| 基于VAR模型的粮食价格指数统计分析 |
| |
| 引用本文： | 张丽. 基于VAR模型的粮食价格指数统计分析[J]. 安徽农业科学, 2011, 39(23): 14451-14454 |
| |
| 作者姓名： | 张丽 |
| |
| 作者单位： | 洛阳师范学院数学科学学院统计系,河南洛阳,471022 |
| |
| 基金项目： | 河南省教育厅科技攻关项目（2010D110013）; 洛阳师范学院教改项目（2009-207-44） |
| |
| 摘 要： | 基于VAR模型,对2001～2010年我国粮食价格指数进行实证分析。通过建立VAR模型对粮食价格序列与CPI指数之间动态变化规律及影响机制进行定量分析,并结合脉冲响应函数对短期的未来粮食价格走势进行预测。结果表明：国内未来的粮食价格会有逐步回落的趋势,但仍将维持10%左右的涨幅。
|
| 关 键 词： | 时间序列 协整分析 VAR模型 脉冲响应 |
Statistical Analysis of Grain Price Index Based on VAR model |
| |
| ZHANG Li. Statistical Analysis of Grain Price Index Based on VAR model[J]. Journal of Anhui Agricultural Sciences, 2011, 39(23): 14451-14454 |
| |
| Authors: | ZHANG Li |
| |
| Affiliation: | ZHANG Li(Mathematical Science College,Luoyang Normal University,Luoyang,Henan 471022) |
| |
| Abstract: | The grain price index in China from 2001 to 2010 was empirically analyzed based on the VAR model.VAR model was established to quantitatively analyze the dynamic change laws and influencing mechanism between grain price series and CPI index,and impulse response function was adopted to predict the short-term future grain prices.Results indicated that the future grain price in domestic market showed gradual decreasing tendency,but still upholding about 10% increase. |
| |
| Keywords: | Time series Co-integration analysis VAR model Impulse response function |
| 本文献已被 维普 万方数据 等数据库收录！ |
