基于时间序列数据挖掘的玉米价格波动趋势研究

Research on Corn Price Fluctuation Trend Based on Time Series Data Mining

近些年来我国玉米价格走低,库存增加,给玉米生产和调控带来了一定的压力。该文以2003年1月至2016年12月黑龙江省和全国的日度玉米价格数据为基础,运用VAR模型分析了黑龙江和全国玉米价格之间的互动关系。研究结果表明,我国玉米价格走势经历了上升、高位运行和下降3个阶段,黑龙江和全国玉米价格之间存在长期协整关系。并且提出了改善玉米价格走势的具体建议。

In recent years low corn price and high inventory brings pressure on corn production and regulation.Based on days of corn price data from January 2003 to December 2016 in Heilongjiang and our country, VAR model is ap- plied to analyze the interactive relationship between the corn price of Heilongjiang and our country.The results show that our country corn price has experienced three phases of rise and high and falling ; and that the long-term co-inte- gration relationship exists between Heilongjiang and our country corn price.Finally, we put forward the concrete sug- gestions to improve the trend of corn price.