摘要
基于向量自回归(VAR)模型,构建2002—2010年沈阳市商品住宅待售面积与销售面积相互作用的动态模型,分析两指标的因果关系,并利用脉冲影响函数对二者的互动进行了探讨,认为沈阳市商品住宅待售面积降低1%时,销售面积增加0.625%,此互动周期约为4年,待售面积对销售面积影响贡献率逐步加强并稳定在70%。
Based on vector autoregression (VAR) model,the article builds a dynamic model of the interac- tion between the Shenyang commercial residential buildings of the for sale area and sales area during 2002 -2010. Then the article analyzes the causal relationship between the two indicators and the interaction be- tween the two pulse influencing functions. The article thinks that the for sale area of commercial residential buildings reduces by 1%, the sales area increases 0.625 %. This interactive cycle is about four years, so the contribution rate of the for sale area affection on the sales area gradually strengthens and stabilizes at 70%.
出处
《沈阳建筑大学学报(社会科学版)》
2013年第1期57-60,共4页
Journal of Shenyang Jianzhu University:Social Science
基金
辽宁省自然科学基金项目(20072010)
关键词
商品住宅
待售面积
销售面积
向量自回归
VAR模型
commercial residential buildings
for sale area
sales area
vector autoregressive
VAR model