Integrasi Pasar Spasial Daging Sapi: Analisis Vector Error Correction Model terhadap Dinamika Harga Jakarta-NTT-Kalimantan
DOI:
https://doi.org/10.36423/baar.v8i1.2608Abstrak
Ketimpangan spasial antara produksi dan konsumsi daging sapi di Indonesia menciptakan dinamika perdagangan antarpulau yang berimplikasi pada mekanisme transmisi harga antarpasar. Penelitian ini bertujuan menguji hubungan keseimbangan jangka panjang antara harga daging sapi di empat wilayah, menganalisis dinamika hubungan jangka panjang dan pendek serta kecepatan penyesuaian harga dan mengidentifikasi pola kausalitas dan hierarki pasar. Wilayah yang dipilih memiliki karakteristik berbeda: DKI Jakarta sebagai pusat konsumen dan impor, Nusa Tenggara Timur (NTT) sebagai sentra produksi, serta Kalimantan Selatan (Kalsel) dan Kalimantan Timur (Kaltim) sebagai wilayah defisit. Menggunakan data harga harian periode Januari 2021-Agustus 2024, penelitian menerapkan uji kointegrasi Johansen, Vector Error Correction Model (VECM) dan uji kausalitas Granger. Hasil menunjukkan keempat pasar terintegrasi penuh (fully cointegrated) dalam jangka panjang dengan empat vektor kointegrasi. Kecepatan penyesuaian harga berbeda antarwilayah, dengan NTT tercepat (37,89% per hari) dan Jakarta terlambat (8,76% per hari). Uji kausalitas mengidentifikasi Jakarta sebagai leading market dengan pengaruh signifikan terhadap Kalsel, sementara NTT sebagai sentra produksi mempengaruhi Jakarta, Kalsel dan Kaltim dalam kerangka VECM. Pola kausalitas menunjukkan hierarki pasar Jakarta-NTT-Kalsel/Kaltim, mencerminkan aliran informasi harga dari pasar konsumen utama ke produsen dan wilayah defisit.
Kata Kunci: Integrasi Pasar, Daging Sapi, VECM, Transmisi Harga.
Referensi
Abdal, A., & Nurdin, I. 2020. Indonesia food security policy on import cattle and meat Australia years 2013-2017. Sosiohumaniora, 22(1). https://doi.org/10.24198/sosiohumaniora.v22i1.23975
Abdussalam, M. R., Tarno, T., & Fakhriyana, D. 2024. Analisis integrasi pasar spasial harga telur ayam ras menggunakan metode vector error correction model. Jurnal Gaussian, 13(1). https://doi.org/10.14710/j.gauss.13.1.240-249
Agus, A., & Widi, T. S. M. 2018. Current situation and future prospects for beef cattle production in Indonesia - A review. Asian-Australasian Journal of Animal Sciences, 31(7). https://doi.org/10.5713/ajas.18.0233
Agustiar, R., Triatmojo, A., & Guntoro, B. 2021. The study of local beef market structure in Jakarta, Indonesia. IOP Conference Series: Earth and Environmental Science, 888(1). https://doi.org/10.1088/1755-1315/888/1/012082
Alam, M. J., McKenzie, A. M., Begum, I. A., Buysse, J., Wailes, E. J., Sarkar, M. A. R., Al Mamun, A., & Van Huylenbroeck, G. 2022. Spatial market integration of rice in Bangladesh in the presence of transaction cost. Agricultural and Food Economics, 10(1). https://doi.org/10.1186/s40100-022-00228-5
Alexander, C., & Wyeth, J. 1994. Cointegration and market integration: An application to the Indonesian rice market. The Journal of Development Studies, 30(2). https://doi.org/10.1080/00220389408422317
Amelia, D., Suliyanto, Nugraha, G. C., & Suyono, B. C. 2025. Analysis of global economic uncertainty impact on Indonesia's financial and trade volatility using vector error correction model with exogenous variables. Barekeng, 19(4). https://doi.org/10.30598/barekengvol19iss4pp2963-2980
Ana, C. P., Lestari, T. E., & Permadi, H. 2023. TVECM to analyze the relationship between net foreign assets and currency circulation. Barekeng, 17(1). https://doi.org/10.30598/barekengvol17iss1pp0113-0124
Andelia, S. R., Antoni, M., & Adriani, D. 2022. Analisis integrasi pasar karet: Pada delapan provinsi produsen karet terbesar di Indonesia. Ekonomi, Keuangan, Investasi Dan Syariah (EKUITAS), 4(1). https://doi.org/10.47065/ekuitas.v4i1.2015
Aribowo, W. G., Mutmainah, & Rizkaputra, F. A. 2025. Pengaruh kualitas regulasi terhadap investasi asing di Indonesia dengan pendekatan vector error correction model (VECM) periode 2002–2022. JAMER: Jurnal Akuntansi Merdeka, 6(1). https://doi.org/10.33319/jamer.v6i1.141
