芜湖市房地产行业景气指数建模与预测研究

Modeling and predicting of Wuhu real estate boom index

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.