基于VAR的物价对舰船维修工时费率影响的动态计量分析

Dynamic analysis of influence of price fluctuation on vessel maintenance perhour price based on VAR model

在相关性、平稳性和协整性检验基础上,建立舰船维修工时费率与物价之间的VAR模型,并借助Granger因果关系检验、脉冲响应函数分析和方差分解对模型进行动态分析。研究发现:物价与舰船维修工时费率之间存在长期均衡关系,两者互为Granger原因;工时费率会对物价变化产生及时的正向响应,并具有长效性,短期内工时费率受自身惯性的影响较大,随后物价对其影响的贡献率迅速上升,达到与其自身惯性相近的均衡状态;物价对工时费率变化的响应有1a的时滞,且响应程度相对较小。长期来看,两者相互影响的关系使得工时费率呈波动上升的趋势。

The VAR model of price fluctuation and vessel maintenance perhour price is based on the tests of correlativity stability and coordination.The model goes through dynamic analysis by means of the cause-and-effect relationship of Granger causality test,impulse response function and variance decomposition.Studies show that there is a long-run balance relationship between price fluctuation and vessel maintenance per-hour price.The price fluctuation is the Granger causality of changes in perhour price,and the reverse conclusion also exists.A plus response will appear in time when the price changes with a long effect.The perhour price is greatly influenced by its own inertia in a short time.Then the contributive percent age caused by price factors rises quickly to the degree which is very close to its inertia.The response of price factors to the change of perhour price has a time lag which lasts one year,and the degree of response is relatively low.In the long run,the relationship between price fluctuations will cause the rate of perhour price to rise in fluctuation.