| 房地产价格指数与居民消费水平的动态回归分析 |
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| 作者单位： | ;1.洛阳师范学院数学科学学院 |
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| 摘 要： | 以SAS软件为工具,对郑州市2009年5月至2013年5月新建住宅价格指数序列和居民消费价格指数序列进行协整分析,分别拟合了动态回归ARIMAX模型和误差修正ECM模型.ARIMAX模型显著有效,揭示了居民消费价格指数对新建住宅价格指数的影响系数达到1.014 73,预测结果显示,郑州市的房价近期仍呈上升态势,上涨幅度维持在1%左右.ECM模型拟合效果不理想,说明房价受短期波动的影响很小,对房地产市场的调控漫长而复杂.
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| 关 键 词： | ARIMAX模型 ECM模型 住宅价格指数 居民消费价格指数 |
A Dynamic Regressive Analysis on Real Estate Price Index and Consumer Level |
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| Institution: | ,College of Mathematical and Science,Luoyang Normal University |
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| Abstract: | Based on the usual methods of time series analysis and the SAS software,the newly built housing price indices and consumer price indices of Zhengzhou city from may 2009 to may 2013 were empirically analyzed.The ARIMAX model and error correction model were established respectively to two series.The fact that the influence coefficient of CPI to the newly built housing price index reached 1.014 73 was displayed,according to the remarkably effective ARIMAX model.The forecast result shows that the real estate price of Zhengzhou will rise in short time and the increasing range will be about 1%.The fitting effect of ECM model was bad,which illustrated the influence of short-term fluctuation to the real estate price was small.The regulation to the real estate product market was endless and complicated. |
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| Keywords: | ARIMAX model ECM model housing price index consumer price index |
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