Peramalan Harga Ekspor Biji Pala Utuh Sulawesi Utara Tahun 2026-2031

Abstract

This study aimed to identify the price pattern and forecast the export price of whole nutmeg in North Sulawesi for 2026-2031. The study used monthly secondary time series data from February 2014 to December 2025 consisting of export value and volume for HS 09081100, which were converted into a weighted average export price. Pattern identification was conducted using time series plots, STL decomposition, Census X-13, stationarity testing, and ACF-PACF correlograms. The best model was selected based on parameter significance, diagnostic tests, parsimony, and holdout accuracy. The results show that export prices did not contain significant seasonality (QS p-value = 0.6267), so a non-seasonal ARIMA model was more appropriate. After natural logarithm transformation and first differencing, the best model was LnARIMA(2,1,0), with significant coefficients for AR(1) = -0.726 and AR(2) = -0.318 at the 5% level. The model produced a holdout MAPE of 10.72%, indicating good forecasting accuracy. Forecast results suggest a gradual decline in the average export price from US$6.55/kg in 2026 to US$5.88/kg in 2031. These findings imply medium-term price pressure and underline the need for market diversification, quality improvement, and value-added product development.