基于X-12和H-P滤波模型的猪肉价格波动规律研究--以四川省为例

A Study on the Fluctuation Rule of Pork Price with X-12 and H-P Filtering: A Case Study of Sichuan Province

猪肉作为重要的农产品之一,其价格波动备受关注。采用X12模型和H-P滤波方法,选取2008年5月—2017年12月四川省猪肉价格的月度数据,将其波动分解为季节性、不规则波动、趋势性和周期性4种类型。结果表明:四川省生猪生产、消费的季节性规律是猪肉价格季节性波动的主要原因;天气变化、市场突发事件、政府政策措施实施等因素是猪肉价格不规则性波动的主要影响因素;生猪生产成本上升推动猪肉价格趋势性上涨;猪肉价格有明显的周期性波动特征,波动周期约为32个月。对此,需扎实推进猪肉生产各环节稳定发展、健全猪肉全产业链信息监测预警机制、完善生猪价格保险制度,确保养殖户收益稳定增长和市场供需基本平衡,促进市场平稳运行。

As pork is an important agricultural product,its price fluctuations have been the focus of great attention.Using X12 model and H-P filtering method and based on the monthly data collected from May 2008 to December 2017 in Sichuan Province,this paper divided the fluctuations into four types including the seasonal volatility,irregular fluctuations,tendency and periodicity.The results showed that seasonal production of live pigs and people’s seasonal consumption in Sichuan Province were the main reasons for the seasonal fluctuations while weather changes,market emergencies,government policy implementation and other factors were the main factors affecting the irregular fluctuations.The increase in production costs of live pigs accelerated the rising trend of pork prices.Pork prices had obvious periodic fluctuation characteristic with a wave period of about 32 months.Therefore,it is vital to promote the stable development of each link in pork production,improve monitoring and early warning mechanisms of the whole pork industry chains information,better the price insurance system of pigs to ensure steady growth in farmers’revenue and the basic balance between supply and demand,and promote the smooth operation of the market.