2014

Ulaşım talebi ve arzı arasındaki bağıntı: Zaman-Seri veri ile Granger nedensellik testi

Ulaşım arz ve talebinin karşılıklı ve dönüşümlü biçimde birbirlerini belirlediği düşünülür. Aslolan talebin belirlemede öncül olmasıdır. Fakat kentsel bölgelerde, genellikle arz yerine kullanılan arazi kullanım değişkenleri bu sürecin arasına karışmaktadır. Arazi kullanım değişkenlerini temizleyerek, bölgesel/milli arz-talep değişken çiftleri sebep-sonuç mekanizması analizinde kullanılmıştır. Nesnel bir analiz için, Granger-nedensellik testi (GCT), tek-yön ve çift-yön için zaman seri veri kullanılarak, hem öncel olan tarafın ve en etken değişkenlerinin tespitinde kullanılmıştır. Analizler dört seviyede yapılmıştır; (a)bağıntının tek-yönlü veya çift-yönlü olup olmadığı, (b)istatistiki anlamlılık, (c)talep veya arzın başlatıcı olup olmadığı, (d) etkilerin kısa vade veya uzun vade olup olmadığı. Ülkemizin bölge istatistikleri ile GCT sonuçları göstermiştir ki, arz-talep etkileşimi tartışmasına açıklık getirebilecek şekilde tek-yön ilişkide arz tarafı değişkenleri özellikle demiryolları bakımından daha önceldir. Buna mukabil, uzun vadede anlamlı sonuçlar hemen hemen yoktur. Sonuçta, çift-yönlü ilişkiler banliyö tren ulaşımında gözlemlenmiştir. Yatırımlar mutlaka talep bilgisi doğrultusunda olmalıdır. Genellikle, arz etkileri (bilhassa demiryolu ve karayolunda) uzun vadede kaybolma eğilimindedir. Hala, arz/talep nedenselliğinde hangisinin başat olduğu ve nedensellik yönlenimi konusunda genel bir hükme varılamamaktadır. Değişen koşullara göre sürecin karmaşık doğası etkin olmaktadır.

Anahtar Kelimeler:

Travel demand, Transport(-ation) supply, Grangercausality test, Time-Series approach, Bi-Directional causality

The relationship between transportation demand and supply: Granger-Causality test using time-series data

Transport demand and supply are deemed to determine each other in a cyclic manner. The major idea has been that the demand is usually the preceding one. However, in urban cases, usually the land use variables in place of supply interfere this process. Cleansing the land use variables, the regional/national level variable pairs of demand and supply are employed to analyze the cause-effect mechanism. For objectivity, the Granger-causality test (GCT) is used to understand the relationship between transportation demand and supply. The Analyses were made at four dimensions; (a)whether the nexus is one-directional or bidirectional, (b)its significance level, (c)whether demand or supply is the preceding, (d)whether the effects are short-term or long-term. Using the Turkish statistics, the GCT results showed that, in the short/medium run, overwhelmingly the supply variables preceded (mostly in railway mode), mostly unidirectional (one-way causality) manner, however, in the long-run almost no relationship was found. In other transportation modes, no significant relationship is observed. Finally, bi-directional relations were usually observed in suburban rail. The investments then should be made according to known demand. Usually, the effects of supply (especially of railways and roadways) could rather fade away in the long-run. Still, no general statement can be made for the demand/supply causality especially in terms of which one is preceding and of the direction of causality. The chaotic nature of the process reigns over with the changing conditions.

Keywords:

Travel demand, Transport(-ation) supply, Grangercausality test, Time-Series approach, Bi-Directional causality,

