基于协整分析的我国货运量预测

Prediction on the Freight Amount of Our Country Based on the Cointegration Analysis

货运量是运输系统中一个重要指标。研究货运量的变化规律,对货运量进行科学合理预测,对交通规划和经济发展具有重要意义。对货运量进行时间序列分析,建立了货运量的传统时间序列模型,观察到残差存在自相关,提出修正残差的ARMA模型,消除自相关。最后根据模型对货运量进行预测,并提出政策建议。

Freight amount is an important indicator of transport system. Studying the law of the changes of the freight amount and foreastlng the freight amount scientifically and rationally are of great significance to transportation planning and economic development. In the phase of the country＇s economic recovery stabilizing, effectively forecasts the freight amount so as to make appropriate recommendations on China＇s economy. To make analysis of time series on the freight amount, a traditional time-series model is made. It is observed that there is residual autocorrelation, so the ARMA model amending the residuals is proposed to eliminate the autoeorrelation. Finally, according to the model to forecast the freight amount and put forward policy recommendations,