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。
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 Granger causality test,and the change of road freight will lead to that of the fuel oil price in the same direction.
出处
《铁道科学与工程学报》
CAS
CSCD
2010年第5期109-112,共4页
Journal of Railway Science and Engineering
