Abstract

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Title:: Based on Vector Auto Regression Model in Beijing Vegetable Price Fluctuation Research

Author(s):: XIN Shibo1; WANG Di1; KONG Lingxin2; (1.School of Economics，Beijing Technology and Business University，Beijing 100048;2.School of Management，Jilin Normal University，Siping,Jilin 136000)

Keywords:: vegetable price; linkage effect; cointegration model; vector auto-regression model

Abstract:: Based on the background of the new round of government ‘Vegetable Basket’ system engineering,20 vegetables price from Beijing were used as experiment paradigm,it attempts to explore feasibility of applying the vector autoregressive model to vegetable price fluctuation analysis from a practical point of view.The results showed that the vector autoregressive model was applicable to vegetable price fluctuation analysis.Nevertheless,because of the impact of experimental price data,not all vegetables price was suitable for modelling via the model.The results of model provided the intrinsic relevancy of related vegetables price.The price of vegetables in this study based on the inner relationship of ranking was bitter gourd＞beans＞broccoli＞eggplant＞cucumber＞lettuce.