中文摘要：

辣椒是我国重点特色农业经济作物,其价格波动将直接影响种植户收入的增加,影响辣椒产业的发展。笔者在分析我国辣椒价格波动现状与原因的基础上,基于描述性统计法、X12季节调整法、BP滤波、ARCH效应检验法等对我国2008年5月至2015年9月辣椒价格波动特征进行实证计量分析,结果表明：辣椒价格变化呈现出高频性、低水平性、较大离散性、轻微扁平和中等右偏形态分布的特征;同时,辣椒价格波动还具有季节性、不规则性、趋势循环性、周期性、非集聚性等特征。据此,提出政府应结合辣椒价格变化的原因,全面把握辣椒价格变化的规律特征,并建议从宏观信息统计、主产区扶持、市场信息平台建设、期货期权调整等方面进一步完善。

英文摘要：

Pepper is one of important and special agricultural crop, price fluctuation will have a direct affection on farmers income increasing, thereby affecting the development of pepper industry. Based on the analysis of current situation and the causes of price fluctuation on pepper, making use of descriptive statistics, X12 seasonal adjustment, BP filter and ARCH effect test methods, the paper made an econometric analysis of price fluctuation and characteristics of Chinese pepper from May 2008 to September 2015. The results showed that price fluctuation of pepper showed a high frequency, low resistance, big discrete, slightly flat and moderate right-skewed distribution of morphological characteristics; Simultaneously Price fluctuation of pepper also has a seasonal, irregular, cyclical trend, cyclical, non-agglomeration features. It suggested that the government should Combine with price changes reasons of pepper, grasping the variation characteristics of pepper from all aspects, macro statistical information, the main producing areas of support, information platform construction, perfection futures options and so on.