PDF

___

[1] Paleti R, Imani AF, Eluru N, Hu HH, Huang G. “An integrated model of intensity of activity opportunities on supply side and tour destination & departure time choices on demand side”. Journal of Choice Modelling, 24, 63-74, 2017.
[2] European Commision. “White Paper, Roadmap to a Single European Transport Area-Towards a competitive and resource efficient transport system”. Brussels, Belgium, Report No: COM144 Final, 2011.
[3] Holmgren J. “Demand and supply of public transport- the problem of cause and effect”. Competition and Ownership in Land Passenger Transport: Selected Refereed Papers From the 8th International Conference (Thredbo 8), Rio de Janeiro, Brasil, 12-19 September 2003.
[4] Mert M. “Public Transportation Investments and Economic Growth in Turkey”. Eurasian Journal of Economics and Finance, 5(2), 17-35, 2017.
[5] Algaic A. “An analysis of the causal relationship between transportation and GDP: a time-series approach for the United States”. Major Themes in Economics, 19(4), 17-37, 2017.
[6] Beyzatlar MA, Karacal M, Yetkiner H. “Granger-causality between transportation and GDP: a panel data approach”. Transportation Research Part A: Policy and Practice, 63, 43-55, 2014.
[7] Engle RF, Granger CWJ. “Co-Integration and error correction: representation, estimation, and testing.” Econometrica, 55(2), 251-276, 1987.
[8] Greene WH. Econometric Analysis. 5th ed. New Jersey, USA, Prentice Hal, 2002.
[9] Granger CWJ. “Investigating causal relation by econometric models and cross-spectral methods”. Econometrica, 37(3), 424-438, 1969.
[10] EViews 4. “User’s Guide” https://www.researchgate.net/profile/Ahammad_Hossa in2/post/Is_there_any_evoews_code_for_MWALD_grange r_causality_test_for_bivariate_VAR_model/attachment/5 9d6242b79197b8077982805/AS%3A31158007441408 0%401451297887143/download/Users+Guide+4.0.pdf (20.09.2018).
[11] Gujarati DN, Porter DC. Basic Econometrics. 5th ed. Newyork, USA, McGraw-Hill Irvin, 2009.
[12] Kitamura R. “The effects of added transportation capacity on travel: a review of theoretical and empirical results”. Transportation, 36, 745-762, 2009.
[13] Cervero R. “Are induced travel studies inducing bad investments”. Access, 22, 22-27, 2003.
[14] Cervero R, Kockelman K. “Travel demand and the 3Ds: density, diversity, and design”. Transportation Research Part D: Transport and Environment, 2(3), 199-219, 1997.
[15] Kitamura R, Mokhtarian PL, Laidet L. “A micro-analysis of land use and travel in five neighborhoods in the San Francisco Bay Area”. Transportation, 24, 125-158, 1997.
[16] Bhat CR, Guo JY. “A comprehensive analysis of built environment characteristics on household residential choice and auto ownership levels”. Transportation Research Part B: Methodological, 41(5), 506-526, 2007.
[17] Hay A. Transport for the Space Economy. 1st ed. London, UK, MacMillan, 1973.
[18] Ma X, Lo HK. “Modeling transport management and land use over time”. Transportation Research Part B, 46, 687-709, 2012.
[19] Çol Yılmaz D, Gerçek H. “AHP yöntemi ile İstanbul’da bütünleşik bisiklet ağı kümelerinin önceliklendirilmesi”. Pamukkale Üniversitesi Mühendislik Bilimleri Dergisi, 20(6), 215-224, 2014.
[20] Chen H, Zhang F, Qin T. “Study on the relation of local railroad freight transportation and region economic growth”. 2007 IEEE International Conference on Automation and Logistics, Jinan, China, 18-21 August, 2007.
[21] Akıncı GY, Akıncı M, Yılmaz Ö. “Demand following or supply leading? A panel data analysis for developed, developing, and less developed countries”. METU Studies in Development, 40(3), 553-574, 2013.
[22] Sabharwal S. “Transportation economics: helping us to understand the problem of disequilibrium in transportation in the modern cities”. Global Journal of Management and Business Studies, 3(7), 733-740, 2013.
