我国大蒜价格波动特征的实证分析

Empirical Analysis of Price Fluctuation of Garlic in China

近年来,大蒜价格剧烈波动使大蒜产业链上各个经营主体深受影响,为了揭示大蒜价格本身深层次的波动原因,以2004—2017年全国蒜头月度批发价格为研究对象,采用X-12季节调整模型和H-P滤波法将大蒜价格分解为不同波动成分。结果表明:大蒜价格季节性波动特征显著,不规则波动特征未呈现明显的增长或下降的态势,季节波动和不规则波动越来越趋于稳定;大蒜价格长期内呈波浪形上升的趋势,每个波动周期时间跨度长短不一,波动的幅度也不一样,不同周期影响因素也不相同。

In recent years,the garlic price volatility make various operators affected on garlic industry chain,in order to reveal the deep wave garlic price itself,taking 2004—2017 national monthly wholesale price of garlic as the research object,the X-12 seasonal adjustment model and H-P filtering method were used to decompose the garlic price into different fluctuation components of garlic price.The study showed that garlic price seasonal fluctuations characteristics was significant,irregular wave characteristics had no presents the obvious growth or decline trend,seasonal fluctuation and irregular wave was more and more stable.In the long term,garlic prices tended to rise in waves,and each fluctuation cycle was different in length and duration,and the range of fluctuation was different,and different cyclical factors were not the same.