Arnanto, A., Hartoyo, S., & Rindayati, W. 2018. Analisis integrasi pasar spasial komoditi pangan antar provinsi di Indonesia. Jurnal Ekonomi dan Kebijakan Pembangunan, 3(2). https://doi.org/10.29244/jekp.3.2.2014.136-157
Baulch, B. 1997. Transfer costs, spatial arbitrage, and testing for food market integration. American Journal of Agricultural Economics, 79(2). https://doi.org/10.2307/1244145
Bhoomika, S. M. J., Joshi, A. T., M, S., Wali, V. B., & Kumar, S. 2025. Performance of groundnut markets in Karnataka, India: An economic analysis. Asian Journal of Agricultural Extension, Economics & Sociology, 43(3). https://doi.org/10.9734/ajaees/2025/v43i32703
Breitung, J. 2002. Nonparametric tests for unit roots and cointegration. Journal of Econometrics, 108(2). https://doi.org/10.1016/S0304-4076(01)00139-7
Cahyaning Pratiwi, A., Kusuma Wardhana, A., & Rusgianto, S. 2022. Application of vector error correction model on macroeconomic variables toward changes in the composite stock price index. Daengku: Journal of Humanities and Social Sciences Innovation, 2(2). https://doi.org/10.35877/454ri.daengku883
Chopra, R., Murthy, C. R., & Rangarajan, G. 2018. Statistical tests for detecting Granger causality. IEEE Transactions on Signal Processing, 66(22). https://doi.org/10.1109/TSP.2018.2872004
Dong, X., Waldron, S., Brown, C., & Zhang, J. 2018. Price transmission in regional beef markets: Australia, China and Southeast Asia. Emirates Journal of Food and Agriculture, 30(2). https://doi.org/10.9755/ejfa.2018.v30.i2.1601
Faturokhman, M., Sarma, M., & Najib, M. 2015. Analisis saluran distribusi daging sapi di DKI Jakarta. Jurnal Sains Terapan, 5(1). https://doi.org/10.29244/jstsv.5.1.86-101
Firmansyah, Maruli, P., & Harahap, A. 2023. Analysis of beef market integration between consumer and producer regions in Indonesia. Open Agriculture, 8(1). https://doi.org/10.1515/opag-2022-0221
Ghauri, S. 2020. Revisit the relationship between two inflation indicators: Case of Pakistan. International Journal of Experiential Learning & Case Studies, 5(2). https://doi.org/10.22555/ijelcs.v5i2.34
Giyono, G., Daryanto, A., & Indrawan, D. 2020. Dynamics of cattle fattening industry in Indonesia. Jurnal Manajemen Dan Agribisnis. https://doi.org/10.17358/jma.17.3.274
Goletti, F., Ahmed, R., & Farid, N. 1995. Structural determinants of market integration: The case of rice markets in Bangladesh. The Developing Economies, 33(2). https://doi.org/10.1111/j.1746-1049.1995.tb00713.x
Gutema, G. 2020. Spatial integration of livestock markets in Ethiopia. https://doi.org/10.1007/978-981-15-4510-8_3
Hadi, S. N., & Chung, R. H. 2022. Estimation of demand for beef imports in Indonesia: An autoregressive distributed lag (ARDL) approach. Agriculture, 12(8). https://doi.org/10.3390/agriculture12081212
Hailemeskel Abebe, T. 2020. The dynamics of trade liberalization and economic growth of Ethiopia: A vector error correction (VEC) model approach. International Journal of Economic Behavior and Organization, 8(4). https://doi.org/10.11648/j.ijebo.20200804.11
Hecq, A., Margaritella, L., & Smeekes, S. 2023. Granger causality testing in high-dimensional VARs: A post-double-selection procedure. Journal of Financial Econometrics, 21(3). https://doi.org/10.1093/jjfinec/nbab023
Herranz, E. 2017. Unit root tests. Wiley Interdisciplinary Reviews: Computational Statistics, 9(3). https://doi.org/10.1002/wics.1396
Hjalmarsson, E., & Österholm, P. 2010. Testing for cointegration using the Johansen methodology when variables are near-integrated: Size distortions and partial remedies. Empirical Economics, 39(1). https://doi.org/10.1007/s00181-009-0294-6
Ikhsan, S., Santoso, D., Ilmi, Y., & Ananda, D. E. 2024. Analyzing the spatial integration of rice market in South Kalimantan Province, Indonesia: Using vector error correction model (VECM). Universal Journal of Agricultural Research, 12(2). https://doi.org/10.13189/ujar.2024.120206
Jumiana, W., Azhar, A., & Marsudi, E. 2018. Analisis variasi harga dan integrasi pasar vertikal cabai merah di Kabupaten Gayo Lues. Jurnal Ilmiah Mahasiswa Pertanian, 3(4). https://doi.org/10.17969/jimfp.v3i4.9373
