中药材栀子价格波动特征的实证研究

Empirical Analysis of Price Fluctuation and its Characteristics of Fructus Gardeniae

为把握中药材栀子价格变动的趋势性和周期性,提高对栀子价格波动本质特征的认识。本文在分析栀子价格涨跌情况的基础上,基于X-12季节调整法、HP滤波法、ARCH效应检验法等方法对2007年1月至2021年9月共177个月度栀子价格数据进行实证计量分析。研究结果表明:样本期内栀子价格走势呈现先升后降的局面,分布整体呈现中度的扁平分布和轻微的右偏分布特征,同时价格波动还具有季节性、规则性、周期性、非集聚性等特征。根据研究结论,从加强政策引导和市场监管、提高科技含量、延长产业链等方面对栀子产业提出对策建议。

In order to grasp the trend and periodicity of Fructus Gardeniae price fluctuation and improve the understanding of the essential characteristics of Fructus Gardeniae price fluctuation. On the basis of summarizing and analyzing the price fluctuation of Fructus Gardeniae,based on descriptive statistics, X-12 Seasonal Adjustment Method, HP Filtering Method and ARCH effect test method, this paper makes an empirical econometric analysis of 177 monthly Fructus Gardeniae price data from January 2007 to September 2021. The results show that:during the observation period, the price trend of Fructus Gardeniae first rises and then falls, and the overall distribution shows moderate flat distribution and slight right skewed distribution. At the same time, the price fluctuation also has the characteristics of seasonality, regularity, periodicity and non agglomeration. According to the research conclusions, the paper puts forward some countermeasures and suggestions on strengthening policy guidance, market supervision, improving the content of science and technology, and extending the industrial chain.