我国生鲜乳价格波动周期分析——基于X_(12)季节调整和H-P滤波模型

Analysis on Price Volatility Cycle of Chinese Raw Milk Based on X_(12) Seasonal Adjustment Method and H-P Filter Model

我国生鲜乳价格波动剧烈,为了解其波动规律,选取2007年5月~2011年12月的生鲜乳收购价格月度数据为样本,运用X12季节调整法和H-P滤波法对生鲜乳价格波动周期进行实证分析。结果表明,在所选时间段内,生鲜乳价格经历三个波动周期,波动幅度有较大差别,第一个周期的波动主要是受到来自外部的冲击,促使价格大幅度波动,生鲜乳价格的不稳定直接影响奶农的利益。

The Chinese dramatic price of milk lfuctuations, in order to stabilize price of milk, this paper selected data from May 2007 to December 2011 to study measures. The monthly data for purchase price of raw milk samples is selected, using X12 seasonal adjustment method and the HP filter method, for raw milk price volatility cycle empirical analysis. The results showed that during the selected period, lfuctuations in milk prices goes through three cycles, there is a big difference lfuctuations. Fluctuations in the ifrst period was mainly due to the impact from the outside, prompting sharp price lfuctuations in raw milk unstable prices directly affect the interests of dairy farmers.