基于X-12-ARIMA模型的公路运价季节性波动影响研究  

A Study on the Seasonal Fluctuation of Highway Freight Price based on X-12-ARIMA Method

作　　者：张梦迪 黄玮青 安姝静 ZHANG Meng-di;HUANG Wei-qing;AN Shu-jing(Postgraduate Department, China Academy of Railway Sciences, Beijing 100081, China;Freight Transport Department, China Railway Corporation, Beijing 100844, China;Development and Reform Department, China Railway Corporation, Beijing 100844, China)

机构地区：[1]中国铁道科学研究院研究生部,北京100081 [2]中国铁路总公司货运部,北京100844 [3]中国铁路总公司发展和改革部,北京100844

出　　处：《铁道运输与经济》2018年第4期8-12,共5页Railway Transport and Economy

基　　金：中国铁路总公司科技研究开发计划重点课题(2017Z002-D)

摘　　要：随着我国铁路货运价格逐步放松管制,分析和借鉴公路货运价格的季节性波动规律,有助于铁路运输企业制定和实施合理的价格策略,提高市场应对能力。X-12-ARIMA模型能够有效计算和提取时间序列中的季节性因素并测度该因素对序列波动的影响程度。以北京到上海13m整车、零担轻货公路运输价格为例,通过建立X-12-ARIMA模型,对公路运价时间序列中的季节性因素进行提取和分析,并根据季节性因素变化百分比的方差相对贡献度判断其影响程度。结果表明,公路运价的短期波动主要受季节性因素的影响,季节性变化规律显著。With the relaxing control of rail freight price in China, it is beneficial for railway transport enterprises to analyze the seasonal fluctuation of highway freight price, which will help improve their strength while coping with the market competition of highway freight, develop and implement reasonable rail freight pricing strategies. The highway transportation price of 13-meter-long carload and the light less-than-carload freight from Beijing to Shanghai is discussed in this paper as an example, and X-12-ARIMA model is carried on to decompose the seasonal factor in time series of highway freight price, and analyze the variation of the highway freight price. Judging the influence degree of the seasonal factor by its relative contributions to the variance of the percent change, empirical results show that the short-term dynamic highway freight price is mainly influenced by the seasonal factor, whose fluctuant regularity has a significant impact on highway freight price for both 13-meter-long carload and the light less-than-carload freight.

关 键 词：铁路货运价格 公路货运价格 X-12-ARIMA模型 季节性波动 季节性因素 

分 类 号：F530.5[经济管理—产业经济] F540.4