基于ARIMA-ARCH模型的长江集装箱运价指数短期分析预测

Short-term Analysis and Forecasting of Yangtze River Container Freight Index Based on ARIMA-ARCH Model

长江运价指数是反映长江航运市场运价指数行情变化趋势的主要指标,选取内支线运输的12条航线,15家港航企业,通过构建ARIMA-ARCH模型,计算出各航线的运价指数,对各航线的运价指数加权平均后,计算出综合集装箱运价指数。利用Eviews软件对长江集装箱运价指数进行预测,目的了解长江集装箱运输市场形势,研判市场走向,为港航企业经营决策、政府部门调控管理提供参考,预测结果显示短期内指数围绕976.5点微幅波动,市场稳定。

In this paper,selecting 12 airlines and 15 shipping companies in the feeder transport service in China,we built the ARIMAARCH model to calculate the freight index of the airlines,and then after weighted averaging the freight rates of the service providers,calculated the comprehensive container frieght index.Next,using the Eviews software,we forecast the container freight index of the Yangtze River,so as to grasp an understanding of the situation of the container transportation market of the river and judge the new tendencies in the market.