| 梁俊芬，方 伟，万 忠.广东生猪价格波动态势及时间变化特征分析
——基于CensusX12 和H-P 滤波模型[J].广东农业科学,2015,42(23):226-231 |
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广东生猪价格波动态势及时间变化特征分析
——基于CensusX12 和H-P 滤波模型 |
| Analysis on fluctuation trend and temporal characteristicsof pig price in Guangdong based—CensusX12 and H-P model |
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| DOI： |
| 中文关键词: 生猪 价格 波动 CensusX12 HP 滤波 |
| 英文关键词: ation CensusX12 HP filter |
| 基金项目:贵州省重大攻关项目（黔科合重大专项字
［2012］6006 ）；贵州省科技创新人才团队建设项目（黔
科合人才团队［2013］4005）；科技部政策引导类计划项
目（2013GA820002）；贵州省研发创新能力建设项目（黔
科合体Z 字［2014］4003） |
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| 全文下载次数: 401 |
| 中文摘要: |
| 以2010 年1 月至2015 年12 月广东生猪价格月度数据为研究对象，运用CensusX12 季节调整法
和H-P 滤波法将生猪价格波动分解为季节波动、长期趋势、周期循环波动和不规则波动4 部分，深入剖析了
广东生猪价格波动的内在规律和特征，并运用随机成分与实际价格的比值衡量外部冲击因素对生猪价格波动
的贡献程度。结果显示，广东生猪价格波动频繁，部分年份震荡剧烈；季节性波动特征非常显著，各年度变化
规律高度相似；生猪价格长期呈非线性缓慢上升趋势，具有明显的周期循环波动特征，且新一轮周期波动已经
开始；生猪价格受外部随机因素冲击较大，随机成分对生猪价格波动的贡献在5% 以上。针对广东生猪价格的
波动规律，提出了稳定生猪市场的对策建议。 |
| 英文摘要: |
| Taking the monthly data of pig price from January 2010 to December 2015 as the study object，this
paper used CensusX12 and H-P filter to split the pig price fluctuations into four parts，including seasonal fluctuations，
the long-term trend，cycle，and irregular fluctuations，analyzed the inherent law and characteristics of e pig price
fluctuations in Guangdong，and used the ratio of random component and actual price to measure the contribution degree
of external impact factors on pig price fluctuations. The results showed that the pig price in Guangdong during this time
fluctuated frequently and even swung in several years，its characteristics of seasonal fluctuations were significant，
and the annual variation laws were highly similar. The long-term trend of slow rising on pig prices was nonlinear，with
obvious cycle fluctuation characteristics，and a new cycle has already begun. What’s more，the impacts of external
random factors on pig price were bigger，and the contribution of random components to the price fluctuation of pig was
more than 5%. Finally，according to the results of empirical study，this paper put forward some policy proposals to
stabilize the pig market in Guangdong. |
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