摘要
研究我国交通货物运输量与国内生产总值之间的协整关系,建立了货运量、货物周转量、国内生产总值(GDP)的ARIMA模型,对三者之间的Granger因果关系进行了研究,并建立了向量自回归模型.结果显示,交通货物运输量与国民生产总值之间没有协整关系,货物周转量是货运量、国内生产总值的Granger原因,但货运量、国内生产总值不是货物周转量的Granger原因.
In this paper we deal with the relationship of China's transportation freight volume, freight ton-kilometers and gross domestic product(GDP) using cointegration analysis. We search for appropriate ARIMA model for freight volume, ton-kilometers and GDP respectively. Standard granger noncausality tests are used to further study the relationship of freight volume, ton-kilometers and GDP. Furthermore, a vector ARMA model is built to analyse the dynamic relationships among them. The results show that there is no cointegration between freight volume, ton-kilometers and GDP, and ton-kilometers is granger causation of freight volume and GDP, but freight volume and GDP are not granger causation of ton-kilometers.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
2005年第1期49-55,共7页
Systems Engineering-Theory & Practice
