摘要
文章以山东省2006—2023年的时间序列数据和沿海主要港口青岛港、烟台港、威海港、日照港的数据为例,选取国际关键物流指标与进出口贸易额做VAR建模分析,探究两者的相关性。以货物吞吐量、公路货运量、水运货运量作为自变量,进出口贸易总额作为因变量。使用Eviews11.0软件建立VAR模型,进行相关性分析,并进行平稳性检验和确定模型的滞后阶数。通过协整性检验、AR特征根检验、格兰杰因果关系检验、冲击响应函数分析以及方差分解分析。得出结论,短期内国际物流的发展将对国际贸易产生显著影响。综合来看,主要港口货物吞吐量、水路货运量和公路货运量都会对进出口贸易额产生一定程度的影响,其对进出口贸易额的影响程度由大到小依次为:水路货运量、主要港口货物吞吐量、公路货运量。基于此,找出了山东在国际物流方面的不足,并给出了建议。
This article takes the time series data of Shandong Province from 2006 to 2023 as an example,selects key international logistics indicators and total import and export trade volume for VAR modeling analysis to explore the correlation between the two.The major coastal ports,including Qingdao Port,Yantai Port,Weihai Port,and Rizhao Port,and the cargo throughput,road freight volume,and water freight volume from 2006 to 2023 are selected as independent variables,and the total import and export trade volume from 2006 to 2023 are selected as the dependent variables.The Eviews 11.0 is used to construct a VAR model to conduct the correlation analysis and the stationary test,and determine the lag order of the model.Through the cointegration test,AR characteristic root test,Granger causality test,impulse response function analysis,and variance decomposition analysis,it is concluded that the development of international logistics will significantly affect the development of international trade in the short term.Overall,the cargo throughput of major ports,waterway freight volume,and road freight volume will all have a certain degree of impact on the import and export trade volume.The degree of their impact on the import and export trade volume in descending order is as follows:waterway freight volume,cargo throughput of major ports,and road freight volume.Based on this analysis,the shortcomings of international logistics in Shandong Province are identified and suggestions are provided.
作者
卢建东
LU Jiandong(Qingdao University of Science and Technology,Qingdao 266061,China)
出处
《物流科技》
2024年第20期5-9,共5页
Logistics Sci Tech
基金
山东省软科学研究重点计划项目“山东工业互联网平台高质量发展的路径及推进策略研究”(202102010198)。
关键词
山东省
国际物流
国际贸易
VAR模型
Shandong Province
international logistics
international trade
VAR model