季节调整后的蔬菜价格与CPI 之间关系研究

在采用X-12-ARIMA季节调整模型剥离白菜、菜椒、黄瓜价格与CPI季节性影响的基础上,分析了此三类大宗蔬菜价格与CPI间的关系.协整分析结果表明,3类蔬菜价格与CPI间均存在长期稳定的均衡关系;Granger 因果关系检验结果表明,CPI在短期和长期均为影响3类蔬菜价格的原因,而白菜、黄瓜价格短期内对CPI的影响差异不显著,但其在长期内对CPI的作用显著.为正确把握我国蔬菜价格动态,保障居民生活质量水平,应尽快健全蔬菜价格风险预警体系,完善信息流通渠道,加强蔬菜基础设施的优化.

Research on the relationship between seasonally adjusted price of vegetables and CPI

This paper analyzes the relationship between prices of cabbage, pepper, cucumber and CPI by X-12-ARIMA seasonal adjustment model. Co-integration analysis proves that there is long-term stable equilibrium relationship between the prices of three kinds of staple vegetables and CPI. Granger causality test shows that CPI is essential in forecasting the three vegetable prices fluctuation both in short and long terms. And the prices of cabbage and cucumber are not significant in forecasting CPI in short term but significant in long term. To properly grasp the dynamics of China''s vegetable prices and ensure the residents quality of life level, we should improve the vegetable price risk early warning system as soon as possible, perfect the information circulation channels and strengthen the vegetable infrastructure optimization.