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Dynamische Modellierung des Hamburger Containerumschlags: Ein ADL-Ansatz

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  • Schulze, Peter M.
  • Weiser, Constantin

Abstract

Zur Illustration einer dynamischen Autoregression Distributed Lag (ADL)-Modellierung dient in dieser Analyse der Containerumschlag Deutschlands in Abhängigkeit vom Welt-GDP. Der ADF-Test deutet dabei auf trendstationäre Zeitreihen hin. In solchen Fällen sollten bei der Überprüfung von Granger-Kausalitäten und der Messung der Anpassungsgüte entsprechend modifizierte Maße benutzt werden. Nach Darstellung dieser Instrumente erfolgt die Schätzung eines ADL(1,1)-Modells. Dabei zeigt sich insbesondere eine hohe Reagibilität des (seewärtigen) Hamburger Containerumschlags auf Änderungen des Welt-GDP in der gleichen Periode.

Suggested Citation

  • Schulze, Peter M. & Weiser, Constantin, 2008. "Dynamische Modellierung des Hamburger Containerumschlags: Ein ADL-Ansatz," Arbeitspapiere des Instituts für Statistik und Ökonometrie 42, Johannes Gutenberg-Universität Mainz, Institut für Statistik und Ökonometrie.
    • Handle: RePEc:zbw:maista:42
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    1. Schulze, Peter M., 2009. "Seasonal unit root tests for the monthly container transshipment of the port of Hamburg," Arbeitspapiere des Instituts für Statistik und Ökonometrie 45, Johannes Gutenberg-Universität Mainz, Institut für Statistik und Ökonometrie.

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