论我国交通客运量与国民经济关系——基于时间序列模型的分析

Analysis of the Relationship between Passenger Traffic and the National Economy Based on Time Series Model

为研究我国交通客运量与国民经济之间的关系,建立了客运量、旅客周转量、国内生产总值(GDP)的ARIMA模型,采用Johansen的极大似然估计法对这3个序列进行协整关系检验,运用格兰杰因果分析法对三者之间的因果关系进行研究,并建立了矢量自回归模型,利用脉冲响应函数进一步分析了三者之间的短期动态关系。研究结果表明:交通客运量与国内生产总值之间没有协整关系,国内生产总值是客运量和旅客周转量的格兰杰原因,而客运量和旅客周转量都不构成对国内生产总值的格兰杰因果关系。脉冲响应函数分析结果表明:我国客运量和旅客周转量的增长对国内生产总值的增长有明显促进作用,国民经济的发展对我国旅客运输业的长期发展有着一定的推动作用,同时也决定着交通运输业的发展规模。

In order to study the relationship between passenger transportation and national economy in China,we established an ARIMA model of passenger,passenger turnover and gross domestic product(GDP),using Johansen maximum likelihood estimation method of the three sequences to test their co-integration relationship and using granger causality analysis method to study the causality among and vector.Then autoregressive model was established,and we used the impulse response function and to have a further analysis of the short-term dynamic relationship between the three.The research results show that there is no co-integration relationship between traffic passenger traffic and gross domestic product(GDP),and gross domestic product(GDP)is the granger reason of passenger traffic and passenger turnover,but passenger traffic and passenger turnover do not constitute a granger causality of GDP.Impulse response function analysis results show that the growth of our country passenger traffic and passenger turnover have obvious role in promoting the gross domestic product growth,the development of the national economy in our country has a certain role in promoting the long-term development of the passenger transportation industry,it also determines the development of transportation industry at the same time.