中国天然橡胶供求影响因素实证研究——基于VAR模型的经济计量分析

Empirical study on the influence factors of supply and demand of China's natural rubber——an econometric analysis based on VAR model

在对天然橡胶的供求研究中,一般的回归模型不能很好地对时间序列数据进行拟合。本文应用单位根检验,对1991-2012年中国天然橡胶消费量、供给量、人均国内生产总值、天然橡胶年均价和橡胶制品出口金额等非平稳数据进行取对数和差分处理,在保证数据平稳性的基础上对中国天然橡胶供求系统进行Granger因果检验并建立VAR模型。通过模型的脉冲响应函数对中国天然橡胶供求状况的影响因素进行冲击响应分析,这对影响因素的影响力度确认有一定的参考意义。

In the study of supply and demand of natural rubber, a general regression model cannot fit the time series data correctly. This paper carries on through the stationary test by unit root test, and takes the logarithm and the differential treatment to the consumption quantity and supply quantity of natural rubber, per capita gross domestic product of natural rubber, the annual average value of natural rubber and the export amount of natural rubber from 1991 to 2012. Based on ensuring the smoothness of data, this paper makes Granger causality test to the system of supply and demand, and established VAR model. Finally, we analyze the impulse response function on the status of demand and supply of China＇ s natural rubber by making impulse response analysis to the model, which has some certain value for confirming the intensity of influence factors.