تحلیل ماهیت رفتاری سری های زمانی ماهیانه قیمت انواع برنج صدری

نوع مقاله: مقاله پژوهشی

نویسندگان

1 استادیار، گروه اقتصاد کشاورزی، دانشکده علوم کشاورزی، دانشگاه گیلان، رشت، ایران

2 دانشیار، گروه اقتصاد کشاورزی، دانشکده علوم کشاورزی، دانشگاه گیلان، رشت، ایران

10.22124/c.2019.13298.1491

چکیده

ارزیابی ماهیت رفتاری سری­های زمانی قیمت محصولات کشاورزی نقش شایان توجهی در بهبود فرایندهای سیاست­گزاری مدیریت تنظیم و کنترل بازار مواد غذایی دارد. برنج از جمله مواد غذایی اساسی و با اهمیت در سبد غذایی خانوارهای ایرانی محسوب می­شود. در این پژوهش، ماهیت رفتاری سری­های زمانی ماهیانه قیمت عمده­فروشی برنج صدری درجه یک و معمولی طی سال­های 95-1378 (216 مشاهده) مورد تجزیه و تحلیل قرار گرفت. جهت بررسی ویژگی­های آماری، الگوسازی روند، تجزیه به مولفه­های اصلی، الگوسازی ماهیت رفتاری و شناخت ریشه­های فصلی و غیرفصلی این دو سری زمانی صورت گرفت. نتایج حاصل نشان داد که رشد قیمت عمده­فروشی برنج صدری درجه یک و معمولی دارای روند پله­ای طی سال­های اخیر (بعد از سال 1386) بوده است. فرم­های تابعی رشد نمایی و منحنی S در قیاس با سایر فرم­ها، الگوسازی بهتری را برای روند سری­های زمانی مورد مطالعه ارایه کردند. الگوریتم چندگانه Holt-Winter (HWM) نیز بهترین الگوی غیرپارامتریک برای توجیح ماهیت رفتاری سری­های زمانی ماهیانه قیمت عمده­فروشی برنج صدری درجه یک و معمولی بود. بررسی وجود ریشه­های واحد فصلی، شباهت وجود ریشه­ها در دو سری مورد مطالعه را نشان داد. از سوی دیگر، ریشه بلندمدت در هیچ­یک از دو سری زمانی ماهیانه قیمت عمده­فروشی برنج صدری درجه یک و معمولی در سطح احتمال پنج درصد آماری وجود نداشت.  

کلیدواژه‌ها


عنوان مقاله [English]

The nature of behavior analysis of monthly time series of different Sadri rice wholesale price

نویسندگان [English]

  • Mohammad Kavoosi-Kalashami 1
  • Mohammad Karim Motamed 2
1 Assist. Prof., Dept. of Agricultural Economics, Faculty of Agricultural Sciences, University of Guilan, Rasht, Iran
2 Assoc. Prof., Dept. of Agricultural Economics, Faculty of Agricultural Sciences, University of Guilan, Rasht, Iran
چکیده [English]

Evaluating the nature of behavior of time series for agricultural product prices plays an important role in improving policy making processes for managing and regulating food markets. Rice is one of the basic and most important foods in the food basket of Iranian households. In this research, the behavioral nature of the monthly time series of wholesale prices of common and top-notch Sadri rice during 1997-2016 (216 observations) was analyzed. To evaluate the statistical characteristics, trend modeling, principal component analysis, patterning the nature of behavior and recognition of seasonal and non-seasonal unit roots of these two time series were investigated. The results showed that the growth of wholesale prices of common and top-notch Sadri rice has been steadily increasing during the recent years (after 2007). Exponential function and the S-curve forms provided a better model for the time series procedures compared to the other forms. Holt-Winter multiple (HWM) algorithm was also the best nonparametric pattern for justifying the nature of behavior of the monthly time series of common and top-notch Sadri rice. Investigating the existence of seasonal unit roots revealed the similarity of the unit roots existence in the two studied time series. On the other hand, there was no long-term unit root in either of the two monthly time series of wholesale prices of common and top-notch Sadri rice at the 5% probability level.

کلیدواژه‌ها [English]

  • Functional form
  • Price behavior
  • Seasonal indices
  • Seasonal unit roots
  • Time trend
  • Top-notch and common rice
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