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2016 Vol.34, Issue 1 Preview Page
The Development of Econometric Model for Air Transportation Demand Based on Stationarity in Time-series

시계열 자료의 안정성을 고려한 항공수요 계량경제모형 개발

Jeasung PARK1*
,
Byung Jong KIM1
,
Wonkyu KIM1
,
Eunhyuk JANG1
박 재성1*
,
김 병종1
,
김 원규1
,
장 은혁1
1Department of Air Transport, Transportation and Logistics, Korea Aerospace University
1한국항공대학교 항공교통물류학부
*교신저자. *Corresponding Author. 
February 2016. pp. 95-106
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Abstract

Air transportation demand is consistently increasing in Korea due to economic growth and low cost carriers. For this reason, airport expansion plans are being discussed in Korea. Therefore, it is essential to forecast reliable air transportation demand with adequate methods. However, most of the air transportation demand models in Korea has been developed by simple regression analysis with several dummy variables. Simple regression analysis without considering stationarity of time-series data can bring spurious outputs when a direct causal relationship between explanatory variables and dependent variable does not exist. In this paper, econometric model were developed for air transportation demand based on stationarity in time-series data. Unit root test and co-integration test are used for testing hypothesis of stationarity.

Keywords
air transportation demand
co-integration
econometric model
jeju international airport
stationarity
time series data

우리나라 항공 여객수요는 2014년 기준 국제선 5,700만명, 국내선 2,400만명에 도달하였으며, 지속적인 증가 추세를 보일 것으로 예상되고 있다. 이에 따른 국내 공항시설들의 확충 계획이 활발히 진행되고 있으며, 이를 위해 선행적으로 항공수요 예측을 위한 모형 개발이 필요하다. 우리나라에서는 국내총생산을 설명변수로 한 계량경제모형을 주로 항공수요 모형으로 이용하고 있으며, 시계열 자료의 안정성을 고려하지 않을 때 발생하는 허구적 회귀 현상에 대한 많은 논의가 이루어지지 않은 상태이다. 본 연구에서는 시계열 자료의 안정성을 고려한 항공수요 계량경제모형을 개발하였다. 시계열 자료의 특성을 검정하기 위한 단위근 검정과 변수들 간의 장기균형관계를 분석하기 위한 공적분 검정에 대한 이론적 고찰을 수행하였다. 마지막으로, 시계열 자료의 안정성을 고려한 항공수요 계량경제모형 개발 프로세스를 정립하였다. 정립된 프로세스의적용 가능성을 검증하기 위해 제주공항 국내선 수요를 대상으로 항공수요 모형을 산정하였다. 수요 모형의 설명변수는 국내총생산과 항공요금지수를 이용하였으며, 기존 항공수요 계량경제모형에서 발생하는 문제점을 해소한 것으로 나타났다.

키워드
항공수요
공적분
계량경제모형
제주공항
안정성
시계열 자료
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Information
  • Publisher :Korean Society of Transportation
  • Publisher(Ko) :대한교통학회
  • Journal Title :Journal of Korean Society of Transportation
  • Journal Title(Ko) :대한교통학회지
  • Volume : 34
  • No :1
  • Pages :95-106
  • Received Date : 2015-12-07
  • Revised Date : 2016-01-04
  • Accepted Date : 2016-01-31
  • DOI :https://doi.org/10.7470/jkst.2016.34.1.095
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