基于X12-HP模型的水产品价格波动分解研究
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...
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| Published in | 广东农业科学 Vol. 43; no. 11; pp. 175 - 183 |
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| Main Author | |
| Format | Journal Article |
| Language | Chinese |
| Published |
中国农业科学院农业信息研究所/农业部农业信息服务技术重点实验室,北京,100081
2016
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| Subjects | |
| Online Access | Get full text |
| ISSN | 1004-874X |
| DOI | 10.16768/j.issn.1004-874X.2016.11.026 |
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| Summary: | 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。 |
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| Bibliography: | 44-1267/S 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 o |
| ISSN: | 1004-874X |
| DOI: | 10.16768/j.issn.1004-874X.2016.11.026 |