Research on the Early Warning Mechanism upon Ship Maintenance Price Fluctuation Based on VAR Model
In light of the conflict between the strong plan of ship maintenance price management and the complication of macro-economic environment, this paper establishes ship maintenance price fluctuation early warning index system after the early warning index selection and the warning limits setup, on the basis of the analysis of the ship maintenance price fluctuation early warning mechanism.The analysis result is tested based on the pertinence, stationarity and cointegration of the sample data.With the introduction of the non-stationary time series modeling, the vector autoregression(VAR)model of ship maintenance price fluctuation early warning mechanism is built, and then the Granger causality test, impulse response function analysis are used for the dynamic analysis of the VAR model.Hence, the VAR model gets optimized.Finally, the ship maintenance price fluctuation early warning model is used to predict the future ship maintenance price fluctuation, and to provide the early warning analysis.
ship maintenance pricefluctuation early warningvector autoregression (VAR)model
NETL
NSTL
万方数据
维普
