摘要
为了测算我国甜瓜价格波动周期及主要波动特征,探寻波动规律,为瓜农的生产以及甜瓜产业的发展提供决策参考,以农业部信息中心2010年6月至2018年2月甜瓜市场大宗价的月度统计数据为基础,运用Census X12季节调整法、H-P滤波法以及建立门限GARCH模型,分析我国甜瓜市场价格波动的主要特征。通过时间序列分解发现:(1)我国甜瓜市场价格长期曲折上升,且出现明显的拐点,分别为2013年和2015年,整体较为平滑;(2)季节性波动特征十分显著,交替上涨下跌,波幅随时间呈缩小趋势(;3)波动周期大致呈现M型的2个完整周期,2个周期之间不是相互对称的。通过建立门限GARCH模型发现:我国甜瓜市场价格波动非对称性显著,价格下跌较上涨引发更大波动,为稳定甜瓜市场,应特别及时关注引起甜瓜价格下跌的因素并采取相应措施。
In order to estimate the fluctuation period and main fluctuation characteristics of melon price in China,to explore the law of fluctuation and provide decision-making reference for the farmers and the development of melon industry,threshold GARCH model,census X12 seasonal adjustment method and H-P filter has been established to analyze the price fluctuation of China's melon based on monthly bulk price of melon market from June 2010 to February 2018 supported by information center of ministry of agriculture,the time series decomposition result shows:(1)China's melon market price has been in a long and tortuous rise,and there are obvious inflection points,which are 2013 and 2015 respectively,and the whole time series is relatively smooth;(2)the characteristics of seasonal fluctuation are very significant,with alternative rise and fall,and the wave amplitude decreases;(3)the fluctuation cycle presents roughly two complete cycles of M-type,and the two cycles are not mutually symmetrical.By establishing threshold GARCH model,it is found that the price fluctuation in China's melon market is not symmetrical,and the price decrease causes more fluctuation than that in rise.In order to stabilize the melon market,special attention should be paid to the factors causing the melon price decline and corresponding measures should be taken.
作者
杨念
司秋利
王蔚宇
吴敬学
YANG Nian;SI Qiuli;WANGWeiyu;WU Jingxue(Economics and Trade Department,Hebei Finance University,Baoding 071000,Hebei,China;Hebei Key Laboratory of Scienceand Technology Finance,Baoding 071000,Hebei,China;Organization Department,Hebei Agricultural University,Baoding 071000,Hebei,China;Institution of Agricultural Economics and Development,CAAS,Beijing 100081,China)
出处
《中国瓜菜》
CAS
北大核心
2019年第4期41-45,共5页
China Cucurbits And Vegetables
基金
河北省创新能力提升计划自筹项目软科学研究专项(18457535)
国家现代农业产业技术体系(CARS-25)
