%0 Journal Article %T Time Series Analysis of China''''s Transportation Freight Volume
我国交通货物运输量的时间序列分析 %A LI Xu-ying~ %A YUE Dan~ %A GU Lan~ %A
李序颖 %J 系统工程理论与实践 %D 2005 %I %X In this paper we deal with the relationship of China's transportation freight volume, freight ton-kilometers and gross domestic product(GDP) using cointegration analysis. We search for appropriate ARIMA model for freight volume, ton-kilometers and GDP respectively. Standard granger noncausality tests are used to further study the relationship of freight volume, ton-kilometers and GDP. Furthermore, a vector ARMA model is built to analyse the dynamic relationships among them. The results show that there is no cointegration between freight volume, ton-kilometers and GDP, and ton-kilometers is granger causation of freight volume and GDP, but freight volume and GDP are not granger causation of ton-kilometers. %K cointegration %K ARIMA %K granger causality %K transportation freight volume %K gross domestic product
协整 %K ARIMA %K Granger因果关系 %K 交通货物运输量 %K 国内生产总值 %U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=27C17D7BE510A2AA&yid=2DD7160C83D0ACED&vid=C5154311167311FE&iid=CA4FD0336C81A37A&sid=2A3781E88AB1776F&eid=E514EE58E0E50ECF&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=7&reference_num=4