基于HP滤波法的新疆枣果价格波动特征

Study on Price Fluctuation Characteristics of Xinjiang Jujube based on HP Filtering Method

【目的】研究新疆枣价的波动特征和规律,为调节价格波动幅度、促进枣产业发展提供参考。【方法】运用季节调整法和HP滤波法,分析新疆枣果市场价格的波动趋势、规律和特点。【结果】2010年4月～2017年5月间,新疆枣价整体呈现下跌趋势,平均月增长率为-1.06%。2012年,新疆枣价下跌,此后枣价呈阶梯状缓慢下降趋势;新疆枣价在每年11～12月处于最高值,在次年4～6月处于最低值;枣价呈现周期性变化规律,波动频率从2年左右逐渐缩短为1年半,波幅从36.16%降至6.01%,波动峰值逐渐下降。【结论】新疆枣果市场价格呈现明显下降趋势;季节性变动对价格波动影响明显,价格波动呈现V字型季节变化特征;价格周期性变化特征明显,价格波动幅度逐渐减小、波动频率加快,价格小幅起伏更加频繁。

【Objective】 To study the fluctuation characteristics and laws of Xinjiang jujube prices, and provide reference for regulating price fluctuations, stabilizing market prices and promoting the development of jujube industry.【Method】Seasonal adjustment method and HP filtering method were used to analyze the fluctuation trend, laws and characteristics of Xinjiang jujube market price.【Result】From April 2010 to May 2017, the price of Xinjiang jujube showed an overall significant downward trend, with an average monthly growth rate of-1.06%, the price of jujube showed a steady downward trend;the price of Xinjiang jujube was the highest in November-December, and the lowest in April-June of the following year;the price of jujube showed a cyclical change, and the fluctuation frequency gradually shortened from two years to one and a half year and the fluctuation range dropped from 36.16% to 6.01%, and the peak value of volatility gradually decreased.【Conclusion】The market price of jujube in Xinjiang showed a significant downward trend;seasonal changes had obvious influence on price fluctuations, and price fluctuations showed V-shaped seasonal fluctuation characteristics;price periodic changes were obvious, and the range of price fluctuation decreased gradually, the fluctuation frequency quickens, and the price fluctuated slightly more frequently.