基于向量自回归模型的中药材价格影响因素分析及预测  

Analysis and Prediction of Price Influencing Factors of Chinese Medicinal Materials Price Based on VAR Model

作　　者：杨勇 陶群山 YANG Yong;TAO Qun-shan(Anhui University of Chinese Medicine,Economics and Management School of Medicine,Hefei 230012,China)

机构地区：[1]安徽中医药大学医药经济管理学院,安徽合肥230012

出　　处：《中国现代中药》2019年第1期111-115,共5页Modern Chinese Medicine

基　　金：安徽省软科学项目(1502052040);安徽省教育厅人文重点项目(SK2015A373)

摘　　要：本文通过建立向量自回归模型(VAR模型),运用格兰杰因果检验分析中成药产量、中药材种植面积、中草药及中成药成交额、农业生产价格指数、居民消费价格指数和中药材价格指数之间的因果关系。结果表明,居民消费价格指数、中成药产量、中草药及中成药成交额是中药材价格的格兰杰因果原因,而中药材种植面积、农业生产价格指数不是中药材价格的格兰杰原因。对具有因果关系的各个指数再次建立VAR模型,运用脉冲响应和方差分解等方法对该模型进行分析和价格预测。By establishing the VAR model,this paper uses the Grainger causality test to analyze the causality between the yield,planting area,turnover of Chinese traditional medicine,price index of agricultural production,consumer price index and price index of Chinese traditional medicine.The results showed that the production of Chinese medicinal materials,the inflation and the sales of Chinese medicinal materials were the Grainger cause for the prices of Chinese medicine.and the production cost and planting area of Chinese herbal medicines were not Grainger ’s reasons for the price of Chinese herbal medicines.A VAR model was established for each index with Grainger causality.The impulse response and variance decomposition method were used to analyze the model and predict the price.

关 键 词：VAR模型 中药产业 中药价格 格兰杰因果检验 

分 类 号：F326.12[经济管理—产业经济] F714.1