深圳市二手房价格指数分形特征研究

Research on the Fractal Characteristic of Second-hand Housing Price Index in Shenzhen

深圳市二手房销售价格指数的时间序列存在非线性和自仿射性的特征,且呈现出某种趋势和循环周期的特性;因此对其价格指数分形特性的研究,为掌控房价指数的走势提供量化的依据。文章以深圳市2005年1月—2015年2月每月的二手房销售价格指数为研究对象,运用R/S分析方法进行分析,证明二手房价格指数具有分形特征,且具有显著的长期记忆性特征。在此基础上,建立基于序列和变换的分形模型,对深圳市二手房短期的价格指数进行预测,以期为投资者和管理运营者提供参考信息。

The time series of sales price index secong-hand housing in Shenzhen exists nonlinear and the affine sexual characteristics, and presents a trend and characteristics of the cycle. So the study of the price index fractal proprety has provided a quantitative basis for the control of price index movements. In this paper, we choose the second-hand secong-hand housing sales price index from January 2005 to February 2015 in Shenzhen as the research object, the R/S analysis method is used to prove that second-hand secong-hand housing price index has fractal characteristic and has significance long-term memory features. On this bssis, the fractal model is established based on sequence and transform to forecast the short-term price index of Shenzhen housing so as to provide reference information for investors and management operators.