牛肉价格波动与羊肉价格波动的相关性分析——基于VAR模型  

Correlation Analysis between Beef Price Fluctuation and Mutton Price Fluctuation: Based on VAR Model

作　　者：张小文 陈晓卫[1] ZHANG Xiao-wen;CHEN Xiao-wei(School of Statistics,Chengdu University of Information Technology,Chengdu 610103,China)

机构地区：[1]成都信息工程大学统计学院

出　　处：《价值工程》2019年第33期104-109,共6页Value Engineering

摘　　要：本文利用2000年~2015年集贸市场牛肉-去骨统肉价格和集贸市场羊肉-去骨统肉价格月度数据,建立二者之间的VAR模型来检验牛肉价格波动是否受到羊肉价格波动的影响,结果表明牛肉和羊肉价格波动有双向的格兰杰因果关系。羊肉价格波动对牛肉价格波动具有一定的滞后性,当期羊肉价格波动在10期内会对牛肉价格产生影响;牛肉价格波动对羊肉价格波动也具有一定的滞后性,当期牛肉价格波动在10期内会对羊肉价格产生影响。从长期来看,羊肉价格变化率对牛肉价格变化率的影响贡献程度约为7%,同时牛肉价格自身变化率的变动影响程度约为93%,这在一定程度上说明了羊肉价格波动对牛肉价格波动具有影响;牛肉价格变化率对羊肉价格变化率的贡献程度高达52%左右,而羊肉价格自身变化率的影响程度约为48%,说明牛肉价格波动在较大程度上影响了羊肉价格的波动。This paper uses the monthly data of beef-de-sked meat price and market price of mutton-de-sked meat in the market from2000 to 2015 to establish a VAR model between the two to test whether the price fluctuation of beef is affected by the price of mutton.The effects of volatility indicate that the fluctuations in beef and mutton prices have a two-way Granger causality.The fluctuation of mutton price has a certain lag on the fluctuation of beef price.The fluctuation of mutton price in the current period will affect the price of beef in the10 th period.The fluctuation of beef price also has a certain lag in the fluctuation of mutton price.The current beef price fluctuations will have an impact on mutton prices during the 10 th period.In the long run,the contribution rate of mutton price change to beef price change rate is about 7%,and the change rate of beef price change rate is about 93%,which explains to some extent that mutton price fluctuations have an impact on beef price volatility;The rate of change of beef price has a contribution rate of about 52%to the rate of change of mutton price,while the rate of change of mutton price has a degree of influence of about 48%,indicating that fluctuations in beef prices have affected the fluctuation of mutton prices to a large extent.

关 键 词：牛肉价格波动 羊肉价格波动 VAR模型 

分 类 号：F323.7[经济管理—产业经济]