我国活鸡价格波动分析与预测

Analysis and Prediction on Chinese Live Chicken Price Fluctuation

本文运用时间序列分析的X12方法和H-P滤波,获得了我国2001年1月至2009年10月活鸡价格序列的周期成分。周期成分的分析结果表明,活鸡价格存在长约26～40个月的波动周期,而且周期长度有随时间推移变长的趋势。肉雏鸡和肉鸡饲料价格波动轨迹与活鸡价格波动轨迹相似。此外,活鸡价格序列分析显示,禽流感疫情对其价格产生重大冲击。进一步地,用Holter-Winter模型对活鸡价格进行预测,得到了样本外推12个月的预测结果。

By decomposing Chinese live chicken monthly price series from January 2001 to October 2009 with Census X12 and H-P Filter,circle component of the sample is obtained.Analysis results of the circle component show the existence of live chicken price circle.The periodic length is about 26-40 months,and has extended over time.Price fluctuation tracks of meat young chicken and meat chicken formula feed are similar to live chicken,but the period length and fluctuations range have differences.In addition,the analysis results show that bird flu produced major shocks to live chicken prices.Further,the paper regards the live chicken prices from October 2006 to October 2009 as samples,and obtains the sample extrapolation 12 months of forecasting results using Holter-Winter season prediction model.