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

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.