鲜活农产品市场价格波动规律研究——基于H-P滤波法的周期性分析  

Study on Law of Fresh Agricultural Products Market Price Fluctuation ——Cycle Analysis Based on H-P Model

作　　者：李干琼[1] 许世卫[1] 李哲敏[1] 董晓霞[1] 王盛威[1] 

机构地区：[1]中国农业科学院农业信息研究所/农业部农业信息服务技术重点实验室,北京100081

出　　处：《农业展望》2013年第1期30-34,共5页Agricultural Outlook

基　　金："十二五"国家科技支撑计划项目(2012BAH20B04)

摘　　要：基于时间序列分析理论,将猪肉、鸡肉、鸡蛋、蔬菜和水果等5类鲜活农产品市场价格的变化分解为趋势变动、周期波动(循环变动)、季节波动和随机波动等4个部分。运用X12法和H-P滤波法对5类鲜活农产品市场价格波动规律进行分析,研究结果表明:在价格波动周期长度方面,猪肉呈缩小趋势,鸡肉、鸡蛋和蔬菜呈扩大趋势,水果趋于稳定;在价格波动周期对称性方面,猪肉、鸡肉和鸡蛋呈下跌周期大于上涨周期趋势,蔬菜、水果呈上涨周期大于下跌周期趋势;在价格波动的贡献率方面,猪肉、鸡肉和鸡蛋价格的周期性波动大于季节性波动,蔬菜和水果价格的季节性波动大于周期性波动,果蔬价格受随机波动的影响程度总体大于畜产品。Based on the theory of time series analysis, the price changes of pork, chicken, egg, vegetable and fruit can be disassembled into four parts respectively, such as trend variation, cycle fluctuation, seasonal fluctuation and irregular fluctuation. By virtue of X12 and H -P filtering methods to analyze price fluctuations of 5 kinds of fresh agricultural products, the author came to the following findings ： in the aspect of cycle length of price fluctuations, pork tended to reduce, while chicken, egg and vegetable presented an opposite tendency, and fruit tended to be stable ; in the aspect of cycle symmetry of price fluctuation, the price of pork, chicken and egg showed a longer downside trend cycle length, but vegetable and fruit had opposite changes ; were larg as for the contribution to price fluctuation, the cycle fluctuation of pork, chicken and egg prices er than the seasonal fluctuations, but vegetable and fruit prices portrayed opposite changes, in addition, the impacts of irregular fluctuation on fruit and vegetable prices as a whole were greater than those on animal products.

关 键 词：鲜活农产品 市场价格 波动周期 H—P滤波法 

分 类 号：F323.7[经济管理—产业经济]