DAFTAR PUSTAKA. Dahl, D.C. and J.W. Hammond Marketing and Price Analysis: The Agriculture Industries. McGraw Hill Book Company, New York.

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1 129 DAFTAR PUSTAKA Adang, A. dan P.U. Hadi Analisis Dinamika Ekspor dan Keunggulan Komparatif Minyak Kelapa Sawit di Indonesia. Pusat Penelitian Sosial Ekonomi Pertanian, Badan Penelitian dan Pengembangan Pertanian Bogor, Bogor. Adiyoga, W., K. O. Fuglie dan R. Suherman Integrasi Pasar Kentang di Indonesia: Analisis Korelasi dan Kointegrasi. Informatika Pertanian, 15(1): Amiruddin, M. N., A. K. A. Rahman dan F. Shariff Market Potential and Challenges for The Malaysian Palm Oil Industry in Facing Competition From Other Vegetables Oils. Oil Palm Industry Economic Journal, 5(1): Anwar, C Prospek Karet Alam Indonesia di Pasar Internasional: Suatu Analisis Integrasi Pasar dan Keragaan Ekspor. Disertasi Doktor. Sekolah Pascasarjana, Institut Pertanian Bogor, Bogor. Asmarantaka, R.W Pemasaran Produk-Produk Pertanian. Dalam Bunga Rampai Agribisnis: Seri Pemasaran. Departemen Agribisnis, Fakultas Ekonomi dan Manajemen. Institut Pertanian Bogor Press, Bogor. Buana, L Prospek Pengembangan Kelapa Sawit di Indonesia: Tinjauan Ekonomi Industri Kelapa Sawit. Pusat Penelitian Kelapa Sawit, Medan. Capricorn Indonesia Consult (CIC) Inc Studi Tentang Industri dan Perkebunan Kelapa Sawit Indonesia. Capricon Indonesia Consult, Jakarta. Dahl, D.C. and J.W. Hammond Marketing and Price Analysis: The Agriculture Industries. McGraw Hill Book Company, New York. Enders, W Applied Econometric Time Series. John Wiley, New Jersey. Engel, R.F. dan C.W.J. Granger Cointegration and Error Correction: Representation, Estimation, and Testing. Review of Economics and Statistics, 64(2): Gujarati, D Ekonometrika Dasar. Terjemahan. Erlangga, Jakarta. Heytens, P.J Testing Market Integration. Food Research Institute Studies, 20(1): Irawan, A. dan D. Rosmayanti Analisis Integrasi Pasar Beras di Bengkulu. Jurnal Agro Ekonomi, 25(1):37-54.

2 130 Kang, M.G. and N. Mahajan An Introduction to Market-Based Instruments To Agricultural Price Risk Management. Agricultural Management, Marketing and Finance Working Document: Agricultural Support Systems Division. Food and Agriculture Organization of The United Nations, Rome. Lolowang, T.F Analisis Penawaran dan Permintaan Kakao Indonesia di Pasar Domestik dan Internasional. Tesis Magister Sains. Sekolah Pascasarjana, Institut Pertanian Bogor, Bogor. Nicholson, W Mikroekonomi Intermediate dan Aplikasinya. Terjemahan. Edisi Kedelapan. Erlangga, Jakarta. Pahan, I Panduan Lengkap Kelapa Sawit: Manajemen Agribisnis dari Hulu Hingga Hilir. Penebar Swadaya, Jakarta. Ravallion, M Testing Market Integration. American Journal of Agricultural Economics, 68(1): Rahman, A.K.A., F. M. Shariff, R. Abdullah and N. H. Sharif Price Volatility Spill Over in The Malaysian Palm Oil Industry. Oil Palm Industry Economic Journal, 7(1): Rifin, A Analisis Pemasaran Minyak Kelapa Sawit di Indonesia. Dalam Bunga Rampai Agribisnis: Seri Pemasaran. Departemen Agribisnis, Fakultas Ekonomi dan Manajemen. Institut Pertanian Bogor Press, Bogor. Salvatore, D Ekonomi Internasional. Terjemahan. Edisi Kelima Jilid Pertama. Erlangga, Jakarta. Simbolon, J.S.C Analisis Integrasi Pasar Beras Domestik dengan Pasar Beras Dunia. Skripsi Sarjana. Departemen Ilmu-Ilmu Sosial Ekonomi Pertanian Fakultas Pertanian, Institut Pertanian Bogor, Bogor. Syafii, A Perdagangan Berjangka dan Manfaatnya bagi Petani. Badan Pengawas Perdagangan Berjangka Komoditi, Jakarta. Simatupang, P. dan J. Situmorang Integrasi Pasar dan Keterkaitan Harga Karet Indonesia dengan Singapura. Jurnal Agro Ekonomi. 7(1): Sitorus, E Keterpaduan Pasar Tuna Segar Benoa/Bali, Indonesia dan Pasar Sentral Tuna Tokyo, Jepang. Tesis Magister Sains. Program Magister Agribisnis, Universitas Udayana, Denpasar. Sugiarto, T. Herlambang, Brastoro, R. Sudjana dan S. Kelana Ekonomi Mikro: Sebuah Kajian Komprehensif. Cetakan Keempat. Gramedia Pustaka Utama, Jakarta.

