﻿ 中国进口与出口贸易额的实证分析——基于R Positive Analysis of China’s Import and Export Trade Volume Based on R

Operations Research and Fuzziology
Vol.06 No.03(2016), Article ID:18428,6 pages
10.12677/ORF.2016.63010

Positive Analysis of China’s Import and Export Trade Volume Based on R

Meng Zhang, Jiezhen Liu

School of Statistics and Mathematics, Yunnan University of Finance and Economics, Kunming Yunnan

Received: Aug. 7th, 2016; accepted: Aug. 27th, 2016; published: Aug. 30th, 2016

ABSTRACT

This paper analyzes the relationship of China’s export and import based on the time series data of 1980-2014 in China Statistical Yearbook. We establish the error correction model of import and export trade through studying the stationarity and co-integration of import and export series. The results show that there is a long-term equilibrium relationship between China’s import and export volume. The error correction model is established to further study the short-term fluctuation of the sequence, and the error correction model coefficients reflect that the long-term equilibrium relationship has a strong influence on the short-term fluctuations.

Keywords:Import and Export, Co-Integration, Error Correction Model

1. 引言

2. 单位根检验

.(1.1)

. (1.2)

2. 协整检验理论

3. 误差协整模型

. (3.1)

4. 实证分析

4.1. 数据来源及平稳性检验

4.2. 协整检验

Augmented Dickey-Fuller Test

Test Results:

PARAMETER:

Lag Order: 1

STATISTIC:

Dickey-Fuller: −3.9282

P VALUE: 0.02379

Figure 1. The sequence diagram of import and export (left) and import and export after taking logarithm (right)

Figure 2. The sequence diagram of LEXP (left) and IMP (right) after the difference

Figure 3. Unit root test of residual series

Table 2. Results of error correction model

4.3. 误差修正模型

5. 结论

Positive Analysis of China’s Import and Export Trade Volume Based on R[J]. 运筹与模糊学, 2016, 06(03): 79-84. http://dx.doi.org/10.12677/ORF.2016.63010

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