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铁道科学与工程学报

JOURNAL OF RAILWAY SCIENCE AND ENGINEERING

第9卷    第6期    总第50期    2012年12月

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文章编号:1672-7029(2012) 06-0101-06
基于脉冲响应的城市交通协整模型及其统计推断
卢毅,颜瑛,张欢

(长沙理工大学交通运输工程学院,湖南长沙410004)

摘 要: 基于1978—2010 年北京市城市化水平与公交发展的数据,应用协整理论对城市化与公交发展的关系进行实证分析,寻求两者之间的短期动态波动和长期均衡关系。运用单位根检验、Granger 因果关系检验、协整关系检验、脉冲响应函数等方法定量研究分析了城市化与公交发展两者之间的内在联系。结果表明: 城市化与公交发展两者存在协整关系,即它们之间有长期稳定均衡关系;公交发展是城市化的Granger 原因,公交发展的变化将引起城市化的同向波动。

 

关键字: 城市交通;协整;脉冲响应; Granger 因果检验;动态冲击

Co-integration model of urban transportation and its statistical inference based on impulse response
LU Yi,YAN Ying,ZHANG Huan

School of Traffic and Transportation Engineering,Changsha University of Science and Technology,Changsha 410014,China

Abstract:The co-intergration theory was applied to analyse the relationship between urbanization and the deveiopred of public transportation based on the data from 1978 to 2010 of Beijing,so as to seek the relation between seek short-term alynamic fluctuation and long-term equilibrium.Unit root tests,Granger causality test,co-integration test,impulse response function quantitative were used to analysis the intrinsic links between the development of urbanization and public transport.The result shows that there exists the co-integration relationship between the development of urbanization and public transport,that is to say ,there exists the long-term stable equilibrium relationship between them.The development of public transport is the Granger cause of urbanization,and changes in public transport development will cause fluctuations in the same direction of urbanization.

 

Key words: urban transportation; co-integration; impulse response; Granger causality test; dynamic impact

ISSN 1672-7029
CN 43-1423/U

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