| 李辉尚，沈 辰，孔繁涛.基于X12-HP 模型的水产品价格波动分解研究[J].广东农业科学,2016,43(11):175-183 |
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基于X12-HP 模型的水产品价格波动分解研究 |
| Decomposition of aquatic product price fluctuation based on X12-HP model |
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| DOI：10.16768/j.issn.1004-874X.2016.11.026 |
| 中文关键词: 水产品 价格 X12 季节分解法 H-P 滤波法 季节波动 随机波动 |
| 英文关键词: aquatic product price X12 seasonal decomposition H-P filtering method seasonal fluctuation stochastic fluctuation |
| 基金项目:农业部农产品市场监测统计专项 |
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| 摘要点击次数: 1716 |
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| 中文摘要: |
| 运用X12 季节分解和H-P 滤波法，将我国4 大类28 种水产品批发价格分解成趋势波动、周期
波动、季节波动、随机波动4 种波动类型，分析总结了不同类型水产品价格的波动特征及其变化规律。研究
发现：不同类型水产品价格趋势波动差别较大，同一类型内各品种也存在明显差别；淡水鱼、海水鱼、虾蟹
类价格季节波动大体呈倒“V”型波动，贝类价格季节波动年初至年末大体呈直线下降形态；几类水产品
中，淡水鱼、海水鱼、贝类价格波动周期在2 年以上，虾蟹类价格周期较短，约为10 多个月；从各种波动对
价格影响看，淡水鱼、海水鱼价格受随机波动、季节波动、周期波动影响相对较小，所考察期间变化不大；
贝类价格受随机波动、季节波动和周期波动影响均较大，但几种波动对价格波动贡献趋于减弱。基于分析
结果，提出了调整水产品生产结构、加强市场监测预警和构建产业风险防范体系等对策建议。 |
| 英文摘要: |
| This article used X12 seasonal decomposition and H-P filtering method to decompose the wholesale
price of China's four types，28 kinds of aquatic products into four fluctuation types，which were trend fluctuation，
cycle fluctuation，seasonal fluctuation and stochastic fluctuation，and analyzed the fluctuation characteristics and
variation law of different types of aquatic products price. The results showed that price of different types of aquatic
products kept different trend fluctuation，and the difference also existed in the same type；the seasonal fluctuation of
freshwater fish，marine fish，shrimp and crab’ price generally showed inverted“ V” shape，the seasonal fluctuation
of shellfish price showed a linear decline from the beginning to the end of the year. The time span of freshwater fish，
marine fish，shellfish’ cycle fluctuation was about 2 years，but shrimp and crab cycle fluctuation was just more
than 10 months. The impact of stochastic fluctuation，seasonal fluctuation，cycle fluctuation on freshwater fish and
marine fish’s price was relatively small and changed little during the inspection period，but the impact of stochastic
fluctuation，seasonal fluctuation and periodic fluctuation was relatively larger and had a tend to weaken. Based on
the analysis conclusion，we proposed some suggestions including adjusting the structure of aquatic production，
strengthening market monitoring and early warning，building risk prevention system of industry. |
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