| 侯媛媛.基于HP 滤波模型的海南瓜菜价格波动分析[J].广东农业科学,2015,42(19):173-180 |
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基于HP 滤波模型的海南瓜菜价格波动分析 |
| Analysis on price volatility of Hainan vegetablesbased on HP filter model |
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| DOI： |
| 中文关键词: 海南瓜菜 价格波动 X11 季节调整模型 HP 滤波分析 |
| 英文关键词: Hainan vegetables price fluctuation X11 seasonal adjustment model HP filter analysis |
| 基金项目:海南省自然科学基金（313085）；中国热
带农业科学院热带作物品种资源研究所基本科研业务费
专项（1630032013023） |
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| 摘要点击次数: 1185 |
| 全文下载次数: 483 |
| 中文摘要: |
| 运用2006 年第1 季度至2014 年第3 季度的海南瓜菜季度价格指数数据，分析了海南省瓜菜价格
波动的主要特征；用X11 季节调整模型剔除季节性因素对瓜菜价格波动的影响后，运用HP 滤波模型分析瓜菜
价格波动的规律性，并对短期波动的周期进行了划分。结果发现，海南瓜菜价格波动均属于低峰型波动，价格
上涨能力有限。从价格波动深度来看，茄果类最大，平均深度为27.69，说明茄果类价格的下降能力较强。从扩
张与收缩长度来看，叶菜类表现出收缩趋势，瓜类蔬菜价格的上涨势头正在减弱，茄果类价格扩张趋势明显，
菜用豆价格指数保持平稳。总体来看，海南瓜菜价格具有稳步上涨的长期趋势，但短期波动剧烈，提出了稳定
海南瓜菜价格的针对性措施。 |
| 英文摘要: |
| This paper used Hainan vegetables quarterly price index data from the first quarter of 2006 to the
third quarter of 2014，to analyze the main fluctuation features of Hainan vegetables price. After using X11 seasonal
adjustment model to exclude the impact of seasonal factors on the price fluctuations of vegetables，HP filter model was
used to analyze the fluctuant regularity in vegetables price，and divided short-term fluctuations of the cycle. The results
revealed that the fluctuation of Hainan vegetables price was low peak-average volatility and the capacity of rising in
price was limited. Judging from the depth of price fluctuation，solanaceous vegetables had the maximum average depth
with 27.69，indicating a strong capacity of price falling in solanaceous vegetables. Judging from the length of expansion
and contraction，leafy vegetables showed a trend of contraction，the upward tendency of melons vegetables price was
weaking，the expansion trend of solanaceous vegetables price was obvious，the price index of beans maintained stable.
This study found a steady rise in price of vegetables in Hainan within long-term trend，but in short-term，it had
volatility and ultimately. Finally，the countermeasures for stabilizing price of Hainan vegetables were proposed. |
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