标题:
中国进口与出口贸易额的实证分析——基于RPositive Analysis of China’s Import and Export Trade Volume Based on R
作者:
张梦, 刘洁珍
关键字:
进出口, 协整, 误差修正模型Import and Export, Co-Integration, Error Correction Model
期刊名称:
《Operations Research and Fuzziology》, Vol.6 No.3, 2016-08-30
摘要:
本文以《中国统计年鉴》中1980~2014的时间序列数据为基础对我国出口与进口关系进行分析，通过对进出口序列平稳性和协整研究，建立了进出口贸易误差修正模型。结果表明：中国的进口与出口交易数量之间存在着长期均衡的关系。建立误差修正模型进而深入研究序列短期波动关系，误差修正模型系数反映了长期均衡关系对短期波动具有较强的调整力度。
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.