基于时间序列的南昌房地产价格指数模型研究

Nanchang city REPI research based on ARIMA model theory

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.

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.