| 基于重标极差分析法研究城市住宅销售价格指数 |
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| 引用本文： | 刘丰,霍丽娟,闫月静. 基于重标极差分析法研究城市住宅销售价格指数[J]. 佳木斯大学学报, 2014, 0(5): 795-796 |
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| 作者姓名： | 刘丰 霍丽娟 闫月静 |
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| 作者单位： | 1. 吉林师范大学数学学院，吉林 四平13600
2. 长岭县第一小学,吉林 松原,131500 |
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| 摘 要： | 针对住宅销售价格时间序列的特征问题,文中对长春市的住宅销售价格指数进行了时间序列研究,利用重标极差分析法计算其赫斯特指数,得出城市住宅销售价格指数具有多重分形结构,并有长久记忆性.
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| 关 键 词： | 重标极差分析法 赫斯特指数 时间序列 住宅销售价格指数 |
Research on the Housing Sales Price Index Based on the Rescaled Range Analysis Method |
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| LIU Feng,HUO Li-juan,YAN Yue-jing. Research on the Housing Sales Price Index Based on the Rescaled Range Analysis Method[J]. Journal of Jiamusi University(Natural Science Edition), 2014, 0(5): 795-796 |
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| Authors: | LIU Feng HUO Li-juan YAN Yue-jing |
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| Affiliation: | LIU Feng, HUO Li-juan, YAN Yue-jing (1. College of Mathematics, Jilin Normal University, Siping 136000, China; 2. The First Primary School of Changling Country, Songyuan 1315{)0, China) |
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| Abstract: | According to the characteristics of the housing sales price time -series, the paper carried on the time-series study on housing sales price index of Changchun .It＆#39;s Hurst index was calculated based on the rescaled range analysis method .Results show that the housing sales price index has obvious fractal structure , and has characteristic of long memory . |
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| Keywords: | rescaled range analysis method Hurst index time series housing sales price index |
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