[23] Musolino G. “Modelling long-term impacts of the transport supply system on land use and travel demand in urban areas”. European Transport/Trasporti Europei, 40, 69-87, 2008.
[24] Eboli L, Forciniti C, Mazzula G. “Exploring land use and transport interaction through structural equation modelling”. Procedia-Social and Behavioral Sciences, 54, 107-116, 2012.
[25] Rodrigue J. The Geography of Transport Systems. 4th ed. Newyork, USA, Routledge, 2017.
[26] Albalate D, Bel G, Fageda X. “When supply travels far beyond demand: causes of oversupply in Spain's transport infrastructure”. Transport Policy, 41, 80-89, 2015.
[27] Gruyter DC, Truong LT, Taylor EJ. “Can high quality public transport support reduced car parking requirements for new residential apartments?”. Journal of Transport Geography, 82, 1-11, 2020.
[28] Shaw SL, Xin X. “Integrated land use and transportation interaction: a temporal GIS exploratory data analysis approach”. Journal of Transport Geography, 11(2), 103-115, 2003.
[29] Pooley CG, Horton D, Scheldeman G, Tight M, Jones T, Chisholm A, Harwatt H, Jopson A. “Household decisionmaking for everyday travel: a case study of walking and cycling in Lancaster (UK)”. Journal of Transport Geography, 19(6), 1601-1607, 2011.
[30] Duvarci Y, Mizokami S. “A suppressed demand analysis method of the transportation disadvantaged in policy making”. Transportation Planning and Technology, 32(2), 187-214, 2009.
[31] Alver Y, Mizokami S. “Combined RP/SP route choice study between expressway and ordinary roads by using route choice survey’s data”. Journal of Infrastructure Planning Review JSCE, 23, 521-532, 2007.
[32] Cervero R. “Built environments and mode choice: Toward a normative framework”. Transportation Research Part D: Transport and Environment, 7(4), 265-284, 2002.
[33] Aditjandra PT, Cao X, Mulley C. “Understanding neighbourhood design impact on travel behaviour: An application of structural equations model to a British metropolitan data”. Transportation Research Part A: Policy and Practice, 46(1), 22-32, 2012.
[34] Soltani A, Allan A. “Analyzing the impacts of microscale urban attributes on travel: Evidence from suburban Adelaide, Australia”. Journal of Urban Planning and Development, 132(3), 132-137, 2006.
[35] Mane AS, Pulugurtha SS. “Modeling the Influence of Land use Developments on Transportation System Performance”. Mineta Transportation Institute Publications, Report, California, US, Report 19-13, 2019.
[36] Ewing R, Cervero R. “Travel and the built environment: A meta-analysis”. Journal of the American Planning Association, 76(3), 265-294, 2010.
[37] Cao X, Mokhtarian PL, Handy SL. “Neighborhood design and vehicle type choice: evidence from Northern California”. Transportation Research Part D: Transport and Environment, 11(2), 133-145, 2006.
[38] Schwanen T, Mokhtarian PL. “What if you live in the wrong neighborhood? The impact of residential neighborhood type dissonance on distance travelled”. Transportation Research Part D: Transport and Environment, 10(2), 127-151, 2005.
[39] Guo Z. “Does residential parking supply affect household car ownership? The case of New York City”. Journal of Transport Geography, 26, 18-28, 2013.
[40] Handy S, Cao X, Mokhtarian PL. “Self-Selection in the relationship between the built environment and walking: Empirical Evidence from Northern California”. Journal of the American Planning Association, 72(1), 55-74, 2006.
[41] Jones M. “Promoting cycling in the UK-problems experienced by practitioners”. World Transport Policy and Practice, 17(3), 7-12, 2001.
[42] Hau T. “Transport for urban development in Hong Kong”. Transport and Communications for Urban Development, Report of the HABITAT II Global Workshop, Nairobi, Kenya, The UN centre for Human S (HABITAT), 267-289, 1997.
