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| 基于时间序列模型的河南省房地产价格研究 | |
| 引用本文： | 聂淑媛,武新乾. 基于时间序列模型的河南省房地产价格研究[J]. 郑州大学学报(自然科学版), 2014, 0(1): 58-62 |
| 作者姓名： | 聂淑媛 武新乾 |
| 作者单位： | [1]洛阳师范学院数学科学学院,河南洛阳471022 [2]河南科技大学数学与统计学院,河南洛阳471023 |
| 基金项目： | 河南省教育厅科学技术研究重点项目,编号13A110802;洛阳师范学院省部级培育基金资助项目,编号2012-PYJJ-005;洛阳师范学院教改项目,编号2012024. |
| 摘 要： | 以SAS软件为工具,对2009年3月～2013年3月河南省郑州、洛阳和平顶山3个城市新建住宅价格指数序列进行了实证分析.通过比较AIC、SBC值和可决系数R2,拟合3个序列的最终模型分别是郑州的异方差AR（3）-ARCH（1）模型和洛阳、平顶山的以时间变量t为因子的残差自回归模型.预测结果显示,河南省的房价近期仍呈上升态势,郑州的上涨幅度最大,大约是1.4％ ～1.5％,洛阳约为0.5％,平顶山约为0.3％. |
| 关 键 词： | 时间序列模型 SAS软件 住宅价格指数 |
Real Estate Price in Henan Province Based on Time Series Model |
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| NIE Shu-yuan,WU Xin-qian. Real Estate Price in Henan Province Based on Time Series Model[J]. Journal of Zhengzhou University (Natural Science), 2014, 0(1): 58-62 | |
| Authors: | NIE Shu-yuan WU Xin-qian |
| Affiliation: | 1. College of Mathematics and Science, Luoyang Normal University, Luoyang 471022, China; 2. School of Mathematics and Statistics, Henan University of Science and Technology, Luoyang 471023, China) |
| Abstract: | Based on the usual methods of time series analysis and the SAS software, the newly built hous- ing price indices from Mar. 2009 to Mar. 2013 in Zhengzhou, Luoyang and Pingdingshan were empirical- ly analyzed. Three final models, a AR（ 3 ）-ARCH（ 1 ） model for Zhengzhou and two auto-regressive mod- els regarding time variable as the regression factor for Luoyang and Pingdingshan, were established ac- cording to AIC, BIC and total R-square. The forecast result showed that the real estate price in I-Ienan Province would rise in short time. The increasing ranges of the real estate price of Zhengzhou, Luoyang and Pingdingshan would be about 1.4% - 1.5%, 0.5% and 0.3%, respectively. |
| Keywords: | time series model SAS software housing price index |
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