Komalawati, Asmarantaka, R. W., Nurmalina, R., & Hakim, D. B. 2021. Volatilitas dan transmisi harga daging sapi di Indonesia: Studi kasus di Jakarta, Bandung, Semarang dan Surabaya. Buletin Ilmiah Litbang Perdagangan, 15(1). https://doi.org/10.30908/bilp.v15i1.491
Komalawati, K., Malik, A., Jatuningtyas, R. K., & Wulanjari, M. E. 2021. Price transmission on the Indonesian beef market. IOP Conference Series: Earth and Environmental Science, 788(1). https://doi.org/10.1088/1755-1315/788/1/012209
Kontsevaya, S. 2025. Price transmission dynamics between natural gas and urea: A global analysis using cointegration and VECM approach. ECONOMIC Series of the Bulletin of the L N Gumilyov ENU, 2. https://doi.org/10.32523/2789-4320-2025-2-252-264
Kopytin, I. A., Maslennikov, A. O., & Zhukov, S. V. 2022. Europe in world natural gas market: International transmission of European price shocks. International Journal of Energy Economics and Policy, 12(3). https://doi.org/10.32479/ijeep.12941
Krisna, B., Firmansyah, F., & Hoesni, F. 2021. Analisis integrasi pasar spasial harga daging sapi di Provinsi Jambi. J-MAS (Jurnal Manajemen Dan Sains), 6(2). https://doi.org/10.33087/jmas.v6i2.299
Kustiari, R., Sejati, W. K., & Yulmahera, R. 2018. Integrasi pasar dan pembentukan harga cabai merah di Indonesia. Jurnal Agro Ekonomi, 36(1). https://doi.org/10.21082/jae.v36n1.2018.39-53
Liew, V. K.-S. 2021. Performances of various order selection criteria for autoregressive process. International Journal of Academic Research in Economics and Management Sciences, 10(3). https://doi.org/10.6007/ijarems/v10-i3/10448
Melasari, T., Guntoro, B., Muzayyanah, M. A. U., Setiyanto, A., & Qui, N. H. 2025. The role of the Camara Nusantara livestock ship in volatility and disparity of beef and cattle prices in Indonesia. Journal of Global Innovations in Agricultural Sciences, 13(2). https://doi.org/10.22194/JGIAS/25.1615
Montaño, V. E., & Cinco, R. C. 2023. Dynamic interaction of coconut oil and crude oil prices: Insights from a vector error correction model. International Journal of Innovative Research in Multidisciplinary Education, 02(08). https://doi.org/10.58806/ijirme.2023.v2i8n09
Mushtaq, R. 2011. Augmented Dickey Fuller test. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.1911068
Nendissa, D. R., Anindita, R., Hanani, N., & Muhaimin, A. W. 2018. Beef market integration in East Nusa Tenggara of Indonesia. Russian Journal of Agricultural and Socio-Economic Sciences, 80(8). https://doi.org/10.18551/rjoas.2018-08.51
Nurus Izaati, I., Anindita, R., & Sujarwo, S. 2020. Analysis of integration and price efficiency: A case of Indonesian cocoa beans export market. Agricultural Social Economic Journal, 20(2). https://doi.org/10.21776/ub.agrise.2020.020.2.9
Paparoditis, E., & Politis, D. N. 2018. The asymptotic size and power of the augmented Dickey–Fuller test for a unit root. Econometric Reviews, 37(9). https://doi.org/10.1080/00927872.2016.1178887
Paul, R. K., & Karak, T. 2022. Asymmetric price transmission: A case of wheat in India. Agriculture, 12(3). https://doi.org/10.3390/agriculture12030410
Prakoso, L. D., Darmansah, D., Widia, T., & Hanifah, H. S. 2022. Implementasi metode moving average dalam analisis rantai pasok daging sapi di Indonesia. JURIKOM (Jurnal Riset Komputer), 9(3), 623. https://doi.org/10.30865/jurikom.v9i3.4223
Priyanti, A., Inounu, I., & Ilham, N. 2018. Prevention of productive cows slaughter through management of local state enterprises. Indonesian Bulletin of Animal and Veterinary Sciences, 27(2). https://doi.org/10.14334/wartazoa.v27i2.1405
Priyanto, R., Riwukore, J. R., Yani, A., Purwanto, B. P., Abdullah, L., Fuah, A. M., & Habaora, F. 2020. Analysis of dynamic system toward governor policy of Nusa Tenggara Timur about quota of beef cattle export (Case study in plantation agroecosystem of Timor Island). Annual Research & Review in Biology. https://doi.org/10.9734/arrb/2020/v35i530223
Purwadi, P., Widodo, S., Masyhuri, M. 2021. Hubungan harga kopi di Indonesia dengan negara eksportir utama dan importir utama: Pendekatan kointegrasi dan koreksi kesalahan. Jurnal Dinamika Sosial.