[43] Baum-Snow N, Kahn EM, Voith R. “Effects of urban rail transit expansions: evidence from sixteen cities. 1970- 2000”. Brookings-Wharton Papers on Urban Affairs, 1(1), 147-206, 2005.
[44] Beaudoin J, Lin lawell CYC. “The effects of public transit supply on demand for automobile travel Working paper, UC at Davis in Davis, California, US, 2017.” http://www.des.ucdavis.edu/faculty/Lin/transit_auto_tr avel_demand_empirical_paper.pdf (20.12.2018).
[45] Şenbil M, Yetişkul Şenbil E. “Türkiye’de son dönem otomobilleşme: 2007-2018 arası iller bazında analizler”. İdealkent, 11(29), 372-405, 2020.
[46] Curtis C, Perkins T. “Travel Behaviour: A review of recent literature”. Impacts of Transit Led Development in A New Rail Corridor working Paper No. 3, Curtin University of Technology, Perth, Australia, Report No 3, 2006.
[47] Zhou X. Transit Oriented Development: Does it reduce household expenditures on Transportation. PhD Thesis, George Mason University, Virginia, US, 2011.
[48] Boarnet MG, Sarmiento S. “Can land use policy really affect travel behavior? A study of the link between non-work travel and land use characteristics”. Urban Studies, 35(7), 1155-1169, 1998.
[49] Ewing R, Haliyur P, Page GW. “Getting around a traditional city, a suburban planned unit development, and everything in between”. Transportation Research Record: Journal of the Transportation Research Board, 1466, 53-62, 1994.
[50] Kockelman KM. “Travel behavior as function of accessibility, land use mixing, and land use balance: evidence from San Francisco Bay Area”. Transportation Research Record: Journal of the Transportation Research Board, 1607(1), 116-125, 1997.
[51] Wang D, Chai Y. “The jobs-housing relationship and commuting in Beijing, China: the legacy of Danwei”. Journal of Transport Geography, 17(1), 30-38, 2009.
[52] Zhang L, Hong J, Nasri A, Shen Q. “How built environment affects travel behavior: a comparative analysis of the connections between land use and vehicle miles traveled in US cities”. Journal of Transport and Land Use, 5(3), 40-52, 2012.
[53] Ewing R, Tian G, Goates JP, Zhang M, Greenwald MJ, Joyce A, Kircher J, Greene W. “Varying influences of the built environment on household travel in 15 diverse regions of the United States”. Urban Studies, 52(13), 2330-2348, 2015.
[54] Ewing R, King MR, Raudenbush S, Clemente OJ. “Turning highways into main streets: two innovations in planning methodology”. Journal of the American Planning Association, 71(3), 269-282, 2005.
[55] Ewing R, Handy S. “Measuring the unmeasurable: urban design qualities related to walkability”. Journal of Urban Design, 14(1), 65-84, 2009.
[56] Winters M, Brauer M, Setton EM, Teschke K. “Mapping bikeability: a spatial tool to support sustainable travel”. Environment and Planning B: Planning and Design, 40(5), 865-883, 2013.
[57] Holtzclaw J, Clear R, Dittmar H, Goldstein D, Haas P. “Location efficiency: neighborhood and socio-economic characteristics determine auto ownership and use: studies in Chicago, Los Angeles and San Francisco”. Transportation Planning and Technology, 25(1), 1-27, 2002.
[58] Deka D. “Transit availability and automobile ownership: some policy implications”. Journal of Planning Education and Research, 21(3), 285-300, 2002.
[59] Ewing R, DeAnna M, Li S. “Land use impacts on trip generation rates”. Transportation Research Record: Journal of the Transportation Research Board, 1518(1), 1-6, 1996.
[60] Cervero R. “Mixed land uses and commuting: evidence from the American housing survey”. Transportation Research Part A: Policy and Practice, 30(5), 361-377, 1996.
[61] Sung H, Oh J. “Transit-oriented development in a highdensity city: Identifying its association with transit ridership in Seoul, Korea”. Cities, 28(1), 70-82, 2011.
