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Price Transmission of Tomatoes in South Africa’s Five Major Fresh Produce Markets: Vector Autoregressive Model Cover

Price Transmission of Tomatoes in South Africa’s Five Major Fresh Produce Markets: Vector Autoregressive Model

Open Access
|Feb 2026

Figures & Tables

Fig. 1.

Tomato prices of five fresh produce markets in 2019–2024Source: own elaboration.

Fig. 2.

Results of the Impulse Response FunctionSource: own elaboration.

Descriptive statistics of the five fresh produce markets on their price per ton for tomatoes in 2019–2024

VariablesObservationsMeanStd. DevMinMax
Johannesburg729 226.683 044.774 525.6919 810.40
Tshwane729 143.892 806.654 707.6118 138.69
Bloemfontein7210 178.213 355.724 796.3023 387.15
Cape Town729 227.302 788.074 400.0016 910.14
Durban729 088.532 891.604 500.0017 620.26

VAR’s Lagrange-Multiplier test

LagP-value
10.416
20.603

Top 10 global leading tomato producers

RankCountryProduction (Tonnes)% of global tomato production
1China68 241 81136.7
2India20 694 00011.1
3Turkey13 000 0007.0
4United States10 199 7535.5
5Egypt6 275 4443.4
6Italy6 136 3803.3
7Mexico4 207 8892.3
8Brazil3 809 9862.0
9Nigeria3 684 5662.0
10Spain3 651 9402.0

Johansen cointegration results

Maximum rankTrace TestMaximum Eigenvalue Test

EigenvalueTrace statistics5% critical valueMaximum Eigenvalue Statistics5% Critical Value
0 185.129**68.5260.540**33.46
10.574124.589**47.2145.2556**27.07
20.47179.333**29.6829.921**20.97
30.34449.412**15.4126.495**14.07
40.31122.918**3.7622.918**3.76
50.276

Jarque-Bera test

VariableP-value
Johannesburg0.942
Tshwane0.768
Bloemfontein0.733
Cape Town0.865
Durban0.270
All0.939

Global tomato production by continent

ContinentProduction of tomatoes based on continent in 2022% of world production
Asia116 993 63262.62
America24 445 97213.08
Europe22 810 69812.20
Africa22 228 89311.89
Oceania342 0210.18

Eigenvalue stability condition

Eingen valueModulus
0.518173 + 0.2788821i0.588454
0.518179 – 0.2788821i0.588454
0.25978860.259789
0.20582140.205821
−0.050944380.050944

Augmented Dickey-Fuller test

VariableLevel formFirst difference

Test statistic5% Critical valueTest statistic5% Critical value
Johannesburg−4.875***−2.913−9.356***−2.914
Tshwane−4.932***−2.913−9.378***−2.913
Bloemfontein−5.140***−2.913−9.837***−2.913
Cape Town−4.688***−2.913−9.122***−2.915
Durban−5.313***−2.913−9.984***−2.917

VAR lag length results

LagpFPEAICHQICSBIC
0 1.5e+3083.64883.71383.812*
10.0008.7e+29*83.128*83.516*84.108
20.1221.1e+3083.37384.08485.168
30.0141.3e3083.47684.51086.087
40.0009.8e+2983.14784.50586.574

Results of the Vector Autoregression Model

RegressorsJHB average tomato priceTshwane average tomato priceBloem average tomato priceCPT average tomato priceDBN average tomato price
JHB average tomato price (−1)(1.868) [0.012]**(1.540) [0.024]**(2.200) [0.006]***(1.329) [0.051]*(1.549) [0.034]**
JHB average tomato price (−2)(1.115) [0.204](0.931) [0.253](1.065) [0.267](1.193) [0.138](0.581) [0.494]
Tshwane average tomato price (−1)(−0.265) [0.739](−0119) [0.871](−0.680) {[0.431]−0.494 [0.499](−0.464) [0.553]
Tshwane average tomato price (−2)(−0.254) {[0.786](−0.325) [0.709](0.061) [0.952](−0.643) [0.454](0.088) [0.923]
Bloem average tomato price (−1)(−0.760) [0.028]**(−0.791) [0.013]**(−0.640) [0.089]*(−0.422) [0.184](−0.688) [0.044]**
Bloem average tomato price (−2)(−0.749) [0.067]*(−0.658) [0.083]*(−0.806) [0.071]*(−0.319) [0.395](−0.499) [0.206]
CPT average tomato price (−1)−(0.124) [0.591](0.082) [0.701](0.135) [0.591](0.351) [0.097]*(0.055) [0.807]
CPT average tomato price (−2)(−0.243) [0.376](−0.189) [0.458](−0.09) [0.762](−0.110) [0.662](−0.156) [0.556]
DBN average tomato price (−1)(−0.270) [0.545](0.099) [0.810](−0.493) [0.308](−0.274) [0.502](0.010) [0.981]
DBN average tomato price (−2)(0.201) [0.690](0.312) [0.521](−0.063) [0.913](−0.058) [0.904](0.052) [0.918]
DOI: https://doi.org/10.17306/j.jard.2026.1.00007r1 | Journal eISSN: 1899-5772 | Journal ISSN: 1899-5241
Language: English
Page range: 67 - 78
Accepted on: Mar 17, 2026
Published on: Feb 21, 2026
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2026 Mamakie Lungwana, Joseph Kau, Solly Molepo, Buhlebemvelo Dube, Nokwanele Mabhunu, Lucas Moswane, published by The University of Life Sciences in Poznań
This work is licensed under the Creative Commons Attribution 4.0 License.