基于脉冲响应的城市交通协整模型及其统计推断  

Co-integration model of urban transportation and its statistical inference based on impulse response

作　　者：卢毅[1] 颜瑛[1] 张欢[1] 

机构地区：[1]长沙理工大学交通运输工程学院,湖南长沙410004

出　　处：《铁道科学与工程学报》2012年第6期101-106,共6页Journal of Railway Science and Engineering

摘　　要：基于1978—2010年北京市城市化水平与公交发展的数据,应用协整理论对城市化与公交发展的关系进行实证分析,寻求两者之间的短期动态波动和长期均衡关系。运用单位根检验、Granger因果关系检验、协整关系检验、脉冲响应函数等方法定量研究分析了城市化与公交发展两者之间的内在联系。结果表明:城市化与公交发展两者存在协整关系,即它们之间有长期稳定均衡关系;公交发展是城市化的Granger原因,公交发展的变化将引起城市化的同向波动。The co- intergration theory was applied to analyse the relationship between urbanization and the dev- eiopred of public transportation based on the data from 1978 to 2010 of Beijing, so as to seek the relation be- tween seek short - term alynamic fluctuation and long - term equilibrium. Unit root tests, Granger causality test, co- integration test, impulse response function quantitative were used to analysis the intrinsic links betweeh the development of urbanization and public transport. The result shows that there exists the co - integration relation- ship between the development of urbanization and public transport, that is to say , there exists the long - term stable equilibrium relationship between them. The development of public transport is the Granger cause of urban- ization, and changes in public transport development will cause fluctuations in the same direction of urbanization.

关 键 词：城市交通 协整 脉冲响应 GRANGER因果检验 动态冲击 

分 类 号：U491[交通运输工程—交通运输规划与管理]