基于VAR模型的氧化钕价格分析及预测  

The Price Analysis and Prediction of Neodymium Oxide Based on VAR Model

作　　者：卢虎生[1,2] 刘璞 LU Hu-Sheng;LIU Pu(Key Laboratory of Integrated Exploitation of Bay an Obo Multi-Metal Resources,Inner Mongolia University of Science and Technology,Baotou 014010,China;School of Economics and Management,Inner Mongolia University of Science and Technology,Baotou 014010,China)

机构地区：[1]内蒙古科技大学白云鄂博矿多金属资源综合利用重点实验室,内蒙古包头014010 [2]内蒙古科技大学经济与管理学院,内蒙古包头014010

出　　处：《稀土》2020年第2期148-158,共11页Chinese Rare Earths

基　　金：国家自然科学基金项目(71162027);内蒙古哲学社会科学规划项目(2016NDB055)。

摘　　要：从氧化钕供求关系、宏观经济指标、联产品间的价格联动性三个维度对影响氧化钕价格的因素进行分析,并应用Pearson相关系数、共线性诊断、逐步回归、Johansen检验、Granger因果检验等方法筛选出对预测氧化钕价格有意义的解释变量,构建了VAR(1)模型,得到了2019年1月至2020年12月的氧化钕价格预测值。结果表明,未来两年氧化钕月价格呈缓慢上升的趋势,以每月0.18%的增长率增长。This article analyzes the factors affecting the price of neodymium oxide from the three dimensions:supply and demand,macroeconomics and the correlation of co-product’price,and screens out explanatory variables that are meaningful for predicting the price of neodymium oxide by applying Pearson Correlation Coefficient,Collinear Diagnosis,Stepwise Regression,Johansen Test and Granger Causality Test,constructing the VAR(1)model and obtaining a predicted value for the price of neodymium oxide from January 2019 to December 2020.The monthly price of neodymium oxide will increase slightly in the next two years,with a growth rate of 0.18%per month.

关 键 词：氧化钕 价格预测 VAR模型 

分 类 号：F726[经济管理—产业经济]