疫情对生猪价格影响的VAR模型分析  

Analysis of influences of epidemic on live pig price fluctuation based on VAR model

作　　者：付莲莲 喻龙敏 赵金霞 FU Lianlian;YU Longmin;ZHAO Jinxia(College of Computer and Information Engineering,Jiangxi Agricultural University,Nanchang 330045,China;College of Economics and Management,Jiangxi Agricultural University,Nanchang 330045,China)

机构地区：[1]江西农业大学计算机与信息工程学院,江西南昌330045 [2]江西农业大学经济管理学院,江西南昌330045

出　　处：《河南农业大学学报》2022年第2期331-340,共10页Journal of Henan Agricultural University

基　　金：国家自然科学基金资助项目(71963019,71561014);江西高校人文社会科学青年基金项目(GL19220)。

摘　　要：【目的】探究疫情对生猪价格波动的影响机制有助于预测价格的短期波动。【方法】采用2009年2月至2020年7月共138个样本量的月度数据,通过VAR模型对疫情和生猪价格的联系进行实证分析。【结果】(1)疫情是生猪价格的GRANGER因果原因,反之不成立。(2)疫情对生猪价格波动的影响呈现出持续性和滞后性特征,其中持续性特征表现为在初期4个月内对生猪价格造成直接的负向影响,在中期5个月到16个月之间对生猪价格产生正向影响,第17个月之后疫情的影响趋于消失;而滞后性特征表现为:疫情在发生后14个月内对生猪价格的平均影响程度约为5.03%,最大影响时滞约10个月,第11月时影响达到最大值8.223%。【结论】疫情是影响生猪价格波动的重要因素,加强疫情净化效率,增强对生猪市场的调控,有利于保障生猪养殖,保证猪价的平稳。【Objective】Exploring the mechanism of the impact of the epidemic on the price fluctuation of live pigs is helpful to effectively predict the short-term price fluctuation.【Method】The monthly data of 138 samples from February 2009 to January 2020 were used to conduct empirical analysis on the relationship between epidemic situation and hog price through VAR model.【Result】(1)The outbreak is a Granger causality for hog prices,not vice versa.(2)The impact of the epidemic on live pig price fluctuations showed persistent and lagging characteristics.The persistent characteristics showed that the epidemic had a direct negative impact on live pig price in the first 4 months,and a positive impact on live pig price in the middle 5 to 16 months.After the 17th month,the impact of the epidemic tended to disappear;The lag characteristic showed that the average impact of the epidemic on the price of live pigs was about 5.03%within 14 months after the outbreak of the epidemic,and the maximum impact delay was about 10 months,reaching the maximum impact of 8.223%in the 11th month.【Conclusion】The epidemic situation is an important factor influencing the hog price fluctuations.Thus,strengthening epidemic purification efficiency,and strengthening the regulation of pig market is conducive to ensuring pig breeding after stable live pig price.

关 键 词：疫情 生猪价格 VAR模型 GRANGER检验 

分 类 号：S858.28[农业科学—临床兽医学] F323[农业科学—兽医学]