蚕茧价格、蚕种饲养量与蚕药用量关系的格兰杰因果检验

Granger Causality Test of Relationship Among Cocoon Price,Amount of Silkworm Eggs Distributed and Usage of Silkworm Drugs

研究蚕桑产业经济中蚕茧价格(CAP)、蚕种饲养量(简称发种量,SSQ)、蚕药用量(SMQ)3个变量之间的关系,有助于科学预测蚕桑产业经济的发展变化规律。选取1991-2009年江苏省海安县蚕桑生产的年度数据,应用格兰杰因果关系检验(Granger causality test)方法,对上述3个变量进行平稳性检验、变量的一阶差分与单位根检验和格兰杰因果关系检验。结果表明,蚕茧价格与发种量、发种量与蚕药用量之间存在格兰杰因果关系,蚕茧价格与蚕药用量之间不存在格兰杰因果关系,即:蚕茧价格增长能引起发种量的增加,但发种量增加却不是蚕茧价格增长的原因,蚕茧价格对发种量的影响滞后期为2年,到第3年影响程度已逐渐弱化;发种量增加能引起蚕药用量的增加,但影响滞后期只有1年,超过1年后的影响不显著;蚕茧价格与蚕药用量之间从实际趋势看有一定的关联性,但相互之间的影响关系不是直接的,难以建立函数关系。研究结果与蚕桑产业发展变化的实际情况基本相符,认为格兰杰因果关系检验方法可应用于蚕桑产业经济相关因素的发展变化规律研究。

Studying the relationship among three variables,namely cocoon price（CAP）,amount of silkworm eggs distributed（SSQ） and usage of silkworm drugs（SMQ）,will help to scientifically predict the economic development regularity of sericultural industry.Granger causality test method was employed to conduct stationary test,first-oder difference of variables and unit root test,and Granger causality test to the above three variables based on the annual data of Haian County,Jiangsu Province from 1991 to 2009.The results showed that there was a Granger causality relationship between cocoon price and amount of silkworm eggs distributed and between amount of silkworm eggs distributed and usage of silkworm drugs.There was no Granger causality relationship between cocoon price and usage of silkworm drugs.That is to say,the rise of cocoon price can lead to the increase of amount of silkworm eggs distributed,but the increase of amount of silkworm eggs distributed is not the cause of cocoon price rise.The lag phase of cocoon price＇s impact on amount of silkworm eggs distributed was two years,and the influence degree was gradually weakened in the third year.The increase of amount of silkworm eggs distributed could cause the increase of usage of silkworm drugs,but the lag phase of impact was just one year.The influence degree was not significant after one year.Judged from the prac-tical trend,there was some relevance between cocoon price and usage of silkworm drugs.However,it was difficult to establish a functional relationship because the influence was indirect.These investigation results were in general agreement with the actual situation of development and change of sericultural industry,verifying that Granger causality test method is applicable in studying the development regularity of relative factors in sericultural industry and economy.