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基于VAR模型的肉鸡价格与生猪价格动态关联关系研究

作者：

陈利敏

单位：

郑州科技学院

关键词：

肉鸡价格;生猪价格;VAR模型;格兰杰因果关系

摘要：

文章旨在探究肉鸡价格与生猪价格动态关系对畜禽养殖行业健康稳定发展的影响.选取2020年1月-2023年8月肉鸡价格与生猪价格月度数据,使用VAR模型、脉冲响应函数与格兰杰因果关系实证探究肉鸡价格与生猪价格动态关联关系.结果显示,肉鸡价格变化率提升可有效提高生猪价格变化率,同时生猪价格变化率提升也可有效提高肉鸡价格变化率.肉鸡价格与生猪价格间存在双向因果关系.相较于生猪价格,肉鸡价格变化率主要受自身价格影响.生猪价格变化率主要受肉鸡价格变化率与自身价格变化率双重影响,且肉鸡价格变化率的影响程度高于自身的影响程度;肉鸡价格变化率在肉鸡价格与生猪价格波动中发挥主导地位.研究表明,肉鸡价格与生猪价格间存在动态关联关系,可切实提高价格变动信息判断能力,以期助力畜牧养殖业提质增效.

译名：

Research on dynamic correlation between broiler price and pig price based on VAR model

关键词：

broiler price%pig price%VAR model%Granger causality

摘要：

This paper aimed to explore the impact of the dynamic relationship between broiler price and pig price on the healthy and stable development of the livestock and poultry breeding industry.Selecting monthly data on broiler price and pig price from January 2020 to August 2023,this study empirically explores the dynamic correlation between broiler price and pig price using VAR models,impulse response functions,and Granger causality.The results showed that an increase in the price change rate of broiler can effectively increase the price change rate of pig,and an increase in the price change rate of pig can also effectively increase the price change rate of broiler.There is a bidirectional causal relationship between the price of broiler and the price of pig.Compared to the price of pig,the price change rate of broiler is mainly influenced by their own prices.The price change rate of pig is mainly influenced by both the price change rate of broiler and their own price change rate,and the degree of influence of the price change rate of broiler is higher than that of their own.The price change rate of broiler plays a dominant role in the fluctuations of broiler price and pig price.The research shows that there is a dynamic correlation between the price of broiler and the price of pig,which can effectively improve the information judgment ability of price changes,in order to help the livestock breeding industry to improve quality and efficiency.

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基于VAR模型的肉鸡价格与生猪价格动态关联关系研究

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