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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,稻米价格波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。
X-12 seasonal adjustment and H-P filtering model were constructed. The monthly data of three varieties of indica rice, late indica rice and northeast rice from 2000 to 2011 were decomposed into seasonal, trend, period and random components. The results show that before 2005, random shocks and cyclical fluctuations have a great impact on the price volatility of the main rice varieties. Especially in 2003 and 2004, external shocks promoted the sharp drop and rise of prices. After 2006, the impact of stochastic shocks and cyclical fluctuations on the price fluctuations of rice significantly reduced, indicating that the randomness of fluctuations in the price of rice has been gradually reduced. After 2007, the season components basically disappeared. The market trend and period of rice fluctuated gradually and dominance led to the fact that the explanation of the stochastic factors causing the abnormal price fluctuation of rice gradually reduced to about 3%. In addition, the peak season of early indica rice and late indica rice is similar to that of the trough in the troughs. The peaks are all from February to March and the troughs are from July to August. The prices of early indica rice and late indica rice have experienced a total of three since 2000 In the complete cycle, the average cycle length is 39 months. Northeast Northeast rice prices have undergone two complete cycles with an average price cycle of 47 months. Both of them have entered the changing phase of the new cycle in the second half of 2011.