[62] Ewing, R. “Can the physical environment determine physical activity levels?” Exercise and Sport Sciences Reviews, 33(2), 69-75, 2005.
[63] Kott J. Streets of Clay: Design and Assessment of Sustainable Urban and Suburban Streets. PhD Thesis, Curtin University Sustainability Policy Institute, Perth, Australia, 2011.
[64] Jiang Y, Gu P, Chen Y, He D, Mao Q. “Influence of land use and street characteristics on car ownership and use: Evidence from Jinan, China”. Transportation Research Part D: Transport and Environment, 52(B), 518-534, 2017.
[65] Zorlu F. “Kentsel doku-ulaşım sistemi ilişkileri”. METU Journal of the Faculty of Architecture, 25(1), 81-104, 2008.
[66] Duvarci Y, Yigitcanlar T, Mizokami S. “Transportation disadvantage impedance indexing: a methodological approach to reduce policy shortcomings”. Journal of Transport Geography, 48, 61-75, 2015.
[67] Gülhan G, Haldenbilen S, Ceylan H. “Determining the locations of airports and passenger demand by evaluating accessibility and special properties: Case study of Turkey”. Pamukkale Üniversitesi Mühendislik Bilimleri Dergisi, 25(9), 1080-1086, 2019.
[68] Potoglou D, Kanaroglou PS. “Modelling car ownership in urban areas: a case study of Hamilton, Canada”. Journal of Transport Geography, 16(1), 42-54, 2008.
[69] Zegras PC, Hannan VA. “Dynamics of Automobile Ownership under Rapid Growth: Case Study of Santiago, Chile”. Transportation Research Record: Journal of the Transportation Research Board, 2323(1), 80-89, 2012.
[70] Zhao P. “Car use, commuting and urban form in a rapidly growing city: evidence from Beijing”. Transportation Planning and Technology, 34(6), 509-527, 2011.
[71] Wu W, Hong J. “Does public transit improvement affect commuting behavior in Beijing, China? A spatial multilevel approach”. Transportation Research Part D: Transport and Environment, 52(B), 471-479, 2017.
[72] Banister D, Berechman J. Transport Investment and Economic Development. 1st ed. London, UK, RoutledgeTailor & Francis Group, 2000.
[73] Bowman JL, Ben-Akiva ME. “Aktivity-based disaggregate travel demand model system with activity schedules”. Transportation Research Part A: Policy and Practice, 35(1), 1-28, 2001.
[74] Mokhtarian PL, Salomon I. “How derived is the demand for travel? Some conceptual and measurement considerations”. Transportation Research Part A: Policy and Practice, 35(8), 695-719, 2001.
[75] Colonna P, Berloco N, Circella G. “The interaction between land use and transport planning: a methodological issue”. Procedia - Social and Behavioral Sciences, 53, 84-95, 2012.
[76] Yetişkul E, Şenbil M. “Kentsel ulaşım sektöründe enerji verimliliği: Uluslararası bir karşılaştırma”. METU Journal of the Faculty of Architecture, 27(1), 185-200, 2010.
[77] Türkiye İstatistik Kurumu. “Turkish Statistical Institute (Turkstat)”. www.tuik.gov.tr (12.12.2021).
[78] International Air Transport Association (IATA). “2012 AnnualReview”. https://www.iata.org/contentassets/c81222d96c9a4e0 bb4ff6ced0126f0bb/annual-review-2012.pdf (12.12.2021).
[79] “Air Transport Action Grup. “ATAG Webpage”. www.atag.org (12.12.2021).
[80] T.C. Ulaştırma ve Alt Yapı Bakanlığı. “Havacılık ve Uzay Teknolojileri Çalışma Grubu Rapor Özeti”. https://sgb.uab.gov.tr/uploads/pages/11-ulastirmasurasi/11-ulastirma-surasi-calisma-gruplari-rapor-ozetihavacilik.pdf. (12.12.2021).
[81] Önen V. “Arima yöntemiyle Türkiye’nin hava yolu kargo talep tahmin modellemesi ve öngörüsü”. Yönetim ve Ekonomi Araştırmaları Dergisi, 18(4), 29-53, 2020.
[82] Altuntaş M, Kılıç E. “Havayolu taşımacılığı ile ekonomik büyüme arasındaki ilişkinin incelenmesi: türkiye örneği”. Afyon Kocatepe Üniversitesi Sosyal Bilimler Dergisi, 23(1), 187-202, 2021.