Qomariah, R., Wahdi, A., Habibah, Negara, W., & Ilham, N. 2024. Mapping of beef supply chain in South Kalimantan for supporting meat supply in the new national capital area. AIP Conference Proceedings, 2957(1). https://doi.org/10.1063/5.0183986
Qureshi, H. 2021. Explosive roots in level vector autoregressive models and vector error correction models. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.3853336
R Lole, U., Keban, A., Sogen, J. G., & Mulyantini, N. G. A. 2021. Supply and value chain models in cattle marketing and its derivative products in East Nusa Tenggara Province. Animal Production. https://doi.org/10.20884/1.jap.2021.23.3.110
R Vijaya Kumari, Ramakrishna Gundu, Venkatesh Panasa, & Sreenivas Akula. 2024. Co-integration and causality analysis of castor markets in India. Journal of Oilseeds Research, 41(3 & 4). https://doi.org/10.56739/0hk7m965
Rahman, K. T., Akter, M., Miah, M. A. M., & Palash, M. S. 2019. Livestock market integration and price dynamics in the United States. Bangladesh Journal of Agricultural Economics, XL(1 & 2).
Rahman, K. T., & Palash, M. S. 2018. Fed cattle market integration in mandatory price reporting era. Open Agriculture, 3(1). https://doi.org/10.1515/opag-2018-0038
Richset Riwukore, J., Yani, A., Maria Fuah, A., Abdullah, L., Priyanto, R., Priyo Purwanto, B., Purwanto, P., & Susanto, Y. 2020. Production capacity and beef consumption in the Nusa Tenggara Timur Province, Indonesia. Journal of Animal and Veterinary Advances, 19(4). https://doi.org/10.36478/javaa.2020.38.42
Riwukore, J. R., Yani, A., Fuah, A. M., Abdullah, L., Priyanto, R., Purwanto, B. P., Habaora, F., & Susanto, Y. 2021. Analysis of production capacity and consumption level of beef in East Nusa Tenggara Province of Indonesia. Jurnal Ilmu Dan Teknologi Peternakan, 9(1). https://doi.org/10.20956/jitp.v9i1.9531
Roy, S., & Kuma, S. 2026. Dynamics of Indian macroeconomic variables: a hac standard errors VECM approach. Accounting, 12(1). https://doi.org/10.5267/j.ac.2025.8.002
Sabhaya, A. G., Upadhyay, S. M., Vekariya, P. R., & Swaminathan, B. 2021. Price dynamics of domestic and international wheat markets: A vector error correction mechanism (VECM) approach. Asian Journal of Agricultural Extension, Economics & Sociology. https://doi.org/10.9734/ajaees/2021/v39i330541
Sahara, Utari, M. H., & Azijah, Z. 2019. Volatilitas harga bawang merah di Indonesia. Buletin Ilmiah Litbang Perdagangan, 13(2). https://doi.org/10.30908/bilp.v13i2.419
Samantha, K., Tarno, T., & Rahmawati, R. 2021. Analisis integrasi spasial pasar cabai merah keriting di Jawa Tengah dengan metode vector error correction model. Jurnal Gaussian, 10(2). https://doi.org/10.14710/j.gauss.v10i2.29007
Shaffitri, L. R., Suryana, E. A., & Sinuraya, J. F. 2024. Market integration and rice price transmission in Indonesia. BIO Web of Conferences, 119. https://doi.org/10.1051/bioconf/202411902007
Sholihah, S., & Karsinah, K. 2020. Integration of Central, East, West Java and Jakarta's shallot market. Economics Development Analysis Journal, 8(4). https://doi.org/10.15294/edaj.v8i4.35276
Singh, N. P., & Sharma, S. 2018. Cointegration and causality among dollar, oil, gold and Sensex across global financial crisis. Vision, 22(4). https://doi.org/10.1177/0972262918804336
Unduhan
Diterbitkan
Cara Mengutip
Terbitan
Bagian
Lisensi
Hak Cipta (c) 2026 Muhammad Yusuf Fajar, Akhmad Raja Shaufi

Artikel ini berlisensiCreative Commons Attribution-ShareAlike 4.0 International License.





