Research on the relationship of vegetable price based on VAR model
In recent years, Chinas vegetable market price fluctuated radically and the frequent price fluctuation was in the roller coaster type.Vegetable base hurt farmers, Dish you hurt people phenomenon appeared repeatedly, which has become the focus of the government, scholars and the media.This paper selected 10 kinds of vegetables from September 30, 2014 to June 10, 2013, a total of 4720 data.In real time tracking of the 10 kinds of vegetables, and after the correlation analysis and clustering analysis, it was found that 3 kinds of vegetables, cucumber, tomato and eggplant were closely related.Therefore, in order to study the relationship between the 3 kinds of vegetable prices, the vector auto regression model is established.On this basis, the dynamic correlation between 3 kinds of vegetable prices is studied by using the method of impulse response function and variance decomposition.
Vector Auto Regression Model Impulse Response Function Variance Decomposition
WU Jiajia HOU Zhiqiang
College of Science,North China University of Technology,Beijing,China,100144
国际会议
山东 日照
英文
50-55
2015-08-17（万方平台首次上网日期，不代表论文的发表时间）