基于X12-ARIMA模型的猪肉价格波动规律研究

摘要

本文利用X12季节调整法和H-P滤波法,以我国2000年1月-2017年10月的猪肉价格为对象,从季节调整后的数据中分离出季节要素序列、不规则序列及趋势循环序列,并分析出猪肉价格整体波动情况及规律.结果表明:我国猪肉价格整体呈上涨趋势,平均每34个月经历一次周期波动,具体表现在每年1季度和2季度处于季节性下跌,3季度和4季度处于季节性上升,其中9月和12月上涨至最高点,4月和5月下降至最低点.最后,运用ARIMA模型预测我国2017年11月-2018年12月的猪肉价格.%In this paper,we use the X12 season adjustment method and the HP filter method to separate the seasonal element sequence,the irregular sequence and the trend cycle sequence from the seasonally adjusted pork price data from the pork price in our country from January 2000 to October 2017,and analyze the overall fluctuations in the price of pork and the law.The results show that the price of pork in China is on the rise,with an average fluctuation every 34 months.Month will rise to the highest point,April and May will drop to the lowest point.Finally,the ARIMA model is used to forecast the price of pork in China from November 2017 to December 2018.