| 引用本文: | 孙小菲,陈旭梅,高永.计量经济学的交通指数与公交指数关联性分析[J].哈尔滨工业大学学报,2016,48(3):60.DOI:10.11918/j.issn.0367-6234.2016.03.010 |
| SUN Xiaofei,CHEN Xumei,GAO Yong.Correlation analysis of traffic performance index and bus performance index with econometric model[J].Journal of Harbin Institute of Technology,2016,48(3):60.DOI:10.11918/j.issn.0367-6234.2016.03.010 |
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| 摘要: |
| 为完善交通运行状况监测评价系统，准确认识交通拥堵状况，采用计量经济学中时间序列的分析方法，通过格兰杰因果检验、协整检验、建立VAR模型（vector auto-regression model，向量自回归模型）、VEC模型（vector error correction model，向量误差修正模型），对交通指数和公交指数短期相关性和长期均衡关系进行分析.结果表明：交通指数与公交指数互成格兰杰因果关系，交通指数和公交指数在短期内存在相关关系，但交通指数和公交指数长期均衡关系不显著，在短期联动效应消退后，两序列仍保持着相对独立.
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| 关键词: 交通指数 公交指数 关联性 计量经济学 VAR模型 VEC模型 |
| DOI：10.11918/j.issn.0367-6234.2016.03.010 |
| 分类号:U121 |
| 文献标识码:A |
| 基金项目:北京交通大学基本科研业务费(2015YJS074). |
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| Correlation analysis of traffic performance index and bus performance index with econometric model |
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SUN Xiaofei1, CHEN Xumei1, GAO Yong2
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(1. School of Traffic and Transportation, Beijing Jiaotong University, 100044 Beijing, China; 2. Beijing Transportation Research Center, 100055 Beijing, China)
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| Abstract: |
| The paper is intended to analyze the correlation of traffic performance index and bus performance index, for which time series analysis of econometrics is used. Granger causality test, co-integration test, vector auto-regression model, and vector error correction model are employed to investigate the relationships between the two indexes in the short run and the long run. The results indicate that there exists a Granger causality between traffic performance index and bus performance index. The two indexes are correlated in the short run while they are not significantly correlated in the long run. The two indexes remain relatively independent as short-run co-movement effect dissipates.
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| Key words: traffic performance index bus performance index correlation econometric model vector auto-regression model vector error correction model |