[83] Özbay K. “Ulaşım yatırımları ve kentsel mekân ilişkisi”. Kent Kültürü ve Yönetimi Hakemli Elektronik Dergi, 11(3), 367-373, 2018.
[84] Jain A, Heijden R, Marchau V, Bruckmann D. “Towards rail-road online exchange platforms in eu-freight transportation markets: an analysis of matching supply and demand in multimodal services”. Sustainability, 12(24), 1-28, 2020.
[85] Republic of Turkey. “Directorate General of Civil Aviation (SHGM)”. http://web.shgm.gov.tr/en (12.12.2021).
[86] Toda HY, Yamamoto T. “Statistical inference in vector autoregressions with possibly integrated processes”. Journal of econometrics, 66(1-2), 225-250, 1995.
[87] Kiracı K. “Havayolu Taşımacılığı ile Ekonomik Büyüme Arasındaki Nedensellik Analizi: Türkiye Üzerine Ampirik Bir Uygulama”. DEÜ İktisadi ve İdari Bilimler Fakültesi Dergisi, 33(1), 197-216, 2018.
[88] Hatemi JA. “Asymmetric causality tests with an application”. Empirical Economics, 43, 447-456, 2012.
[89] Pesaran MH, Shin Y, Smith RJ. “Bounds testing approaches to the analysis of level relationships”. Journal of Applied Econometrics, 16(3), 289-326, 2001.
[90] Johansen S. “Statistical analysis of cointegration vectors”. Journal of Economic Dynamics and Control, 12(2-3), 231-254, 1988.
[91] Johansen S. ”Estimation and hypothesis testing of cointegration vectors in gaussian vector autoregressive models”. Econometrica, 59(6), 1551-1580, 1991.
[92] Dumitrescu EI, Hurlin C."Testing for granger noncausality in heterogeneous panels." Economic Modelling, 29(4), 1450-1460, 2012.
[93] Dietz S. Autoregressive Neural Network Processes Univariate, Multivariate and Cointegrated Models with Application to the German Automobile Industry. PhD Thesis, Passau University, Passau, Germany, 2010.
[94] Republic of Turkey. “General Directorate of Highways (KGM)”. www.kgm.gov.tr (12.12.2021).
[95] Republic of Turkey. “General Directorate of State Airports Authority (DHMI)”. https://www.dhmi.gov.tr/Sayfalar/AnaSayfa.aspx (12.12.2021).
[96] Republic of Turkey. “General Directorate of Turkish State Railways (TCDD)”. https://www.tcdd.gov.tr/en/ (12.12.2021).
[97] Republic of Turkey. “Ministry of Interior,General Directorate of Public Security (EGM)”. www.egm.gov.tr (12.12.2021).
[98] Dickey DA, Fuller WA. “Likelihood ratio statistics for autoregressive time series with a unit root”. Econometrica, 49(4), 1057-1072. 1981.
[99] Dickey DA, Fuller WA. “Distribution of the estimators for autoregressive time series with a unit root”. Journal of the American Statistical Association, 74(366), 427-431, 1979.
[100]Said SE, Dickey AD. “Testing for unit roots in autoregressive moving-average models with unknown order”. Biometrika, 71(3), 599-607, 1984.
[101]MacKinnon JG. Critical Values For Cointegration Tests. Editors: Engle RF, Granger CWJ. Long-Run Economic Relationships: Readings in Cointegration. 267-276. UK, Oxford University Press, 1991.
[102]MacKinnon JG. “Approximate asymptotic distribution functions for unitroot and cointegration tests”. Journal of Business and Economic Statistics, 12(2), 167-176. 1994.
[103]MacKinnon JG. “Numerical distribution functions for unit Numerical distribution functions for unit root and cointegration tests”. Journal of Applied Econometrics, 11(6), 601-618, 1996.
[104]Yu N, De Jong M, Storm S, Mi J. “Transport infrastructure, spatial clusters and regional economic Growth in China”. Transport Reviews, 32(1), 3-28, 2012.
[105]Meçik O. “Ulaştırma ağlarının ekonomik entegrasyonlara etkisi ve Türk dünyası boyutu”. Uşak Üniversitesi Sosyal Bilimler Dergisi, 5(2), 22-33, 2012.
[106]Uzun H. Yolculuk Davranışlarının Mekân ve Planlama Yönünden Araştıtılmasında Akıllı Kart Verileri Kullanılarak Analitik Yöntemlerin Geliştirilmesi İzmir Örneği. Doktora Tezi, Dokuz Eylül Üniversitesi, Fen Bilimleri Enstitüsü, İzmir, Türkiye, 2018.