基于Census X12和HP滤波的海南蔬菜价格波动特征及原因分析

Price Volatility Features and Reasons of Hainan Vegetables Based on Census X12 and HP Filter Model

以海南省主要蔬菜品种2012年1月至2015年9月的月零售价格为研究对象,采用Census X12季节调整方法,把季节变动S分离出来,分析海南省各类蔬菜价格的季节性波动情况,进一步采用HP滤波法将趋势变动T、循环变动C分离出来,分析海南省各类蔬菜价格的趋势和循环波动情况。然后对海南省蔬菜价格波动原因进行分析。

The research object was the retail price of main vegetable varieties from January 2012 to September 2015 in Hainan province, the Census X12 seasonal adjustment method was used to separate final seasonal factors from the time series to analyze seasonal fluctuation of Hainan vegetables price, and HP filter method was used to separate trend series and cycle series from the final trend-cycle series to analyze trend and cycle fluctuation of Hainan vegetables price. Then the reasons of the price fluctuation of Hainan vegetables were analyzed.