小灵便型船运价指数的分析与预测  

Analysis and Forecast of Baltic Handysize Index

作　　者：张页[1] 王颖[2] 王岚[1] 

机构地区：[1]上海航运交易所,上海200135 [2]上海海事大学交通运输学院,上海201306

出　　处：《中国航海》2011年第1期96-100,共5页Navigation of China

摘　　要：针对航运运价指数分析中所关注的若干问题,首先采用统计方法验证了小灵便型船运价指数BHI(Baltic Handysize Index)与市场运价的相动性,并对BHI自身所存在的周期性及趋势性进行了研究,最后建立了用于BHI指数预测的ARMA(Auto-Regressive Moving Average)模型。研究表明:BHI可以如实反映市场运价变动趋势;其虽然存在很大的随机性,但总体上仍具有一定的规律性;可以基于长期趋势性、季节性等的分析和处理,建立相应的预测模型。Considering the problems concerned in the analysis of freight index,statistical method is applied to verify the relevance between Baltic Handysize Index（BHI） and the freight at shipping market and to discuss the trend and cycle of BHI itself.An Auto-Regressive Moving Average（ARMR） model is then established for BHI forecasting.The research shows that BHI can reflect the change of freight at shipping market.Although there is some randomness in BHI,it demonstrates some reule in general.The forecasting model of BHI can be made according to the analysis of its long-term trend and seasonal traits.

关 键 词：交通运输经济学 运价指数 相关性 预测 

分 类 号：U695.22[交通运输工程—港口、海岸及近海工程]