| 基于时间序列的南昌房地产价格指数模型研究 |
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| 引用本文： | 殷霄雯.基于时间序列的南昌房地产价格指数模型研究[J].湖南文理学院学报(自然科学版),2012(2):6-8. |
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| 作者姓名： | 殷霄雯 |
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| 作者单位： | 华东交通大学国际学院 |
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| 基金项目： | 江西省教育厅科研基金(JJ1207);华东交通大学校立科研基金(10QT03) |
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| 摘 要： | 鉴于房地产全国价格指数与实际城市房地产价格相差较大,本文基于自回归积分移动平均模型理论,构造了南昌市1998～2011年共55个季度房地产价格指数数据的理论模型ARIMA(3,2,0),经Box-Pierce检验表明该模型具有95%的概率合理性,为预测南昌市未来房地产价格指数提供参考.
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| 关 键 词： | 房地产价格指数 ARIMA模型 Box-Pierce检验 |
Nanchang city REPI research based on ARIMA model theory |
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| YIN Xiao-wen.Nanchang city REPI research based on ARIMA model theory[J].Journal of Hunan University of Arts and Science:Natural Science Edition,2012(2):6-8. |
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| Authors: | YIN Xiao-wen |
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| Institution: | YIN Xiao-wen(International School,East China Jiaotong University,Nanchang 330013,China) |
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| Abstract: | Because of the error between whole country REPI(Real Estate Price Indices) theoretical model and actual city estate price,Nanchang City REPI theoretical model ARIMA(3,2,0) was established range from 2008 to 2011 REPI data based on ARIMA(Autoregressive Integrated Moving Average) model theory,it was proved to 95% probability acceptable by Box-Pierce test.It may be some referenced use to forecasting future Nanchang REPI. |
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| Keywords: | Real Estate Price Indices ARIMA model Box-Pierce test |
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