基于VAR模型的湖南省物流业与三次产业关系研究

Empirical Study on the Relationship between Logistics Industry andThree Industries in Hunan Province Based on VAR Model

现如今,物流业在经济结构升级中发挥着越来越重要的作用,研究湖南省物流业与三次产业间的关系,对湖南省合理规划物流资源、优化产业结构具有重要的意义。文中选取湖南省1952-2020年统计数据,通过相关性分析得出湖南省物流业与三次产业相关性程度较高。在对各变量时间序列ADF单位根检验的基础上,以其差分序列构建VAR模型进行实证分析。通过格兰杰因果关系检验探讨了湖南省物流业与三次产业的前后期相关性,借助脉冲响应分析和方差分解研究了湖南省物流业与三次产业间的互动机制。结果表明:湖南省第一、二产业的发展促进了物流业发展,物流业与第二产业存在较好的协同发展关系,物流业与第三产业的融合有待进一步加强。

Nowadays the logistics industry plays a more and more important role in the economic transformation and upgrading,so it is of great significance to study the relationship between logistics industry and the three industries in Hunan Province for rational planning of logistics resources and promoting industrial structure.Based on the statistical data of Hunan Province from 1952 to 2020,the correlation analysis shows that the logistics industry in Hunan Province has a high correlation with the three industries.Based on the ADF unit root test of each variable time series,the VAR model is constructed by its difference sequence.The Granger causality test is used to explore the correlation between the logistics industry and the three industries in Hunan Province,and the interaction mechanism between the logistics industry and the three industries in Hunan Province is studied by impulse response analysis and variance decomposition.The results show that the development of the primary and secondary industries in Hunan Province has promoted the development of the logistics industry,and there is a good coordinated development relationship between the logistics industry and the secondary industry.The integration of the logistics industry and the tertiary industry needs to be further strengthened.