吉林省玉米价格和生猪价格波动关系实证分析

玉米是生猪养殖中其主要的饲料来源,玉米价格的变动对生猪价格具有一定的影响。选取吉林省1982~2016年玉米价格和生猪价格的数据进行分析,通过单位根检验和EG两步法协整检验表明,吉林省玉米价格和生猪价格呈正相关和协整关系,即二者的波动趋势一致,且生猪价格波动的幅度要大于玉米价格波动的幅度。从格兰杰因果检验的结果看,吉林省玉米价格是引致生猪价格波动的主要因素,长期内玉米价格对生猪价格有显著影响,即玉米价格对生猪价格具有一定的导向和拉动作用。

Analysis on the Relationship Between Corn Price and Hog Price Fluctuation in Jilin Province

Corn is the main source of feed in pig breeding, and the change of corn price has certain influence on hog price. The trends of the corn and hog prices in Jilin province, from 1982 to 2016 were analyzed through the unit root test and the Engle-Granger (EG) two-step method. Result shows that the price of corn and hog prices are positively related and in a co-integration relationship, namely the two prices fluctuations are of consistent trend and the fluctuations in hog prices to a greater extent is larger than corn price fluctuations amplitude. Based on the Granger causality test, the price of corn in Jilin province are the main factors causing the price fluctuations of hogs, corn prices in the long term have a significant impact on the price of hogs, and corn prices have a certain guiding and stimulating effect on the price of live pigs.