安徽农业科学2011，Vol.39Issue(23)：14451-14454,4.
基于VAR模型的粮食价格指数统计分析
Statistical Analysis of Grain Price Index Based on VAR model
摘要
Abstract
The grain price index in China from 2001 to 2010 was empirically analyzed based on the VAR model. VAR model was established to quantitatively analyze the dynamic change laws and influencing mechanism between grain price series and CPI index, and impulse response function was adopted to predict the short-term future grain prices. Results indicated that the future grain price in domestic market showed gradual decreasing tendency, but still upholding about 10% increase.关键词
时间序列/协整分析/VAR模型/脉冲响应Key words
Time series/ Co-integration analysis/ VAR model/ Impulse response function分类
管理科学引用本文复制引用
张丽..基于VAR模型的粮食价格指数统计分析[J].安徽农业科学,2011,39(23):14451-14454,4.基金项目
河南省教育厅科技攻关项目(2010D110013) （2010D110013）
洛阳师范学院教改项目(2009-207-44). （2009-207-44）
