我国天然橡胶价格波动预警研究——基于ARIMA模型与黑色预警法  

Price Warning of Natural Rubber in China——Based on ARIMA Model and Black Warning Method

作　　者：邓诗璇 余玩婷 张德生[1] DENG Shixuan;YU Wanting;ZHANG Desheng(Management School,Hainan University,Haikou,Hainan 570228,China)

机构地区：[1]海南大学管理学院,海南海口570228

出　　处：《热带农业科学》2022年第11期102-107,共6页Chinese Journal of Tropical Agriculture

基　　金：国家天然橡胶产业技术体系产业经济岗位(No.CARS-33-CJ1);农业农村部天然橡胶产业运行预警体系建设项目:天然橡胶产业信息监测与预警分析(No.18210024)。

摘　　要：天然橡胶价格波动会影响胶农生产积极性,对天然橡胶供给产生威胁。对我国天然橡胶价格波动进行预警,可有效指导胶农植胶割胶,预防价格波动对胶农造成严重损失,保障战略物资供给安全等。基于2000年3月至2022年3月我国天然橡胶期货价格数据,运用ARIMA模型对2022年4月的天然橡胶价格进行短期预测,通过黑色预警法计算天然橡胶价格波动率,对未来我国天然橡胶价格波动情况进行示警。结果显示,2022年4月天然橡胶预测价格为12861.58元/t,处于无警状态,价格较上月有所下降。最后根据结果提出了构建天然橡胶市场信息共享平台,完善监测预警系统;有效处理天然橡胶价格异常波动警情,制定详实预警方案的政策建议。The price fluctuation of natural rubber will affect the enthusiasm of rubber farmers and threaten the supply of natural rubber. Early warning of natural rubber price fluctuations in China is of great significance to Effective guidance on rubber planting and rubber cutting, prevent serious losses caused by price fluctuations to rubber farmers, and ensure the safety of strategic material supply. Based on the price data of natural rubber futures in China from March 2000 to March 2022,ARIMA model was used to predict the price of natural rubber in April 2022, and the price fluctuation rate of natural rubber was calculated by black early warning method to warn the price fluctuation of natural rubber in China in the future. The results showed that the predicted price of natural rubber in April 2022 was 12 861.58 yuan·ton–1 respectively, which was in a state of no alarm, and the price was lower than that of the previous month.According to the results, it was proposed to build a natural rubber market information sharing platform and improve the monitoring and early warning system;Effectively handle the alarm of abnormal fluctuation of natural rubber price and formulate policy suggestions for detailed early warning scheme.

关 键 词：天然橡胶 预警 价格波动 

分 类 号：F323.7[经济管理—产业经济]