21世纪海上丝绸之路集装箱海运景气指数

    Research on the Container Shipping Prosperity Index for the 21st Century Maritime Silk Road

    • 摘要: 通过对集装箱海运市场相关报告和集装箱海运行业产业链条进行梳理,筛选出21世纪海上丝绸之路集装箱海运市场的主要影响指标,并以2003年3月—2020年3月的月度数据为样本,建立集装箱海运景气监测预警指标体系。运用时差相关分析法和K-L信息量法计算出各指标的时差关系和相关系数;运用Z检验法、综合评价法和优化扩散指数法建立集装箱海运市场景气预警指数模型和集装箱海运市场景气动向指数模型。采用指标时间序列数值对模型的有效性进行验证,结果表明:模型能较好地反映集装箱海运市场的景气风险状态和波动趋势;海上丝绸之路集装箱海运市场整体处于历史偏冷水平,未来短时间内呈下降趋势。

       

      Abstract: The main influence factors to the 21 st century maritime silk road container shipping market are identified through examining the reports about the container shipping market and analyzing the industrial chain of the container shipping industry. The container shipping prosperity monitoring and early warning index system is established based on the monthly data from March 2003 to February 2020. The time difference relationship and the correlation coefficient of each index are calculated by using the time difference correlation analysis method and K-L information quantity method. The container shipping market prosperity index model and the container shipping market prosperity momentum index model are built with the Z test method, the comprehensive evaluation method and the improved diffusion index method. The models are verified with typical time sequences.

       

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