生猪产品价格预测模型分析  

Model-based Analysis of Price Prediction of Pig Products

作　　者：孙若愚[1] 闫大波 高靖羽 李大兵[1] SUN Ruo-yu;YAN Da-bo;GAO Jing-yu;LI Da-bing(College of Economics and Management,Shenyang Agricultural University,Shenyang 110161,Liaoning Province,China;Financial Department,Shenyang Agricultural University,Shenyang 110161,Liaoning Province,China)

机构地区：[1]沈阳农业大学经济管理学院,辽宁沈阳110161 [2]沈阳农业大学财务处,辽宁沈阳110161

出　　处：《沈阳农业大学学报（社会科学版）》2019年第6期651-656,共6页Journal of Shenyang Agricultural University(Social Sciences Edition)

基　　金：辽宁省社会科学规划基金项目(L19DJY001)。

摘　　要：本研究通过自回归分布滞后模型(ADL),利用2000年1月至2019年4月的仔猪、活猪和猪肉的价格及相关数据,对生猪产品价格进行了模拟分析和价格预测评价。研究发现,从长期来看仔猪、活猪和玉米等价格存在稳定的变动关系;活鸡、玉米价格,以外生性变量显著作用于生猪产品的价格;仔猪、活猪和猪肉的价格呈现Granger因果关系,各变量具有内生性特点。同时,生猪产品价格波动受到季节和时间惯性影响;自回归分布滞后模型(ADL)能够较好地模拟生猪产品价格的影响因素,且模型对于价格预测精度准确。可通过稳定生猪产品生产,加强动物疾病防控;促进上游产业发展,稳定饲养原料供应;加强生猪价格监测预警系统,完善市场价格异常波动应急机制等促进生猪产品价格稳定。A simulation analysis and price prediction evaluation of pig products is made with the help of the Autoregressive Distributed Lag model(ADL) and the prices of piglet, live hog and pork between January, 2000 and April, 2019 and other relevant data in that period. Results show that the equilibrium variation relationship exists between the prices of piglet and live hog and that of corn in a long run;the prices of live chicken and that of corn have significant effect on the prices of pig products as exogenous variables;the prices of piglet, live hog and pork show the causal relationship of Granger and each variable has endogenous characteristics, and meanwhile the price fluctuation of pig products is influenced by season and time;and the Auto-regressive Distributed Lag model(ADL)can simulate the influential factors of the prices of pig products well and moreover the accuracy of the model is high in terms of price prediction. It is proposed to stabilize pig production, strengthen the prevention and control of animal diseases, promote the development of upstream industry, stabilize the supply of feedstuff, strengthen the monitoring and early warning system of the price of live hog, and perfect the emergency mechanism for abnormal fluctuation of market price so as to promote the stabilization of the prices of pig products.

关 键 词：生猪 产品价格 模拟分析 预测 

分 类 号：F326.3[经济管理—产业经济] F323.7