89
COPULA MODELING IN ANALYSIS OF DEPENDENCY OF OIL PALM
PRODUCTION AND RAINFALL
Dadan Kusnandar
1,*
, Naomi Nessyana Debataraja
1
, Shantika Martha1
1
1
Department of Statistics, FMIPA, Universitas Tanjungpura, Pontianak, Indonesia
*Corresponding author: dkusnand@untan.ac.id
Abstract Copula is a method that examines the relationship pattern between variables. Copula is characterized as a
nonparametric method with several benefits, i.e., it is independent of the assumption of the distribution, accommodates
nonlinear relationship among variables, and is convenient in building joint distribution. This study investigates the
relationship and prediction analysis using the copula approach. The method is applied to the monthly data of oil palm
production and the amount of rainfall. The results show that the model of Frank Copula is the best model for rainfall
and oil palm production relationship.
Keywords Relationship, Correlation coefficient, Archimedean Copula, Elliptical Copula, Maximum Likelihood
Estimation
INTRODUCTION
Oil palms are tropical plants that can grow
well in the latitude of 12o N to 12o S. The
amount of rainfall in the tropical area is
considered important to the plant growth and
productivity. Some studies show that the
amount of rainfall and rainy days affect the
productivity of the plants (Prasetyo 2009;
Simanjuntak, Sipayung and Irsal 2014). The
ideal rainfall for oil palm is 2000-2500 mm
per year evenly distributed throughout the
year without long dry months. A long dry
season could reduce the production of oil
palm since fewer minerals in soil are
absorbed by the plants (Risza 2014). On the
other hand, too much rainfall can cause
erosion of topsoil especially in areas with
bad topography.
Copula is one method that can be used to
describe the relationship between variables
without any assumption of the distribution. It
can reveal relation of dependency even at
extreme points (Anisa and Sutikno 2015).
Copula has an important role when one or
both variables have an abnormal marginal
distribution or have tail dependencies. The
use of the copula in investigating the
relationship among variables has been
studied by many authors in various fields.
Anisa and Sutikno (2015) and Udayani,
Sumarjaya, and Susilawati (2016) used
copula in the analysis of relationship in
agricultural research. Murterio and
Lourencio (2007) applied copula in the
health care utilization, whereas Zhu, Ghosh
and Goodwin (2008) used copula in
modeling dependence in the design of the
insurance contract. Syahrir (2011) estimated
copula parameters in the field of
climatology. The Copula approach resulted
in better estimates even in the presence of
extreme observational data and for
conditions that violate normality
assumptions. This paper discusses the
application of the copula in modeling the
relationship between two variables, namely
rainfall and palm oil production. The aim of
Indonesian Journal of Physics and Nuclear Applications
Volume 3, Number 3, October 2018, p. 89-94
e-ISSN e-ISSN 2550-0570, © FSM UKSW Publication