What does this research mean for the field?

The ARIMA (0,1,1) model provides highly accurate short-term forecasts for Indonesia's non-oil and gas export values, achieving a Mean Absolute Percentage Error (MAPE) of approximately 6-7%. Novelty: ClaimNovelty.INCREMENTAL. Consensus alignment: ConsensusAlignment.NEUTRAL.

August 27, 2026Open Access

Application of the Autoregressive Integrated Moving Average (ARIMA) Model for Forecasting Indonesia's Non-Oil and Gas Export Values

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Authors

MAMUHAMMAD NUR AIDI JMJONATHAN MARJONO AFAULIA RIZKI FIRDAWANTI

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Implication

Time series analysis demonstrates high accuracy for an ARIMA (0,1,1) model in predicting non-oil and gas export values, highlighting its utility for economic planning.

Key Points

To develop and evaluate an Autoregressive Integrated Moving Average (ARIMA) model for forecasting monthly non-oil and gas export values.
Analyzed monthly export data spanning January 2012 to December 2024 from Statistics Indonesia (BPS), partitioned into a training set (January 2012–August 2023) and a testing set (September 2023–December 2024).
Conducted stationarity testing, parameter identification via autocorrelation function (ACF) and partial autocorrelation function (PACF), parameter estimation, residual diagnostics, and model selection via Akaike Information Criterion (AIC).
Selected the ARIMA (0,1,1) specification as the optimal model based on AIC minimization, parameter significance, and diagnostic verification.
Achieved a Mean Absolute Percentage Error (MAPE) of 7.0187% on the training dataset and 6.0948% on the out-of-sample testing dataset, showing strong generalization performance.

Cite This Study

AIDI et al. (2026) studied this question.

synapsesocial.com/papers/6a8fe9c910c91c1e92621afb https://doi.org/10.5281/zenodo.22093010

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Implication

Time series analysis demonstrates high accuracy for an ARIMA (0,1,1) model in predicting non-oil and gas export values, highlighting its utility for economic planning.

Application of the Autoregressive Integrated Moving Average (ARIMA) Model for Forecasting Indonesia's Non-Oil and Gas Export Values

Discussion

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Implication

Key Points

Cite This Study

Application of the Autoregressive Integrated Moving Average (ARIMA) Model for Forecasting Indonesia's Non-Oil and Gas Export Values

Discussion

Member takes

Implication

Key Points

Cite This Study

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