饲料研究2024，Vol.47Issue(21)：181-185,5.DOI:10.13557/j.cnki.issn1002-2813.2024.21.033
基于VAR模型的肉鸡价格与生猪价格动态关联关系研究
Research on dynamic correlation between broiler price and pig price based on VAR model
摘要
Abstract
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.关键词
肉鸡价格/生猪价格/VAR模型/格兰杰因果关系Key words
broiler price/pig price/VAR model/Granger causality分类
农业科技引用本文复制引用
陈利敏..基于VAR模型的肉鸡价格与生猪价格动态关联关系研究[J].饲料研究,2024,47(21):181-185,5.基金项目
2021年河南省科技计划项目(项目编号:212400410499) （项目编号:212400410499）
2021年河南省社科联调研课题(项目编号:SKL-2021-2515) （项目编号:SKL-2021-2515）
