基于协整分析的公路货运需求与国民经济的相关关系

依据全面性原则筛选货运需求的主要影响因素,建立了以货运周转量表示的货运需求的双对数线性模型,并用Johansen法进行了模型的协整检验.检验结果表明:6个时间序列货运周转量、商品零售总额、国民生产总值、运价、公路里程和货运吨位之间存在着至少5个协整关系,即长期均衡关系.为此,进一步建立包括误差修正项在内的误差修正模型,...

Relationship between road freight transport demand and national economy development based on co-integration analysis

A double-logarithmic linear model was built for the road freight transport demand represented by the freight turnover volume based on selecting the main influencing factors of the freight demand according to the principle of overallness, and the co-integration test of the model was done by the Johansen method. The test results show that there are at least 5 co-integration relationships, namely the long-term equilibrium relationships among the 6 time array including the DLTKM, the DLCONS, the DLGDP, the LP, the LRK, and the LTT. An error correct model with an error correction term was built and its structural test was done by the recursive regression method. The pulse responsible analysis was done for the time arrays by the pulse effect function. The investigation show that the double-logarithmic linear model reflects the long-term elasticity between the freight demand and the national economy, and the error correct model reflects their dynamic process of adjustment from the short-term fluctuation to the long-term balance.