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| 基于时间序列分解的江苏省猪肉价格波动分析 | |
| 引用本文： | 陈秋月,杨泳冰,陈甜甜.基于时间序列分解的江苏省猪肉价格波动分析[J].安徽农业科学,2013(14):6499-6502. |
| 作者姓名： | 陈秋月 杨泳冰 陈甜甜 |
| 作者单位： | 1. 南京农业大学金融学院,江苏南京,210095 2. 南京农业大学经济管理学院,江苏南京,210095 3. 江苏省农业委员会市场与经济信息处,江苏南京,210036 |
| 摘 要： | 以2002年1月～2012年3月江苏省的生猪、仔猪、猪肉市场月度价格为研究对象,采用X12季节调整法和H-P滤波法对猪肉价格的波动进行分解实证分析。研究发现,三者的价格波动呈高度一致的周期性波动上升,短期内波动受外部影响明显,波动幅度较大;价格波动周期与生猪饲养周期相一致,大约39个月为一个周期。 |
| 关 键 词： | 猪肉价格 X季节调整法 H-P滤波法 波动周期 |
Analysis on the Fluctuation of Pork Price Based on Time Series Decomposition in Jiangsu Province |
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| Institution: | CItEN Qiu-yue et al (College of Finance,Nanjing Agricultural University,Nanjing,Jiangsu 210095) |
| Abstract: | An empirical analysis about the price volatility was conducted by the X12 seasonal adjustment method and the H-P filtering method based on the price of pig,piglets,pork from Jan. 2002 to Mar. 2012 in Jiangsu Province. It was found that the price volatility of the three all rise in volatility cyclically. In short-term the price is affected by the external significantly,the extent of fluctuation is large; the cycle of price fluctuation is the same as the breeding cycle,which is about 39 months. |
| Keywords: | Pork price X12 seasonal adjustment method H-P filtering method Fluctuation cycle |
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