| 公路货运量与燃油价格的动态协整分析 |
| |
| 引用本文： | 卢毅,彭伟,郭钰,王礼志.公路货运量与燃油价格的动态协整分析[J].铁道科学与工程学报,2010,7(5). |
| |
| 作者姓名： | 卢毅 彭伟 郭钰 王礼志 |
| |
| 作者单位： | 长沙理工大学交通运输工程学院,湖南长沙,410004;长沙理工大学交通运输工程学院,湖南长沙,410004;长沙理工大学交通运输工程学院,湖南长沙,410004;长沙理工大学交通运输工程学院,湖南长沙,410004 |
| |
| 摘 要： | 运用协整理论中的协整分析方法、单位根检验、Granger因果关系和Johansen检验等方法,对我国公路货运量和燃油价格的关系进行实证分析并建立误差修正模型,寻求这两者之间的短期动态波动和长期均衡关系,结果表明:公路货运量和燃油价格两者存在协整关系,即它们之间有长期稳定均衡关系;公路货运量是燃油价格的Granger原因,公路货运量的变化将引起燃油价格的同方向变动。
|
| 关 键 词： | 公路货运量 协整 单位根 Granger因果检验 误差修正模型 |
The dynamic co-integration analysis on freight volume and fuel oil price |
| |
| LU Yi
,
PENG Wei
,
GUO Yu
,
WANG Li-zhi.The dynamic co-integration analysis on freight volume and fuel oil price[J].Journal of Railway Science and Engineering,2010,7(5). |
| |
| Authors: | LU Yi PENG Wei GUO Yu WANG Li-zhi |
| |
| Institution: | LU Yi,PENG Wei,GUO Yu,WANG Li-zhi(School of Traffic , Transportation Engineering,Changsha University of Science , Technology,Changsha 410014,China) |
| |
| Abstract: | The co-integration analysis,unit root test,Granger Causality and Johansen test were carried on the analysis of freight volume and fuel oil price,which was used to establish the error correction model and seek short-term dynamic fluctuation and long-term equilibrium relationship between them.The results show that: firstly,there exists the co-integration relationship between them,that is to say,they have formed a stable,balanced and long-term relationship;secondly,the road freight volume does cause GDP in Gra... |
| |
| Keywords: | freight volume co-integration unit root granger causality test error correct model |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
