| 中国木材进口量走势及波动分析 |
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| 引用本文： | 蒋业恒,陈勇,蒋宏飞.中国木材进口量走势及波动分析[J].世界林业研究,2021,34(6):56-61. |
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| 作者姓名： | 蒋业恒 陈勇 蒋宏飞 |
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| 作者单位： | 中国林业科学研究院林业科技信息研究所，北京 100091 |
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| 基金项目： | 国家林业和草原局项目“全球疫情和经贸摩擦背景下中美林产品贸易合作对策研究” |
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| 摘 要： | 文中采用2003年1月至2020年6月中国海关数据，研究中国针叶材和阔叶材进口量长期走势及短期波动；基于ARIMA模型，提出了拟合木材进口数据的一般分析流程，主要步骤包括数据呈现及方差平抑、数据平稳化处理、自相关检验、滞后项网格化搜索、残差项检验、预测分析等。研究发现:拟合针叶材进口最好的模型为ARIMA（1，0，1）（2，1，1）12，预计针叶材进口返回长期趋势的时点不早于2021年3月；对阔叶材进口解释力最强的模型为ARIMA（0，1，2）（0，1，3）12，2020年下半年阔叶材进口仍会延续总体下行的趋势，但于2021年达到新稳态；2020年木材总进口量估计下降1 000万m3，向1亿m3的关口回落。中国进口木材市场格局正由以趋势性增长为主转变为以波动性平衡为主，加强预测、做好预案有利于降低市场系统性风险。
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| 关 键 词： | 木材进口 ARIMA模型 预测分析 市场格局 中国 |
| 收稿时间： | 2020-08-17 |
Trend and Volatility of China’s Timber Imports |
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| Institution: | Research Institute of Forestry Policy and Information, Chinese Academy of Forestry, Beijing 100091, China |
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| Abstract: | By using China Customs data from January 2003 to June 2020, this paper analyzes the long-term trend and the short-term volatility of coniferous and non-coniferous timber imports. Based on ARIMA model, a generalized workflow of fitting timber imports data is put forward, including data visualization and variance mitigation, stationary processing, autocorrelation test, lag order grid-search, residual test, and forecasting analysis. The findings are as follow: the best fit for coniferous timber import is ARIMA (1, 0, 1)(2, 1, 1)12, which suggests coniferous timber import will not go back to long-term trend until March 2021, while the best fit for non-coniferous timber import is ARIMA (0, 1, 2)(0, 1, 3)12, which indicates the downturn continues in the second half of 2020, but a new steady-state will be reached in 2021. Timber imports in 2020 are estimated to decrease by 10 million cubic meters, and draw near to the monumental 100 million cubic meters. China’s timber import market pattern has been transforming from trend growth to volatile balance, and strengthening forecasting analysis and contingency plans could mitigate systemic market risk. |
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