基于ARIMA模型的衡阳市房价预测分析

文章根据衡阳市2016-2021年上半年各月商品房均价作为时间序列数据建立ARIMA模型,借助Eviews和SPSS数据分析软件对衡阳市房价进行分析预测。首先,对收集到的房价数据做平稳化处理与纯随机检验,使之成为平稳的非白噪声序列,之后综合分析软件输出结果尝试建立三种模型,再对各模型参数进行估计与检验,最后借助AIC准则和SBC准则选取最优模型为ARIMA(1,2,0)。根据建立的模型对衡阳市未来十二个月的房价做出短期预测,并综合衡阳市房地产市场现状以及房价预测结果给予衡阳市提供相应的政策建议,并为市民购房提供参考。

Based on the average price of commercial housing in Hengyang City from 2016 to the first half of 2021 as time series data,this paper establishes ARIMA model,and analyzes and forecasts the house pricein Hengyang City with the help of Eviews and SPSS data analysis software.First of all,the collected house price data are processed by stationary processing and pure random test to make it a stationary non-white noise series;next,the output results of the software are comprehensively analyzed to try to establish three models;and then,the parameters of each model are estimated and tested.Finally,with the help of AIC criterion and SBC criterion,the optimal model is selected as ARIMA(1,2,0).According to the established model,this paper intends to make a short-term forecast of house prices in Hengyang City in the next 12 months,and synthesize the current situation of Hengyang real estate market and housing price forecast results,so as to provide corresponding policy recommendations to Hengyang City,which can be used as a reference for citizens wanting to buy houses.