交通运输系统工程与信息

交通运输系统工程与信息 ›› 2010, Vol. 10 ›› Issue (1): 28-32 .

• 综合交通运输体系论坛 • 上一篇    下一篇

道路货运量、燃油价格与国民经济的协整分析

卢毅*a;彭伟b;王礼志b   

  1. 长沙理工大学a.研究生部，长沙 410014； b.交通运输工程学院，长沙 410014
  • 收稿日期:2009-04-23 修回日期:2009-07-13 出版日期:2010-02-25 发布日期:2010-02-25
  • 通讯作者: 卢毅
  • 作者简介:卢毅（1964-），男，湖南省宁乡县人，教授，博士

Co-integration Analysis of Freight Volume, Fuel Oil Price and GDP

LU Yia; PENG Weib;WANG Li-zhib   

  1. a.Postgraduate Resarch Department; b.The Communication and Transportation Engineering, Changsha University of Science & Technology, Changsha 410014, China
  • Received:2009-04-23 Revised:2009-07-13 Online:2010-02-25 Published:2010-02-25
  • Contact: LU Yi

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摘要： 为了研究中国道路货运量、燃油价格和国民经济之间的动态规律，是否具有长期稳定均衡关系及道路运输业的发展问题，本文选取我国1978-2007年的实际数据，并利用计量经济学中Econometric Views软件工具对这些数据进行处理和分析. 运用协整分析方法、单位根检验、Granger因果关系和Johansen检验等方法，对我国道路货运量、燃油价格和国民经济之间的关系进行了实证分析并建立了误差修正模型，寻求这三者之间的短期动态波动和长期均衡关系. 分析结果表明：道路货运量、燃油价格和国民经济之间存在协整关系，即它们之间已形成长期稳定均衡关系；道路货运量是国民经济GDP的Granger原因，道路货运量的变化将引起国民经济的同方向变动；燃油价格的变化与道路货运量呈现反方向变动.

关键词: 系统工程, 路货运量, 整性, 位根, ranger因果检验, 误差修正模型

Abstract: In this paper, the dynamic discipline is studied among freight volume, fuel oil price, and the national economy to explore their stabilities, balanced status, long-term relationships, as well as the development of road transport industry. The actual data from 1978 to 2007 are processed with the software of Economic Views. The co-integration analysis, unit root test, Granger causality, and Johansen test are conducted, which develops the error correction model and seeks short-term dynamic fluctuation and long-term equilibrium relationship among them. The results show that: first, the co-integration relationship is existed among them, namely, they have formed a stable, balanced, and long-term relationship; second, the road freight volume cause GDP in Granger causality test, the change of road freight leads to a similar change of the national economy, and fuel oil price and freight volume takes change in the reverse direction.

Key words: systems engineering, freight volume, co-integration theory, unit root, Granger causality test, error correct model

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