VOlUME 05 ISSUE 05 May 2026
1Mochammad Riyaldi Alamsyah, 2Denny Saputera
1International Trade Study Program, Faculty of Economic and Business, Widyatama University, Indonesia
2International Trade Study Program, Faculty of Economic and Business, Widyatama University, Indonesia
DOI : https://doi.org/10.58806/ijsshmr.2026.v5i5n23Google Scholar Download Pdf
ABSTRACT
This research aims to analyze the impact of trade remedy policies on Indonesian nickel exports to the European Union using the Intervention ARIMA method. A quantitative approach was employed using quarterly time series data from 2013Q4 to 2022Q4 obtained from official trade statistics. The analysis was conducted through several stages, including stationarity testing using the Augmented Dickey-Fuller (ADF) test, model identification using Autocorrelation Function (ACF) and Partial Autocorrelation Function (PACF), parameter estimation, diagnostic testing, and intervention analysis using dummy variables. The results show that the best model obtained is ARIMA (0,0,0), indicating that the export data fluctuate randomly around the mean value without significant autoregressive or moving average components. Furthermore, the intervention analysis indicates that the trade remedy policy implemented in 2020Q1 has a negative coefficient, suggesting a tendency for export values to decline after the intervention period. However, the effect is statistically insignificant, indicating that the trade remedy policy did not significantly affect Indonesian nickel exports to the European Union during the observation period. These findings suggest that fluctuations in Indonesian nickel exports are influenced more by random movements and other external factors beyond the intervention variable used in this study
KEYWORDS:Trade Remedy, Indonesian Nickel Export, Intervention ARIMA model, European Union, Time series Analysis
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Cite this Article:Alamsyah, M. R., & Saputera, D. (2026). Impact of Trade Remedy Policy on Indonesian Nickel Export to the European Union using Intervention ARIMA Method. INTERNATIONAL JOURNAL OF SOCIAL SCIENCE HUMANITY & MANAGEMENT RESEARCHS, 5(5), 1123-1130. https://doi.org/10.58806/ijsshmr.2026.v5i5n23