Rice market price fluctuations abnormalities exception of economics evaluation. Estimation based on the method of X-12 and H-P | 稻米市场价格波动是否存在异常性的经济学评判――基于X-12和H―P方法调整与测算
2013
Fang Wei, Guangdong Academy of Agricultural Sciences, Guangzhou(China), Sci-tech Information Institute | Lin Weijun, Guangdong Academy of Agricultural Sciences, Guangzhou(China), Sci-tech Information Institute | Wan Zhong, Guangdong Academy of Agricultural Sciences, Guangzhou(China), Sci-tech Information Institute
Chino. 构建X-12季节调整和H―P滤波模型，将2000-2011年早籼米、晚籼米和东北米3种稻米品种价格月度数据分解为季节、趋势、周期和随机成分。结果表明：2005年以前，随机冲击和周期变动对主要稻米品种价格波动的影响较大，特别是2003和2004年，外部冲击促进了价格的大幅下降和上升。2006年以后，随机冲击和周期变动对稻米价格波动的影响明显缩小，说明稻米价格波动随机成份所呈现出的异常性逐渐缩小。2007年以后季节成分基本消失，稻米价格渡动因素中市场趋势和本身周期逐渐占据主导地位，导致稻米价格波动呈现异常性的随机因素的解释程度逐渐缩小到3％左右。另外，早籼米和晚籼米价格季节成分的波峰和波谷出现的月份类似，波峰都出现在2―3月，波谷出现在7―8月，早籼米和晚籼米价格2000年以来共经历了3个完整周期，平均周期长度为39个月，东北米价格经历了2个完整周期，平均价格周期长度为47个月，并都于2011年下半年进入新一轮周期的变化阶段。
Mostrar más [+] Menos [-]Inglés. According to the data characteristics of rice prices for Zaoxian, Wanxian and Northeast, the data for each variety of rice was broken down into the component of season, trend,cycle,and random by the method of X-12 and H-P filtering model. It was found that random factor influenced the price in most years less the impact of Zaoxian rice. Wanxian rice and Northeast prices,deterministic trend is dominated by abnormal price fluctuations less. In addition, the Zaoxian rice and Wanxian rice price since 2000 experienced a total of three complete cycles, average cycle length of 39 months, Northeast rice prices have gone through two complete cycles, the average price cycle length of 47 months, and in 2011 in the second half of the change in phase of a cycle.
Mostrar más [+] Menos [-]Palabras clave de AGROVOC
Información bibliográfica
Este registro bibliográfico ha sido proporcionado por Institute of Agricultural Information, Chinese Academy of Agricultural Sciences