基于X-12-ARIMA模型的中国粮食消费价格运行  

China's Grains Price Volatility and Forecasts Based on X-12-ARIMA

作　　者：桂文林[1,2] 韩兆洲[1] 

机构地区：[1]暨南大学经济学院,广东广州510632 [2]惠州学院,广东惠州516007

出　　处：《华东经济管理》2011年第3期61-67,共7页East China Economic Management

基　　金：广东省哲学社会科学基金(09E-04);广东省自然科学基金(9151051501000066)

摘　　要：粮食价格与人们的实际生活成本和收入水平息息相关,甚至影响整个国民经济的发展。文章用X-12-AR IMA季节调整模型对中国1997年1月至2009年12月的粮食消费价格月度定基指数进行分解,并得到趋势循环、季节和不规则因素;通过所得异常值和趋势对我国粮食价格发展阶段进行科学划分;通过分解后的季节因素分析其季节特征,并探究它们的深层成因。结果表明:模型具有非常好的分解效果;粮价有明显的趋势和季节运行特征;粮食价格波动成因很好地解释其运行特征。文章为把握我国粮食价格运行、制定相关政策提供科学依据。Food prices are related to people＇s living costs and income levels, thereby affecting the overall development of the national economy. The article decompose the monthly fixed base index of consumer food prices from January 1997 to December 2009 in China with X - 12 -ARIMA seasonal adjustment model and Demtra software. The development stage of China＇s grain prices are accurately divided by outliers and trends, the seasonal characteristics are analyzed by decomposition of seasonal index, and their uwderlying causes are explored. The result show that model fitting results are very good, grain has a distinct trend and seasonal operating characteristics, Causes of food price fluctuations have a good explain of their running and verify the rationality of the model. This article is to provide a scientific ba- sis for grasping the food price run and the development of relevant policies.

关 键 词：粮食价格 X-12-ARIMA季节调整模型 趋势 季节特征 

分 类 号：F323.6[经济管理—产业经济]