XIN Shibo,WANG Di,KONG Lingxin.Based on Vector Auto Regression Model in Beijing Vegetable Price Fluctuation Research[J].Northern Horticulture,2018,42(12):182-190.[doi:10.11937/bfyy.20174253]
基于向量自回归模型的北京蔬菜价格波动原因分析
- Title:
- Based on Vector Auto Regression Model in Beijing Vegetable Price Fluctuation Research
- 文献标志码:
- A
- 摘要:
- 基于新一轮政府“菜篮子”系统工程的背景，以北京20种蔬菜价格为例，试图从实证的角度探讨向量自回归模型应用到蔬菜价格波动研究的可行性。结果表明：向量自回归模型可应用于蔬菜价格波动研究，但受价格数据的影响，并不是所有的蔬菜价格可运用向量自回归模型；向量自回归模型的分析结果可明确给出相关蔬菜价格的内在关联性大小，基于该研究所涉及蔬菜价格，其内在关联性排序为苦瓜＞豆王＞绿菜花＞茄子＞黄瓜＞莴笋。
- 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.
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备注/Memo
第一作者简介：辛士波（1983-），男，吉林松原人，博士，副教授，研究方向为风险控制和金融计量。E-mail:xsblm@163.com.基金项目：北京市社会科学基金基地资助项目（15JDJGB076）；北京哲学社会科学首都流通业研究基地资助项目(JD-YB-003)。收稿日期：2018-02-05