湖南省物流需求与居民消费及经济发展的相关性分析

Analysis of the Relationship among Logistics Demand,Household Consumption and Economic Development in Hunan

文中通过构建向量自回归模型,对湖南省经济发展、居民消费与物流需求三个变量间关系进行了实证分析。主要通过ADF检验、Granger检及Johansen检验后,建立VAR模型,寻找变量间存在的长期协整关系;根据计量经济学相关理论建立VEC模型,探究变量间存在的短期误差修正机制,而后通过进一步的脉冲响应和方差分解加以分析。结果表明,湖南省物流需求对自身的依赖作用有减弱趋势,居民消费在短期内对物流需求作用明显,而经济发展对物流需求具有长期驱动作用。

This paper analyzes the relationship among Logistics Demand,Household Consumption and Economic Development in Hunan based on Vector Auto Regression Model.We mainly build a VAR after ADF and Granger Johansen test to search the long-term co-integration relationship among variables and a VECMbased on econometrics theories to explore the short-term error correction mechanism of variables.Then we uses impulse function and variance decomposition to do further analysis.The result indicates that there isa declining tendencyof self-reliance for logistics demand.Household consumption has positive effect on logistics demand in short-term whileeconomic development doesin long-term.