芜湖市房地产行业景气指数建模与预测研究
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摘要
通过X-11过程消除季节因素和同比法消除量纲影响,并采用因子分析法加权编制"芜房指数";采用数理统计的方法对"芜房指数"分析建立预警系统,通过与实际情况对比,表明预警系统是有效的。建立"芜房指数"的预测模型,结合预警系统分级与七个指标的分类指数,拟合出有效的定序回归模型,根据近年来的"芜房指数"序列建立ARMA模型,并对后五期的"芜房指数"作了有效的预测。
X-11 process was used to eliminate seasonal factors and compared-with-the-same method was adopted to eliminate the dimension influence.Then factor analysis method was used to weight Wufang index compiling and the method of mathematical statistics was adopted to analyze the Wufang index to establish early warning system.Compared with the actual situation,the early warning system was found to be effective.To establish the forecast model of Wufang index,the warning system grading and the classification index of the seven indicators were combined to fit out effective ordinal regression model.Based on the sequence of Wufang index in recent years,ARMA model was established and it made effective forecast on the later five-period Wufang index.
X-11 process was used to eliminate seasonal factors and compared-with-the-same method was adopted to eliminate the dimension influence.Then factor analysis method was used to weight Wufang index compiling and the method of mathematical statistics was adopted to analyze the Wufang index to establish early warning system.Compared with the actual situation,the early warning system was found to be effective.To establish the forecast model of Wufang index,the warning system grading and the classification index of the seven indicators were combined to fit out effective ordinal regression model.Based on the sequence of Wufang index in recent years,ARMA model was established and it made effective forecast on the later five-period Wufang index.
引文
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[2]邹锦标.从“浦东房地产景气指数”看浦东房地产走势[J].上海统计,2003,(9):12-15.
[3]丰雷.中国当前几种主要的房地产指数[J].中国房地产,2004,(4):25-27.
[4]余晓红,盛承憋.关于苏州房地产景气指数编制与实施的思考[J].苏州科技学院学报:社会科学版,2004,21(2):9-12.
[5]龚盈盈.基于景气指数的宏观经济监测预警系统研究[D].武汉:武汉理工大学理学院,2005.
[6]王小平,张玉霞.我国服务业景气指数的编制与测算分析[J].财贸经济,2012(4):114-120.
[7]卿倩,赵一飞.全球干散货航运市场景气指数的建立与研究[J].西南民族大学学报(自然科学版),2012,38(2):299-304.
[8]李玉杰.中国房地产业与国民经济关联关系及协调发展研究[D].大连:东北财经大学数学与数量经济学院,2011.
[9]袁烁,张建坤.我国城市房地产评价因素选取研究[J].山西建筑,2007,33(8):227-228.
[10]王燕.应用时间序列分析[M].2版.北京:中国人民大学出版社,2008:209-242.
[11]王汉生.应用商务统计分析[M].北京:北京大学出版社,2008:121-152.
目录