price Index with the Statistical Analysis System?

Authors

Toto Gunarto¹^{, *}, Ukhti Ciptawaty¹, Edwin Russel², Dedy Yuliawan¹

¹Economics Development, Lampung University, Bandar Lampung, Lampung, Indonesia

²Management, Lampung University, Bandar Lampung, Lampung, Indonesia

^*Corresponding author. Email: trijoko.prasetyo@gmail.com

Corresponding Author

Toto Gunarto

Available Online 30 May 2023.

DOI: 10.2991/978-2-38476-064-0_54 How to use a DOI?
Keywords: IFBT; RJKA; VAR
Abstract: The complex issue between inflation and stock indices makes it necessary for academic studies to examine related issues. Based on the previous explanation, this study attempts to model inflation and JCI in the context of the discussion of economic models, where inflation is represented by inflation in the food, beverage, and tobacco (IFBT) and JCI categories (RJKA). Then, the study will analyze how the two variables interact with each other to obtain the best model that establishes a short-term and long-term relationship between the two. The Vector Autoregressive (VAR) model will be utilized for the dynamic modeling in this study. Based on the investigation findings, the optimal model is the Vector Autoregressive model with the order 4 (p = 4), VAR (4).
Copyright: © 2023 The Author(s)
Open Access: Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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Volume Title: Proceedings of the International Conference of Economics, Business, and Entrepreneur (ICEBE 2022)
Series: Advances in Economics, Business and Management Research
Publication Date: 30 May 2023
ISBN: 10.2991/978-2-38476-064-0_54
ISSN: 2352-5428
DOI: 10.2991/978-2-38476-064-0_54 How to use a DOI?
Open Access: Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Cite this article

ris enw bib

TY  - CONF
AU  - Toto Gunarto
AU  - Ukhti Ciptawaty
AU  - Edwin Russel
AU  - Dedy Yuliawan
PY  - 2023
DA  - 2023/05/30
TI  - How is the Modeling of the Relationship Between Food Inflation and the Agricultural Sector Composite Stock Price Index with the Statistical Analysis System?
BT  - Proceedings of the International Conference of Economics, Business, and Entrepreneur (ICEBE 2022)
PB  - Atlantis Press
SP  - 535
EP  - 544
SN  - 2352-5428
UR  - https://doi.org/10.2991/978-2-38476-064-0_54
DO  - 10.2991/978-2-38476-064-0_54
ID  - Gunarto2023
ER  -

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