我国交通货物运输量的时间序列分析  

Time Series Analysis of China's Transportation Freight Volume

作　　者：李序颖[1] 岳丹 顾岚[2] 

机构地区：[1]上海交通大学安泰管理学院,上海200052 [2]中国人民大学统计学系,北京100872

出　　处：《系统工程理论与实践》2005年第1期49-55,共7页Systems Engineering-Theory & Practice

摘　　要：　研究我国交通货物运输量与国内生产总值之间的协整关系,建立了货运量、货物周转量、国内生产总值(GDP)的ARIMA模型,对三者之间的Granger因果关系进行了研究,并建立了向量自回归模型.结果显示,交通货物运输量与国民生产总值之间没有协整关系,货物周转量是货运量、国内生产总值的Granger原因,但货运量、国内生产总值不是货物周转量的Granger原因.In this paper we deal with the relationship of China's transportation freight volume, freight ton-kilometers and gross domestic product(GDP) using cointegration analysis. We search for appropriate ARIMA model for freight volume, ton-kilometers and GDP respectively. Standard granger noncausality tests are used to further study the relationship of freight volume, ton-kilometers and GDP. Furthermore, a vector ARMA model is built to analyse the dynamic relationships among them. The results show that there is no cointegration between freight volume, ton-kilometers and GDP, and ton-kilometers is granger causation of freight volume and GDP, but freight volume and GDP are not granger causation of ton-kilometers.

关 键 词：协整 ARIMA GRANGER因果关系 交通货物运输量 国内生产总值 

分 类 号：F225.0[经济管理—国民经济]