摘要
将远期运费协议(forward freight agreements,FFA)作为外生变量,研究其对船舶价格指数的具体影响。借助中点和极差方法,分别建立区间型自回归模型和考虑区间型时间序列上、下限协整关系的区间型误差修正模型及带有外生变量FFA的区间型误差修正模型。将构建的模型用于对新造干散货船价格指数、二手干散货船价格指数进行的区间预测,在平均绝对误差(MAE)、均方根误差(RMSE)指标上,模型中加入协整项和FFA后预测精度更高。
This study considers the forward freight agreement(FFA)as an exogenous variable to analyze its specific impact on the vessel price index.With the center and range method,an interval autoregression model,an interval error correction model considering the co-integration between the upper and lower bounds of the interval time series,and interval error correction model with an additional incorporation of the exogenous variable FFA are established,respectively.The constructed models are employed to perform the interval prediction of the bulk carrier newship price index and bulk carrier secondhand price index.Based on the criteria MAE and RMSE,the prediction accuracy is higher after adding the co-integration term and FFA into the models.
作者
徐圆圆
郭红月
王利东
XU Yuanyuan;GUO Hongyue;WANG Lidong(Collabrative Innovation Center for Transport Studies,Dalian Maritime University,Dalian 116026,Liaoning,China;School of Science,Dalian Maritime University,Dalian 116026,Liaoning,China)
出处
《山东大学学报(理学版)》
CAS
CSCD
北大核心
2024年第1期115-123,共9页
Journal of Shandong University(Natural Science)
基金
国家自然科学基金资助项目(62006033)
大连市高层次人才创新支持计划资助项目(2021RQ061)
中央高校基本科研业务费专项资金资助项目(3132022279)。