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云南省猪肉价格波动及其影响因素分析
引用本文:李秋生,;余佳祥,;奚文丽,;许玉贵.云南省猪肉价格波动及其影响因素分析[J].云南农业大学学报,2014(4):29-33.
作者姓名:李秋生  ;余佳祥  ;奚文丽  ;许玉贵
作者单位:[1]云南农业大学经济管理学院,云南昆明650201; [2]云南农业大学研究生处,云南昆明650201; [3]昆明学院经济学院,云南昆明650214
摘    要:选取2000--2013年云南省去皮带骨猪肉价格、育肥猪饲料价格以及鸡蛋价格月度数据为研究对象。首先,运用CensusX12季节调整法和HP滤波法对猪肉价格进行处理,得出云南省猪肉价格变动特点和规律。结果表明:从长期趋势来看,近14年来云南省猪肉价格呈上涨趋势并且期间经过了3次比较大的波动;从年度波动趋势来看,呈现出一定的周期性规律即第1季度猪肉价格基本处于下降趋势,在第2季度降到最低点后开始缓慢回升,最高价格通常会在第3季度末第4季度前期出现。然后运用平稳性检验、最小二乘回归和Granger因果检验探讨了影响云南省猪肉价格波动的因素,在因素讨论中发现育肥猪饲料价格以及替代品鸡蛋价格的波动对猪肉价格波动有比较大的影响,最后根据结论提出相应的对策建议。

关 键 词:猪肉价格  HP滤波法  Census  X12季节调整法

An Analysis of Pork Influence Factors in Price Change and Yunnan Province
Institution:LI Qiusheng, YU Jiaxiang, Xl Wenli, XU Yugui (1. College of Economics and Management, Yunnan Agricultural University, Kunming 650201, China; 2. Department of Graduate Student, Yunnan Agricultural University, Kunming 650201, China; 3. College of Economics, Kunming University, Kunming 650214, China )
Abstract:The pork prices, pig feed prices and egg prices monthly data from 2000 to 2013 of Yunnan Province have been selected as the research object in this paper. The authors first Census X12 seasonal adjustment method and HP filtering method to deal with pork prices, obtain the pork price change characteristics and regularity in Yunnan Province. The results revealed that: From a long-term trend, the pork prices in Yunnan Province have shown a rising tendency with three big fluctuations in nearly 14 years; for the annual fluctuation trend, there has been a certain periodic trend that the pork prices declined in the first quarter, and after bottomed out in the second quarter there was a slow rebound, the highest price usually appeared at the end of the third quarter and early in the fourth quarter. Then stationary test, least-squares regression and Granger causality test are used to investigate the influence factors of pork price in Yunnan Province. The analysis of influence factors found that pig feed prices and egg prices fluctuation affect pork prices largely. Finally, the authors proposed policy recommendations according to the statistical analysis results.
Keywords:pork price  HP filtering method  Census X12 seasonal adjustment method
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