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Study on Law of Fresh Agricultural Products Market Price Fluctuation ——Cycle Analysis Based on H-P Model

Li Ganqiong,Xu Shiwei,Li Zhemin,Dong Xiaoxia,Wang Shengwei ( Agricultural Information Institute,Chinese Academy of Agricultural Sciences; Key Laboratory of Agri - information Service Technology,Ministry of Agriculture,Beijing 100081)  
Based on the theory of time series analysis,the price changes of pork,chicken,egg, vegetable and fruit can be disassembled into four parts respectively,such as trend variation,cycle fluctuation, seasonal fluctuation and irregular fluctuation. By virtue of X12 and H - P filtering methods to analyze price fluctuations of 5 kinds of fresh agricultural products,the author came to the following findings: in the aspect of cycle length of price fluctuations,pork tended to reduce,while chicken,egg and vegetable presented an opposite tendency,and fruit tended to be stable; in the aspect of cycle symmetry of price fluctuation,the price of pork,chicken and egg showed a longer downside trend cycle length,but vegetable and fruit had opposite changes; as for the contribution to price fluctuation,the cycle fluctuation of pork,chicken and egg prices were larger than the seasonal fluctuations, but vegetable and fruit prices portrayed opposite changes, in addition,the impacts of irregular fluctuation on fruit and vegetable prices as a whole were greater than those on animal products.
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