人民币汇率与中国入境旅游收入的联动分析——基于ARIMAX模型  

Linkage analysis between RMB exchange rate and China's inbound tourism revenue—Based on ARIMAX model

作　　者：朱俊蓉 黄爱莲[1] ZHU Jun-rong;HUANG Ai-lian(Business School,Guangxi University,Nanning 530004,China)

机构地区：[1]广西大学商学院,南宁530004

出　　处：《齐齐哈尔大学学报（自然科学版）》2021年第2期88-94,共7页Journal of Qiqihar University(Natural Science Edition)

基　　金：国家自然科学基金(41561030)。

摘　　要：汇率作为两国家间的价格转换指标,对入境旅游外汇收入有显著影响。基于1978~2019年面板数据,选取人民币汇率和入境旅游收入作为研究对象,借助Person相关系数、Granger因果检验、ARIMA模型、ARIMAX模型等方法,利用R语言编程,对入境旅游收入的趋势进行分析预测并比较两种模型的拟合效果。结果表明,相比于一元时间序列建立的ARIMA模型,引入人民币汇率为输入变量的ARIMAX模型预测精度更高,说明人民币汇率对入境旅游收入有较大的影响,两者存在联动性。As a price conversion index between the two countries,the exchange rate has a significant impact on the foreign exchange income of inbound tourism.Based on the 1978-2019 panel data,the RMB exchange rate and inbound tourism income were selected as the research object.With the methods of Person correlation coefficient,Granger causality test,ARIMA model,ARIMAX model,the trend of inbound tourism revenue was analyzed and predicted by using the R language programming,and the fitting effect of the two models were compared.The results show that the prediction accuracy of the ARIMAX model with RMB exchange rate as input variable is higher than that of the ARIMA model established by the univariate time series,which indicates that the RMB exchange rate has a great influence on the revenue of inbound tourism,and there is a linkage between the RMB exchange rate and inbound tourism revenue.

关 键 词：人民币汇率 入境旅游 ARIMA模型 ARIMAX模型 

分 类 号：F592[经济管理—旅游管理] F832.6[经济管理—产业经济]