Investigating of Unknown Multiple Structural Breakdates in Agricultural Prices (Case Study Animal Production)

Detection of structural changes and shocks in time series is a topic that has been discussed for many decades. Ignoring these change points in time series can lead to serious problems with economic models of time series. the purpose of this paper is investigation of multiple structural breakdate in prices of milk, egg, hen meat, sheep meat and beef for the period from January 1380 to December 1391 by means of QLR statistics. The results showed that there are one breakdate in price of milk, 2 braekdate in egg and 2, 0 and 2 breakdate in hen meat, sheep meat and beef, respectively. Some of macroeconomic policies such as unified exchange rate policies, targeted subsidies have been the effective factors on the occurrence of structural breaks in the series of prices.