基于EMD的我国木材价格波动的影响因素分析
发布时间：2019-04-28 08:58
【摘要】：随着我国经济的快速发展,资源的日益稀缺与经济的稳定发展之间的矛盾越来越突出。木材作为一种重要的生产资料,在我国国民经济发展中占有重要地位和作用。正确认识木材市场价格波动规律,能使我们更加了解我国木材市场状况,有利于国民经济建设健康发展。 本文数据来源于《中国林业年鉴》、《中国林业统计年鉴》和《中国林业发展报告》等。首先介绍我国木材市场现状,包括木材供给、木材消耗以及木材价格三个方面。其次对国内木材价格和进口木材价格建立经验模态分解模型,并对分解结果进行相关统计量分析。然后将分解结果与木材价格影响因素之间建立相关和回归分析模型,探究木材价格各分量波动蕴含的规律。 研究结论主要有： (1)通过建立经验模态分解模型,国内木材价格和进口木材价格均分解为两个本征模函数和一个剩余趋势分量。国内木材价格两个本征模函数平均周期分别为3年和6年,进口木材价格两个本征模函数平均周期分别为2年和4年。 (2)通过分析各分量平均周期、最大振幅、相关系数以及方差贡献率等统计量,可以看出国内木材价格波动比较稳定,波动幅度较小,而进口木材价格波动频繁,波动幅度较大。 (3)通过建立相关和回归模型,得到木材价格分解后各分量的波动影响因素：国内木材价格小尺度波动影响因素为进口原木数量、进口原木价格以及上一期国内木材价格,大尺度波动影响因素为木材产量、林业投资完成额、对外依存度以及林业政策,长期趋势项影响因素为国内生产总值增长率、建筑业总产值、活立木蓄积量和汇率；进口木材价格小尺度波动影响因素为国内木材价格,大尺度波动影响因素为进口原木数量、木材产量、上一期进口木材价格、出口原木价格和林业投资完成额,长期趋势项影响因素为汇率、国内生产总值增长率、居民消费价格指数和活立木蓄积量。
[Abstract]:With the rapid development of China's economy, the contradiction between the increasing scarcity of resources and the stable development of economy is becoming more and more prominent. Wood, as an important means of production, plays an important role in the development of our national economy. The correct understanding of the law of price fluctuation in wood market can make us know more about the situation of wood market in our country, which is beneficial to the healthy development of national economic construction. The data in this paper are from China Forestry Yearbook, China Forestry Statistics Yearbook and China Forestry Development report. This paper first introduces the current situation of China's wood market, including wood supply, wood consumption and wood price. Secondly, empirical mode decomposition model is established for domestic and imported wood prices, and statistical analysis of the decomposition results is carried out. Then the correlation and regression analysis model between the decomposition results and the influencing factors of wood price is established to explore the law of the fluctuation of wood price components. The main conclusions are as follows: (1) through the establishment of empirical mode decomposition model, both domestic and imported wood prices are decomposed into two intrinsic mode functions and a residual trend component. The average period of two intrinsic model functions of domestic wood price is 3 years and 6 years respectively, and that of import wood price is 2 years and 4 years, respectively. (2) through the analysis of statistics such as average period, maximum amplitude, correlation coefficient and variance contribution rate of each component, we can see that domestic wood price fluctuation is relatively stable, fluctuation amplitude is small, but import wood price fluctuation is frequent. The range of fluctuations is large. (3) through the establishment of correlation and regression models, the influence factors of various components of wood price decomposition are obtained: the small scale fluctuation factors of domestic wood price are the quantity of imported log, the import log price and the domestic wood price of the previous period. The influence factors of large-scale fluctuation are timber production, forestry investment completion, external dependence and forestry policy. The long-term trend factors are GDP growth rate, gross output value of construction industry, active stand stock and exchange rate. Small-scale fluctuations in import wood prices are affected by domestic wood prices, while large-scale fluctuations affect the number of imported logs, wood production, import wood prices in the previous period, export log prices and the completion of forestry investment. Long-term trends are influenced by exchange rates, GDP growth rates, consumer price indices and stock.
【学位授予单位】：北京林业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F426.88
本文编号：2467504
[Abstract]:With the rapid development of China's economy, the contradiction between the increasing scarcity of resources and the stable development of economy is becoming more and more prominent. Wood, as an important means of production, plays an important role in the development of our national economy. The correct understanding of the law of price fluctuation in wood market can make us know more about the situation of wood market in our country, which is beneficial to the healthy development of national economic construction. The data in this paper are from China Forestry Yearbook, China Forestry Statistics Yearbook and China Forestry Development report. This paper first introduces the current situation of China's wood market, including wood supply, wood consumption and wood price. Secondly, empirical mode decomposition model is established for domestic and imported wood prices, and statistical analysis of the decomposition results is carried out. Then the correlation and regression analysis model between the decomposition results and the influencing factors of wood price is established to explore the law of the fluctuation of wood price components. The main conclusions are as follows: (1) through the establishment of empirical mode decomposition model, both domestic and imported wood prices are decomposed into two intrinsic mode functions and a residual trend component. The average period of two intrinsic model functions of domestic wood price is 3 years and 6 years respectively, and that of import wood price is 2 years and 4 years, respectively. (2) through the analysis of statistics such as average period, maximum amplitude, correlation coefficient and variance contribution rate of each component, we can see that domestic wood price fluctuation is relatively stable, fluctuation amplitude is small, but import wood price fluctuation is frequent. The range of fluctuations is large. (3) through the establishment of correlation and regression models, the influence factors of various components of wood price decomposition are obtained: the small scale fluctuation factors of domestic wood price are the quantity of imported log, the import log price and the domestic wood price of the previous period. The influence factors of large-scale fluctuation are timber production, forestry investment completion, external dependence and forestry policy. The long-term trend factors are GDP growth rate, gross output value of construction industry, active stand stock and exchange rate. Small-scale fluctuations in import wood prices are affected by domestic wood prices, while large-scale fluctuations affect the number of imported logs, wood production, import wood prices in the previous period, export log prices and the completion of forestry investment. Long-term trends are influenced by exchange rates, GDP growth rates, consumer price indices and stock.
【学位授予单位】：北京林业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F426.88
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