我国玉米价格波动分析及短期预测——基于X12季节调整法、H-P滤波法及ARIMA模型  

Analysis and short-term forecast of maize price fluctuation in China: based on X12 seasonal adjustment method,H-P filtering method and ARIMA model

作　　者：滕永平[1] 华宇 TENG Yong-ping;HUA Yu(School of Economics,Shenyang University of Technology,Shenyang 110870,China)

机构地区：[1]沈阳工业大学经济学院,沈阳110870

出　　处：《沈阳工业大学学报（社会科学版）》2019年第3期230-235,共6页Journal of Shenyang University of Technology(Social Sciences)

基　　金：国家自然科学基金青年项目(71703105)

摘　　要：利用X12季节调整法和H-P滤波法对2007年1月—2018年3月我国玉米价格时间序列进行分解,研究其波动规律。结果发现,玉米价格受季节因素影响较大,整体趋势为先上升后下降,并呈周期性波动。利用ARIMA模型预测玉米价格走势,发现短期内玉米价格会有小幅度的上升。The time series of maize price in China from January 2007 to March 2018 are decomposed by X12 seasonal adjustment method and H-P filtering method, and the fluctuation regularity of them is studied . The results show that the price of maize is greatly affected by seasonal factors, and the overall trend is first rising and then falling, with periodic fluctuations. The ARIMA model is used to predict the price trend of maize, and it is found that the price of maize will rise slightly in the short run.

关 键 词：玉米价格 X12季节调整法 H-P滤波法 周期波动 ARIMA模型 

分 类 号：F304.2[经济管理—产业经济]