3 131 Sugema, I., M.F. Hasan, Aviliani, U. Hidayat dan Sugiyono Strategi Pengembangan Kelapa sawit. Institute of Development and Finance, Jakarta. Suparmin Analisis Ekonomi Perberasan Nasional: Peran Bulog dalam Stabilisasi Harga Beras di Pasar Domestik. Disertasi Doktor. Institut Pertanian Bogor, Bogor. Thomas, R.L Modern Econometric: An Introduction. Addison-Wesley Longman Limited, Edinburg. Tomek, G.W. dan K.L. Robinson Agricultural Product Prices. Cornell University Press, Ithaca. Wayan, R.S Peluang Investasi Bisnis Kelapa Sawit di Indonesia. Lembaga Riset Perkebunan Indonesia, Bogor. Wang, X, Understanding the Risk of Futures Exchange: Evidence from SHFE. Asian Social Science. 4(10): Widarjono, A Ekonometrika: Teori dan Aplikasi untuk Ekonomi dan Bisnis. Penerbit Ekonisia Fakultas Ekonomi Universitas Islam Indonesia, Yogyakarta. Winarno, W.W Analisis Ekonometrika dan Statistik dengan Eviews. Unit Penerbit dan Percetakan Sekolah Tinggi Ilmu Manajemen Yayasan Keluarga Pahlawan Negara, Yogyakarta. Yang, J., D.A.Bessler., D.J. Leatham., Asset Storability and Price Discovery in Commodity Futures Market: A New Look. The Journal of Futures Markets. 21(3) :

4 L A M P I R A N 132

5 133 Lampiran 1. Summary Johansen Test Series: LOG(ROT) LOG(MAL) LOG(IND) LOG(KED) Exogenous series: LOG(ERM) LOG(ERI) Warning: Rank Test critical values derived assuming no exogenous series Lags interval: 1 to 2 Data Trend: None None Linear Linear Quadratic Rank or No Intercept Intercept Intercept Intercept Intercept No. of CEs No Trend No Trend No Trend Trend Trend Selected (5% level) Number of Cointegrating Relations by Model (columns) Trace Max-Eig Log Likelihood by Rank (rows) and Model (columns) Akaike Information Criteria by Rank (rows) and Model (columns) * Schwarz Criteria by Rank (rows) and Model (columns) *

6 134 Lampiran 2. Johansen Test Series: LOG(ROT) LOG(MAL) LOG(IND) LOG(KED) Exogenous series: LOG(ERM) LOG(ERI) Warning: Critical values assume no exogenous series Lags interval (in first differences): 1 to 2 Unrestricted Cointegration Rank Test Hypothesized Trace 5 Percent 1 Percent No. of CE(s) Eigenvalue Statistic Critical Critical Value Value None ** At most At most At most Keterangan: *(**) denotes rejection of the hypothesis at the 5%(1%) level Trace test indicates 1 cointegrating equation(s) at both 5% and 1% levels Hypothesized Max-Eigen 5 Percent 1 Percent No. of CE(s) Eigenvalue Statistic Critical Critical Value Value None ** At most At most At most Keterangan: *(**) denotes rejection of the hypothesis at the 5%(1%) level Max-eigenvalue test indicates 1 cointegrating equation(s) at both 5% and 1% levels

