摘要
道地药材品质和疗效更好,且质量稳定,其价格波动直接关系民生。本文选用HP滤波、ARCH模型,运用2010-2019年贵州主要道地药材价格指数月度统计数据,分析贵州主要道地药材价格指数波动特征和规律。结果发现:(1)总体价格呈上升态势,先大幅度波动后相对平稳(钩藤除外)。(2)分品种来看,厚朴、天麻、五倍子呈缓慢下降趋势,整体波动较小;钩藤和金银花走势整体波动较大;艾纳香先短期剧烈波动后持续上升;何首乌先缓慢上涨后又缓慢下降,最后呈缓慢上涨趋势;灵芝先上升后缓慢下降,最后呈缓慢上升趋势;艾纳香、钩藤、厚朴、天麻呈明显的"左偏、尖峰、厚尾"特征,何首乌、金银花、灵芝、五倍子呈明显的"右偏、尖峰、厚尾"特征,八种道地药材均不服从正态分布。(3)厚朴、金银花、天麻、五倍子存在显著的ARCH效应,其中厚朴和天麻具有明显的集聚效应,金银花和五倍子具有明显的集聚效应和持续性特征;金银花和五倍子具有显著的杠杆效应,厚朴与天麻不具有杠杆效应。
The quality and efficacy of authentic medicinal materials are better,and the quality is stable.The price fluctuations are directly related to people’s livelihood.In this paper,HP filter and ARCH model are used,using the monthly statistical data of the price index of the main authentic medicinal materials in Guizhou from 2010 to 2019,to analyze the characteristics and laws of the price index of the main authentic medicinal materials in Guizhou.The results showed that:(1)The overall price showed an upward trend,first fluctuating significantly and then relatively stable(except for Uncaria);(2)In terms of varieties,Magnolia officinalis,gastrodia,and galla chinensis showed a slow downward trend,with relatively small overall fluctuations;The overall trend of vine and honeysuckle fluctuates greatly;Ainaxiang fluctuates sharply for a short period of time and then continues to rise;Polygonum multiflorum first rises slowly,then slowly declines,and finally shows a slow upward trend;Ganoderma lucidum first rises,then slowly declines,and finally shows a slow upward trend;Ainaxiang,uncaria,magnolia officinalis and gastrodia have obvious left-skewed,sharp peak,and thick tail characteristics,and polygonum multiflorum,honeysuckle,ganoderma lucidum and galla chinensis have obvious right-skewed,sharp peak,and thick tail characteristics,they do not obey the normal distribution;(3)Magnolia officinalis,honeysuckle,gastrodia and galla chinensis have significant ARCH effects,among of them magnolia officinalis and gastrodia have obvious agglomeration effect,and honeysuckle and galla chinensis have obvious agglomeration effect and persistence characteristics;honeysuckle and gall chinensis have significant leverage effect,and magnolia officinalis and gastrodia don’t have leverage effect.
出处
《价格理论与实践》
北大核心
2021年第2期87-90,共4页
Price:Theory & Practice
基金
贵州省梵净山地区生物多样性保护与利用重点实验室建设(黔科合平台人才[2020]2003)
贵州省科技支撑计划项目(黔科合支撑[2019]2765号)
贵州省教育厅人文社科青年项目(2020QN013)
铜仁市科技局科技计划项目(铜仁市科研(2014)100-5)阶段性成果
关键词
道地药材
价格指数
HP滤波
ARCH模型
波动分析
authentic medicinal materials
price index
HP filter
ARCH model
fluctuation analysis
作者简介
通讯作者:田文勇
