Interactive mechanism of cointegration and causality between regional logistics and economic development
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摘要: 以物流产业投资、货物周转里程、物流网络密度和GDP为研究对象, 运用动态计量经济理论的模型和方法, 对吉林省1991~2007年物流产业与经济发展之间的协整与因果互动机制进行了实证分析。研究结果表明: 从格兰杰因果关系检验看, 吉林省物流网络密度对经济发展有单向的因果关系, 经济发展对物流货物周转里程与物流产业投资有单向的因果关系; 从协整检验和误差修正模型看, 吉林省物流与经济关系呈现出比较稳定的长期均衡发展趋势, 短期内的偏差波动将以8.7%的速度被纠正。Abstract: Logistics industry investment, cargo turnover mileage, logistics network density and GDP were taken as studying objects, the methods and models of dynamic econometrics theory were used, the interactive mechanism of cointegration and causality was empirically analyzed between logistics industry and economic development from 1991 to 2007 in Jilin Province. Analysis result shows that Jilin logistics network density on economic development has one-way causality, and economic development on logistics cargo turnover mileage and logistics industry investment has one-way causality from the view of Granger causality test. From the views of cointegration test and error correction model, there is a relatively stable long-term equilibrium development trend between logistics and economics development in Jilin Province, and the fluctuation of deviation in the short term is rectified by the rate of 8.7%.
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表 1 吉林省物流与经济数据单位根检验
Table 1. Logistics and economy data unit root test of Jilin Province
变量 ADF统计量 1%临界值 5%临界值 10%临界值 结论 生产总值对数值g 4.553 -2.847 -1.988 -1.600 不平稳 生产总值一阶差分Dg 0.274 -2.741 -1.968 -1.604 不平稳 生产总值二阶差分Δg -2.600 -2.755 -1.971 -1.604 平稳 物流产业投资对数值I 2.393 -2.718 -1.964 -1.606 不平稳 物流产业投资一阶差分DI -0.450 -2.728 -1.966 -1.605 不平稳 物流产业投资二阶差分ΔI -3.656 -2.755 -1.971 -1.604 平稳 货物周转里程对数值c 1.919 -2.718 -1.964 -1.606 不平稳 货物周转里程一阶差分Dc 0.100 -2.817 -1.982 -1.601 不平稳 货物周转里程二阶差分Δc -4.159 -2.755 -1.971 -1.604 平稳 物流网络密度对数值n 1.174 -2.792 -1.978 -1.602 不平稳 物流网络密度一阶差分Dn -1.183 -2.817 -1.982 -1.601 不平稳 物流网络密度二阶差分Δn -2.898 -2.817 -1.982 -1.601 平稳 
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表 2 无约束特征迹检验
Table 2. Unrestricted cointegration rank test
假设 特征值 迹统计量 5%临界值 1%临界值 无 0.910 345 67.416 62 47.21 54.46 至多1个 0.667 751 31.239 78 29.68 35.65 至多2个 0.562 746 14.711 71 15.41 20.04 至多3个 0.142 334 2.303 10 3.76 6.65
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表 3 协整方程残差ADF检验
Table 3. ADF test of cointegration equation residual
检验项目 t统计量值 概率 ADF检验统计量 -2.973 215 0.005 8 检验临界值 1%水平 -2.728 252 5%水平 -1.966 270 10%水平 -1.605 026
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表 4 格兰杰因果检验结果
Table 4. Granger causality test results
H0假设 滞后期 F值 概率P值 决策 因果关系 货物周转里程不是经济发展的格兰杰原因 1 0.140 27 0.714 05 接受 非因 经济发展不是货物周转里程的格兰杰原因 1 6.262 21 0.026 47 拒绝 是因 物流投资不是经济发展的格兰杰原因 1 1.116 94 0.309 82 接受 非因 经济发展不是物流产业投资的格兰杰原因 1 6.632 32 0.023 06 拒绝 是因 物流网络密度不是经济发展的格兰杰原因 1 10.931 20 0.005 68 拒绝 是因 经济发展不是物流网络的格兰杰原因 1 2.022 03 0.178 58 接受 非因 货物周转里程不是经济发展的格兰杰原因 2 1.927 16 0.195 92 接受 非因 经济增长不是货物周转量的格兰杰原因 2 4.972 68 0.031 68 拒绝 是因 物流产业投资不是经济发展的格兰杰原因 2 0.409 34 0.674 73 接受 非因 经济发展不是物流产业投资的格兰杰原因 2 5.116 11 0.029 50 拒绝 是因 物流网络密度不是经济发展的格兰杰原因 2 10.294 10 0.003 73 拒绝 是因 经济发展不是物流网络的格兰杰原因 2 1.933 28 0.195 05 接受 非因 货物周转里程不是经济发展的格兰杰原因 3 1.597 70 0.208 69 接受 非因 经济发展不是货物周转里程的格兰杰原因 3 2.344 66 0.159 24 接受 非因 物流产业投资不是经济发展的格兰杰原因 3 0.072 80 0.972 69 接受 非因 经济发展不是物流产业投资的格兰杰原因 3 2.202 27 0.175 61 接受 非因 物流网络密度不是经济发展的格兰杰原因 3 5.440 37 0.030 18 拒绝 是因 经济发展不是物流网络的格兰杰原因 3 1.611 77 0.271 02 接受 非因
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