﻿ 基于VAR模型的旅游业总收入对GDP影响的实证分析——以湖南省为例 An Empirical Analysis of the Impact of Total Tourism Revenue on GDP Based on VaR Model—Taking Hunan Province as an Example

Statistics and Application
Vol.07 No.04(2018), Article ID:26611,6 pages
10.12677/SA.2018.74053

An Empirical Analysis of the Impact of Total Tourism Revenue on GDP Based on VaR Model—Taking Hunan Province as an Example

Danyang Yu, Guohua Chen

Institute of Mathematics and Finance, Hunan University of Humanities, Science and Technology, Loudi Hunan

Received: Aug. 4th, 2018; accepted: Aug. 20th, 2018; published: Aug. 27th, 2018

ABSTRACT

With the improvement of people’s living standard, people’s consumption concept has gradually changed compared with last century. Traveling is favored by more and more people, it has became the primary choice by the people in the leisure time, and the development of tourism industry makes the tourism income of various regions become a significant part of the GDP composition of various regions. The data of Hunan province from 1979 to 1979 was selected, Eviews software was used for building of VAR model, and the impulse response analysis and variance decomposition analysis were carried out, for the study of the interactions of the Hunan tourism revenues and GDP of Hunan province.

Keywords:Total Tourism Revenue, GDP, VAR Model, Impulse Response

1. 引言

2. 基于VAR模型的旅游业总收入对GDP影响的实证分析

${Y}_{t}=\alpha +\sum _{i=1}^{p}{\beta }_{i}{Y}_{t-1}+{\epsilon }_{t}$

2.1. 数据来源及处理

2.2. 平稳性检验

2.3. 选择模型的滞后阶数

2.4. 进行单位圆检验模型平稳性

Table 1. Unit root test

Table 2. Optimal hysteresis selection

Figure 1. Unit circle test

2.5. Johansen协整检验

Johansen协整检验的目的是检验各变量序列之间是否存在协整关系，在上述平稳性检验中发现时间序列数据具有相同的单整阶数，均为二阶单整序列，因此可以对它们进行协整关系的分析，得出的结果如表3

2.6. 脉冲响应分析

2.7. 方差分解分析

Table 3. Johansson co-integration test

Figure 2. Impulse response of LNX1 to LNGDP

Figure 3. Impulse response of LNGDP to LNX1

Figure 4. Variance decomposition

3. 总结与建议

An Empirical Analysis of the Impact of Total Tourism Revenue on GDP Based on VaR Model—Taking Hunan Province as an Example[J]. 统计学与应用, 2018, 07(04): 457-462. https://doi.org/10.12677/SA.2018.74053

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