世界苜蓿贸易的周期识别、预测及随机冲击影响

Alfalfa trade cycles analysis,predication and effect of random shock

本文利用HP滤波法对1961年以来世界苜蓿进口量进行周期分解,将其划分为4个周期,其中最短周期为13年,最长周期为16年,最近一轮周期尚未结束;用ARMA模型对苜蓿进口量进行预测,发现进口量将呈现平稳上升趋势,到2020年进口量达到152.03万t;另外,随机冲击对苜蓿贸易长期波动的持久效应在10%以下,瞬间效应高达43%。

This paper adopts methods of cycle division to analyze the world alfalfa import from 1961, which is divided into 4 cycles: the shortest cycle is 13 years, the longest cycle is 16 years, and the recent new cycle doesn't come to the end. What's more, through predicting the alfalfa import by ARMA model, this paper finds out the import exhibits a stably uprising tendency, and the import will reach 1.5203 million tons. In addition, the prolong effect of random shock on the long term fluctuation of alfalfa trade is under 10%, but the instantaneous effect is 43%.