7 135 Lampiran 3. Analisis VECM Standard errors in ( ) & t-statistics in [ ] Cointegrating Eq: CointEq1 LOG(ROT(-1)) LOG(MAL(-1)) ( ) [ ]*** LOG(IND(-1)) ( ) [ ]*** LOG(KED(-1)) ( ) [ ] C Error Correction: D(LOG(ROT)) D(LOG(MAL)) D(LOG(IND)) D(LOG(KED)) CointEq ( ) ( ) ( ) ( ) [ ]*** [ ]*** [ ]** [ ]*** D(LOG(ROT(-1))) ( ) ( ) ( ) ( ) [ ]*** [ ]*** [ ]*** [ ]*** D(LOG(ROT(-2))) ( ) ( ) ( ) ( ) [ ]** [ ]** [ ] [ ] D(LOG(MAL(-1))) ( ) ( ) ( ) ( ) [ ]*** [ ]*** [ ]*** [ ]*** D(LOG(MAL(-2))) ( ) ( ) ( ) ( ) [ ]** [ ] [ ] [ ] D(LOG(IND(-1))) ( ) ( ) ( ) ( ) [ ] [ ]* [ ] [ ] D(LOG(IND(-2))) ( ) ( ) ( ) ( )

8 136 Lampiran 3. Lanjutan [ ] D(LOG(KED(-1))) ( ) ( ) ( ) ( ) [ ] [ ]* [ ] [ ]** D(LOG(KED(-2))) ( ) ( ) ( ) ( ) [ ] [ ] [ ] [ ] C ( ) ( ) ( ) ( ) [ ]* [ ] [ ] [ ]*** LOG(ERM) ( ) ( ) ( ) ( ) [ ]* [ ]* [ ]* [ ]*** LOG(ERI) ( ) ( ) ( ) ( ) [ ] [ ] [ ]* [ ] R-squared Adj. R-squared Sum sq. resids S.E. equation F-statistic Log likelihood Akaike AIC Schwarz SC Mean dependent S.D. dependent Determinant Residual Covariance 5.94E-12 Log Likelihood Log Likelihood (d.f. adjusted) Akaike Information Criteria Schwarz Criteria Keterangan: (*** ) nyata pada 1% = 2.32 (**) nyata pada 5% = 1.96 (*) nyata pada 10% = 1.64

9 137 Lampiran 4. Analisis Impulse Response Response of LOG(ROT): Bulan LOG(ROT) LOG(MAL) LOG(IND) LOG(KED) Response of LOG(MAL): Bulan LOG(ROT) LOG(MAL) LOG(IND) LOG(KED) Response of LOG(IND): Bulan LOG(ROT) LOG(MAL) LOG(IND) LOG(KED) Response of LOG(KED): Bulan LOG(ROT) LOG(MAL) LOG(IND) LOG(KED)

10 138 Lampiran 4. Lanjutan Cholesky Ordering: LOG(ROT) LOG(MAL) LOG(IND) LOG(KED) Lampiran 5. Analisis Variance Decomposition Variance Decomposition of LOG(ROT): Period S.E. LOG(ROT) LOG(MAL) LOG(IND) LOG(KED) Variance Decomposition of LOG(MAL): Period S.E. LOG(ROT) LOG(MAL) LOG(IND) LOG(KED)

11 139 Lampiran 5. Lanjutan Variance Decomposition of LOG(IND): Period S.E. LOG(ROT) LOG(MAL) LOG(IND) LOG(KED) Variance Decomposition of LOG(KED): Period S.E. LOG(ROT) LOG(MAL) LOG(IND) LOG(KED)

12 140 Lampiran 5. Lanjutan Cholesky Ordering: LOG(ROT) LOG(MAL) LOG(IND) LOG(KED)

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