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The Nonlinear Characteristics of Pig Price Fluctuation in China

In recent years, due to the combined influence of various factors such as the African plague, China's pork prices have fluctuated frequently. Based on the data of pig price in China from January 2000 to April 2019, this paper uses the three-stage Markov intercept and variance transfer second-order autoregressive (MSIH(3)-AR(2)) model for China. The non-linear effects of pig prices were analyzed in depth. The results show that: 1 China's pig price fluctuations show non-linear fluctuation characteristics, and the spatial transmission of pig market price has obvious nonlinear characteristics. 2 The MSIH(3)-AR(2) model fits well the changes in the price of pigs in China. China's pork prices can be divided into three district systems: "price decline", "price growth" and "price rapid rise". 3 In different districts, China's pig price fluctuations have different levels of volatility, transition probability and duration. Finally, on the basis of summarizing the results, the corresponding policy opinions on stabilizing the price fluctuation of pork in China are given.