| 我国交通货物运输量的时间序列分析 |
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| 引用本文： | 李序颖,岳丹,顾岚. 我国交通货物运输量的时间序列分析[J]. 系统工程理论与实践, 2005, 25(1): 49-55. DOI: 10.12011/1000-6788(2005)1-49 |
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| 作者姓名： | 李序颖 岳丹 顾岚 |
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| 作者单位： | (1)上海交通大学安泰管理学院; (2)中国人民大学统计学系 |
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| 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.
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| 关 键 词： | 协整 ARIMA Granger因果关系 交通货物运输量 国内生产总值 |
| 文章编号： | 1000-6788(2005)01-0049-07 |
| 修稿时间： | 2003-07-08 |
Time Series Analysis of China''''s Transportation Freight Volume |
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| LI Xu-Ying,YUE Dan,GU Lan. Time Series Analysis of China''''s Transportation Freight Volume[J]. Systems Engineering —Theory & Practice, 2005, 25(1): 49-55. DOI: 10.12011/1000-6788(2005)1-49 |
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| Authors: | LI Xu-Ying YUE Dan GU Lan |
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| Affiliation: | (1)Aetna School of Management, Shanghai Jiaotong University;(2)Department of Statistics, Renmin University of China |
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| Abstract: | 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. |
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| Keywords: | cointegration ARIMA granger causality transportation freight volume gross domestic product |
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