中国牛肉价格波动特征及预测研究——基于X-13A-S程序的分析  

Study on the Characteristics and Forecast of Chinese Beef Price Fluctuation——Analysis based on X-13A-S program

作　　者：崔姹 尚莉媛 赵慧峰[1] 

机构地区：[1]河北农业大学经济管理学院

出　　处：《价格理论与实践》2022年第1期87-90,174,共5页Price:Theory & Practice

基　　金：河北省科技厅软科学项目(19457522D);河北农业大学引进人才专项(Y201839);“河北省现代产业技术体系肉牛产业创新团队产业经济岗”项目(HBT2018130301);河北农业大学经济管理学院学科群项目:河北省中高端牛羊肉产品营销渠道创新及保障机制研究。

摘　　要：牛肉价格波动与牛肉供需双方经济利益紧密相关,研究牛肉价格波动特征对推动肉牛产业稳定发展具有积极作用。本文基于2010年1月-2021年12月的全国牛肉平均价格数据,利用X-13A-S程序进行季节调整并建立RegARIMA模型,结合H-P滤波法探究我国牛肉价格的波动特征及未来走势。研究结果表明:牛肉价格的季节性波动具有随年、月变化的特征,但季节因素贡献率逐年降低;长期趋势波动整体稳步上升,期间小幅回落,其主要受供需矛盾、宏观经济情况、国家政策等趋势因素的影响;随机波动和周期性变动较显著;调整离群值之后的RegARIMA模型拟合效果更好,提高了预测精确度。基于以上结论,提出以下建议:完善信息平台及预警体系的建设,稳定生产;进一步完善肉牛全产业链的扶持政策,保障供应链通畅;加大对基础母牛的扩繁扶持力度,做好良种培育。Beef price fluctuations are closely related to the economic interests of beef supply and demand.Studying the characteristics of beef price fluctuations has a positive effect on promoting the stable development of the beef cattle industry.Based on the national average beef price data from January 2010 to December 2021,this paper uses the X-13 A-S program to perform seasonal adjustment and establishes a RegA RIMA model,combined with the H-P filtering method to explore the fluctuation characteristics and future trends of beef prices in my country.Research indicates:The seasonal fluctuation of beef price has the characteristics of changing with each year and month,but the contribution rate of seasonal factors is decreasing year by year;The long-term trend fluctuations increased steadily as a whole,and fell slightly during the period,which was mainly affected by the contradiction between supply and demand,macroeconomic conditions,national policies and other trend factors;Stochastic fluctuations and cyclical changes are more significant;The RegA RIMA model after adjusting for outliers fits better and improves prediction accuracy.Based on the above conclusions,the following recommendations are made:Improve the construction of information platform and early warning system to stabilize production;Further improve support policies for the entire beef cattle industry chain to ensure a smooth supply chain;Increase support for the expansion of basic cows,and do a good job in breeding good breeds.

关 键 词：牛肉价格 波动特征 季节性波动 X-13A-S H-P滤波法 

分 类 号：F323.7[经济管理—产业经济]