中国出口集装箱运价指数与实际运价相关分析  

Research on Relevance between CCFI and Actual prices

作　　者：张页[1] 王颖[1] 

机构地区：[1]上海海事大学交通运输学院,上海200135

出　　处：《中国航海》2010年第2期95-99,共5页Navigation of China

摘　　要：运价指数与实际运价的相关性直接影响到指数产品的开发。通过利用平稳性、协整性检验技术和Granger因果检验技术对中国出口集装箱运价指数与实际运价的相关性进行了分析。研究表明:综合运价指数序列与分航线运价指数序列、分航线运价指数与相应航线上运价之间都存在协整关系;综合运价指数序列与分航线运价之间不存在因果关系,而分航线运价指数与它们相应的航线运价之间都存在着密切的因果关系。Relevance between freight indexes and actual prices impacts on the development of index products directly.Stationarity test technique,Johansen Co-integration and Granger Causality Test technique are applied to analyze the relevance between CCFI and actual prices.It is indicated by the study that there exists co-integration relationship between CCFI and sub-route freight price Indexes.The co-integration relationship also exists between sub-route freight price index and the corresponding freight route prices.There is no causal link between CCFI and sub-route freight prices,but a close causal relationship exists between sub-route freight price indexes and their corresponding freight routes prices.

关 键 词：交通运输经济学 运价指数 平稳性 协整性 因果关系 

分 类 号：U695.22[交通运输工程—港口、海岸及近海工程]