【作者】 赵俊晔； 张峭；

【Author】 Junye Zhao;Qiao Zhang;Agricultural Information Institute,Chinese Academy of Agricultural Sciences;Key Laboratory of Agri-information Service Technology,Ministry of Agriculture;

【机构】 中国农业科学院农业信息研究所； 农业部农业信息服务技术重点实验室；

【摘要】 以2000-2013年全国富士苹果和柑橘月度批发价格波动为研究对象,采用Census X12季节调整方法和BP滤波法对水果价格波动的长期趋势、季节性、周期性、不规则波动规律进行分析,得到水果价格变化的趋势值;将水果价格实际值与趋势值的偏差视为水果市场价格风险,拟合得到水果价格风险的最优概率分布模型,采用百分位法来确定价格风险的相对阈值。研究发现富士苹果和柑橘价格波动均具有明显的季节性和长期趋势,富士苹果价格风险服从Log-Logistic分布,柑橘价格风险服从Beta分布,通过计算最优概率分布下价格偏离程度的10%、90%和25%、75%百分位值,得到水果价格异常上涨、异常下降的相对阈值和正常波动区间。实证分析表明该方法可用于水果价格风险的定量分析和判断。更多还原

【Abstract】 Taking the monthly wholesale price of Fuji apple and citrus of China’s fruit market during 2000-2013 as the research object,using Census X12 seasonal adjustment method and HP filter,the long trend and seasonal,cyclical,irregular characteristics of fruit price fluctuation were analyzed,and the fruit price trend value was got.Seeing the deviation of fruit price actual value to trend value as a fruit market price of risk,fitting the optimal probability distribution model of it,the relative thresholds of price risk were determined using percentile method.It was found that both the price of Fuji apple and of citrus have obvious seasonality and long-term trends.Fuji apple price risk obeyed Log-Logistic distribution,and citrus price risk obeyed Beta distribution.By compute the price deviation of 10%,90%,25%and 75%percentile respectively,the relative thresholds of abnormal price increase and abnormal descent were got,as well as normal range of fruit price.The empirical analysis showed that the method can be used to identify and analyze the price risk of fruit quantitatively.更多还原