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一般化衝擊反應函數分析之結果

第四章 我國與亞洲地區主要貨櫃港埠關係之分析

4.2 我國三港及其與亞洲地區港埠間之關係分析

4.2.3 一般化衝擊反應函數分析之結果

1. 我國基隆、臺中、高雄三港一般化衝擊反應函數之檢定結果。

以預測基準為12 期(年)進行一般化衝擊反應分析,結果發現,基隆港貨櫃 量產生一單位貨櫃量標準差干擾項之外生衝擊時,對基隆港自身影響較大,其 次為高雄和臺中港,且2 至 10 期時對臺中港為負向影響;臺中港貨櫃量發生變 動,對自身影響最大外,其次為高雄和基隆港,且7 至 12 期時對基隆港為負向 影響;高雄港貨櫃量發生變動後,對自身影響最大,其次為臺中和基隆港,且 6 期以後對基隆港為負向影響。由於圖中皆無收斂的趨勢,可知我國任一港埠 貨櫃量發生變動,受此衝擊影響的三港12 期內皆無法反應完畢。

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圖4- 2 我國三港之一般化衝擊反應函數 2. 我國三港與亞洲地區主要港埠一般化衝擊反應函數之結果。

以預測基準為12期(年)進行動態衝擊反應分析。基隆港受到一單位貨櫃量標 準差干擾項之外生衝擊時,自身影響相較其他亞洲地區港埠為大,與香港、釜山、

新加坡、東京、青島等港為正向關係,影響隨期間增加逐漸減弱但並無明顯的收 斂趨勢。與大陸地區的上海、天津、大連、廈門等港埠多為負向關係,對青島港 影響則最小,其中與大連、廈門、寧波約在第5期達到收斂,影響逐漸降低。反 之,當此三港貨櫃量發生變動,對基隆港的影響則沒有那麼快消失,結果如圖4-3。

臺中港受到一單位貨櫃量標準差干擾項之外生衝擊時,對自身的影響相較其 他亞洲地區港埠為大,與上海、天津、大連、寧波港為負向關係外,其餘皆為正 向關係。由圖4-4中可以發現,不論是臺中港或亞洲地區港埠發生變動,隨期間 遞增影響並沒有顯著的降低,因此可知彼此的影響在12期內無法消失。

高雄港受到衝擊時,自身的影響相較於其他亞洲地區港埠為大,除新加坡、

上海、天津、青島外,與香港、釜山、東京皆為正向影響;反之,上海及天津貨 櫃量受到衝擊時與高雄港亦為負向關係,其中,高雄港發生衝擊對大連港的影響 及天津港發生衝擊對高雄港的影響,皆隨期間遞增趨於穩定且影響也逐漸降低,

結果如圖4-5。綜合上述可以發現,當我國港埠貨櫃量發生一單位變動後,在一 開始發生時皆對自身港埠的影響最大,經過長時間後這種影響大多都會趨於減 弱,且我國或大陸地區的港埠貨櫃量發生變動時,兩地區之港埠多為負向關係。

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圖4- 3基隆港與亞洲地區港埠之一般化衝擊反應函數

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圖4- 4臺中港與亞洲地區港埠之一般化衝擊反應函數

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圖4- 5高雄港與亞洲地區港埠之一般化衝擊反應函數