山东省物价波动变化实证分析

ANALYSING PRICE SERIES FLUCTUATION OF SHANDONG PROVINCE

以 1 993年 1月至 2 0 0 0年 8月山东省居民消费物价指数序列为样本 ,采用动态序列分析理论中的乘法模型 ,对排除掉季节变动与长期趋势变动的物价指数序列进行了分析 .通过散点图直观检测物价指数序列的均值是否变化异常 ;利用维彻尔和米勒鉴别时间序列波动变化异常点的方法 ,检测物价指数序列方差是否波动异常 .结果表明 ,物价政策是导致物价剧烈波动的主要因素 ,但随着经济市场化的发展 ,物价政策的作用呈逐步减弱之势 .因此 ,在物价问题上 ,政府职能应逐步实现由价格管制到间接调控和市场监管的转变 .

The index series of inhabitant consumer price of Shandong province from Jan 1993 to Aug 2000 is studied,The Multiplication Model of dynamic series is selected,we analyze the price index series which season effect and long trend effect are done away from.Unusual average value of price index series is examined through the simple plot;unusual variance point is examined by using Wichem and Miller's method.We find price policy is the main factor in causing price series unusual fluctuation,but along with developments in economic market,It's effect is dying down.So government function should achieve the change from price control to indirect adjustment and market supervision.