基于协整理论的铁路运输周转量与国民经济关系实证分析

Example Analysis on Relationship between Railway Transport Turnover and National Economy based on Co-integration Theory

基于计量经济学中的协整理论方法,对铁路运输周转量与国民经济的关系进行实证分析。结果表明,铁路运输周转量与国民经济间存在长期稳定的均衡关系,铁路运输周转量增长与国民经济增长存在单向格兰杰因果关系,即铁路运输周转量增长是国民经济增长的单向格兰杰原因,为正确认识铁路运输周转量与国民经济的内在关系提供启示。

Based on co-integration theory of econometrics, this paper makes example analysis on the relationship between railway transport turnover and national economy. The result shows railway transport turnover has long-term and stable relationship with national economy, and the one-way Granger causality was existed between the increase of railway transport turnover and the increase of national economy, which means the increase of the turnover is the one-way Granger cause of the increase of national economy, and provides revelation on understanding the inner relationship between railway transport turnover and national economy.