Application of LS-VSM and HP filter: the pork price floating and forecasting in China

Yue Chen; Yupeng Chen; Ziyi Shen; Yukun Zhou

doi:10.1117/12.2639354

17 May 2022 Application of LS-VSM and HP filter: the pork price floating and forecasting in China

Yue Chen, Yupeng Chen, Ziyi Shen, Yukun Zhou

Proceedings Volume 12259, 2nd International Conference on Applied Mathematics, Modelling, and Intelligent Computing (CAMMIC 2022); 1225948 (2022) https://doi.org/10.1117/12.2639354
Event: 2nd International Conference on Applied Mathematics, Modelling, and Intelligent Computing (CAMMIC 2022), 2022, Kunming, China

Abstract

This paper mainly discusses and investigates China’s pork price mechanism and its unique volatility. The least squared method and Hodrick-Prescott filter method will be used to do the price forecasting. The simulation of the price will be contained in this passage. This paper is helpful for practitioners who would like to learn statistics methods for analyzing pork price and get benefit from predicting it.

Citation Download Citation

Yue Chen, Yupeng Chen, Ziyi Shen, and Yukun Zhou "Application of LS-VSM and HP filter: the pork price floating and forecasting in China", Proc. SPIE 12259, 2nd International Conference on Applied Mathematics, Modelling, and Intelligent Computing (CAMMIC 2022), 1225948 (17 May 2022); https://doi.org/10.1117/12.2639354

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