基于VAR模型的豆粕价格波动影响因素的实证研究  

An empirical study on influencing factors of soybean meal price fluctuation based on VAR model

作　　者：郝瑶[1] HAO Yao

机构地区：[1]黄河水利职业技术学院,河南开封475004

出　　处：《饲料研究》2025年第4期189-194,共6页Feed Research

基　　金：河南省2022年科技发展计划软科学研究项目(项目编号:222400410453)。

摘　　要：豆粕价格保持平稳对于我国饲草料市场和禽类养殖市场稳步发展具有重要支撑作用。选取2022年12月—2023年12月豆粕价格月度面板数据,采用VAR模型、方差分解法和脉冲响应函数等方法,深入分析豆粕价格波动的影响因素及动态变化过程。结果发现,大豆价格与豆粕价格具有双向格兰杰因果关系;鸡肉价格、猪肉价格、牛肉价格和羊肉价格是豆粕价格的单向格兰杰原因;豆粕价格是豆粕产量和豆粕存量的单向格兰杰原因。方差分析结果显示,在第10期,豆粕价格的贡献率为60.87%;大豆价格的贡献率为10.72%;鸡肉价格的贡献率为18.51%;豆粕产量、猪肉价格、牛肉价格、豆粕存量和羊肉价格的贡献率分别为4.22%、1.50%、2.67%、0.90%和0.61%。研究表明,豆粕价格波动受自身价格影响程度最大,而后依次为鸡肉价格、大豆价格、豆粕产量、牛肉价格、猪肉价格、豆粕存量和羊肉价格。The stable price of soybean meal plays an important supporting role in the steady development of Chinese forage market and poultry breeding market.Select monthly panel data of soybean meal prices from December 2022 to December 2023,and use VAR model,variance decomposition method,and impulse response function methods to deeply analyze the influencing factors and dynamic changes of soybean meal price fluctuations.Research has found that there is a bidirectional Granger causality between soybean prices and soybean meal prices.The prices of chicken,pork,beef,and lamb are one-way Granger reasons for the price of soybean meal.The price of soybean meal is a one-way Granger reason for the production and stock of soybean meal.The variance decomposition results show that in 10th period,the contribution rates were:Soybean meal price(60.87%),soybean price(10.72%),chicken meat price(18.51%),soybean meal production(4.22%),pork price(1.50%),beef price(2.67%),soybean meal stock(0.90%),and mutton price(0.61%).This indicates that the fluctuation of soybean meal prices is most affected by their own prices,followed by chicken prices,soybean prices,soybean meal production,beef prices,pork prices,soybean meal stock,and lamb prices.

关 键 词：豆粕价格 大豆价格 豆粕产量 鸡肉价格 

分 类 号：S8-9[农业科学—畜牧兽医]