基于HP滤波法的菠萝价格波动分析
2016-05-14赵云龙刘恩平冷志杰
赵云龙 刘恩平 冷志杰



摘 要 近年来,菠萝价格波动异常频繁,对消费者和生产者造成很大的影响。本文运用 2011年8月至2015年9月北京丰台区新发地农产品批发市场菠萝批发价格数据作为研究对象,剔除通货膨胀对菠萝价格的影响,分析菠萝价格波动主要特征;运用CensusX12季节调整模型和 HP 滤波分解模型将2011年8月~2015年9月的菠萝价格分离出趋势和循环序列,据此考察菠萝价格长期波动的趋势,并对短期波动的周期进行划分,以此剖析菠萝价格波动存在的内在规律。研究发现:菠萝的批发价格属于一种高峰型的波动并具有稳步上涨的长期趋势,但扩张能力正在逐渐下降;菠萝的批发价格很不稳定,变动的幅度很大,波动周期短,市场稳定性差、风险高容易受到其他因素的影响。
关键词 菠萝价格 ;价格波动 ;X12季节调整模型 ;HP滤波分析
中图分类号 S668.3 文献标识码 A Doi:10.12008/j.issn.1009-2196.2016.06.019
Pineapple Price Fluctuation Based on the HP Filtering Method: With
Xinfadi Market in Fengtai District of Beijing as an Example
ZHAO Yunlong1) LIU Enping2) LENG Zhijie1)
(1 College of Economics and Management, Heilongjiang Bayi Agricultural University,
Daqing, Heilongjiang 163319
2 Institute of Scientific and Technical Information, CATAS, Danzhou, Hainan 571737)
Abstract In recent years, the price fluctuation of pineapple is very frequently, which makes puzzlement to producers and consumers. This paper discussed the features of pineapples price fluctuation and the impact of inflation on the price of pineapple in Fengtai district of Beijing during August 2011 to Setember 2015 as the study object. The trend and the cycle series are separated from the pineapple price of August 2011 to Setember 2015 with Census X12 seasonal adjust model and HP filtering decoraposition model, on this basis the trend of long waves of pineapple price fluctuation is investigated, the period of short waves is divided, and the law of pineapple price is analyzed. The results showed that the price of pineapple is a kind of peak type fluctuation which is steadily rising, but the expanding ability is going down; The wholesale price of pineapple is very unstable and changs a lot, the period of wave is short, the market stability is poor. The pineapple market is high risk and easily affected by other factors.
Keywords pineapple ; price fluctuation ; CensusX12 seasonal adjust model ; HP filtering analysis
菠萝是中国重要的热带水果之一,中国种植菠萝主要集中在广东、海南、云南等区域,其中广东是中国菠萝种植的主产区,每年广东省菠萝收获面积和总产量均排在全国第一位,其次是海南。近年来,中国菠萝产业发展迅速,2005年中国菠萝的总产值从87 168.19万元增长到2014年的459 948.17万元,占中国热带水果总产值的35.16%,产值比重越来越大。详见表1。
从表1中可以看出,近年来中国菠萝种植面积持续平稳增加,总产量呈逐年上升的趋势。据农业部发展南亚热带作物办公室统计,2014年中国菠萝年末实有面积7.04万hm2,比2013年增长……
