基于TSI指数的中国运输服务指数构建  

China transportation services index construction based on TSI index

作　　者：周健[1,2,3] 傅昭南[1,3] 田茂再[2] 

机构地区：[1]交通运输部科学研究院,北京100029 [2]中国人民大学统计学院,北京100872 [3]交通统计信息与经济分析技术实验室,北京100029

出　　处：《系统工程理论与实践》2015年第4期965-972,共8页Systems Engineering-Theory & Practice

基　　金：交通运输部交通运输科研经费研究项目(2014-7-2)

摘　　要：交通运输行业作为基础性、先导性、服务性行业,与宏观经济发展有着密切的联系.在新的大部制背景下,亟需一个能够全面、及时、准确地反映交通运输经济与宏观经济之间相互关系的综合性指标.研究基于TSI指数构建了中国运输服务指数(CTSI),并结合相关性分析、周期性分析、重大事件影响分析对其进行合理性检验.相关性分析结果显示,指数与工业增加值之间存在较高的正相关性;经HP滤波处理的周期性序列对比显示,指数与工业增加值之间的周期性交化趋势基本一致,而指数出现波峰波谷的时刻领先于工业增加值约2个月;重大事件影响分析表明,指数能较好地拟合"非典"、国际金融危机等重大事件对宏观经济的影响.Transportation plays a basic, guiding and service role in society, which is closely linked with macroeconomic development. In the context of overhaul, a composite index is urgently needed to compre- hensively and accurately reflect the relationship between transportation economy and macroeconomy in time. The study constructed China transportation services index （CTSI） based on TSI index, combined with correlation analysis, periodic analysis and major event analysis to test the rationality. The correlation analysis shows that there is a significant positive correlation between CTSI and the industrial value added. The HP filtered cyclical sequence shows that CTSI and the industrial value added are almost coincident in trend, while the peaks and troughs of CTSI appear about two months earlier than that of the industrial value added. Major event analysis shows that CTSI can better fit the influence of ＂SARS＂ and the international financial crisis on macroeconomy.

关 键 词：中国运输服务指数 TSI指数 时差相关分析 HP滤波 

分 类 号：U9[交通运输工程]