基于空间自回归的地价指数模型  

Model for land price index based on spatial autoregressive model

作　　者：戴韫卓 吴潇然 叶荣兵 赵子楠 胡日成 张荣茂 DAI Yun-zhuo;WU Xiao-ran;YE Rong-bing;ZHAO Zi-nan;HU Ri-cheng;ZHANG Rong-mao(Department of Natural Resources of Zhejiang Province,Hangzhou 310007,China;School of Mathematical Sciences,Zhejiang University,Hangzhou 310058,China)

机构地区：[1]浙江省自然资源网上交易中心,浙江杭州310007 [2]浙江大学数学科学学院,浙江杭州310058

出　　处：《高校应用数学学报（A辑）》2023年第4期379-388,共10页Applied Mathematics A Journal of Chinese Universities(Ser.A)

基　　金：国家自然科学基金(12171427,11771390);浙江省自然科学基金(LZ21A010002)。

摘　　要：基于一类带外生变量的空间自回归模型研究了地价指数的建模和预测问题,并将其应用于浙江省自2018年以来土地拍卖的价格数据.实验的结果表明,所提的空间自回归模型对于浙江省的地价具有较好的拟合.此外通过应用自回归时间序列对地价指数进行动态预测,能够比较有效地反映了土地市场的变化趋势.This paper deals with the modeling and prediction for land price index based on a kind of spatial autoregressive model with exogenous variables,and applies it to the price data of land auction in Zhejiang Province since 2018.The experimental results show that the proposed spatial autoregressive model has a good fit for the land price in Zhejiang Province.In addition,by using autoregressive time series,the dynamic prediction for land price index can reflect the changing trend of land market effectively.

关 键 词：地价指数 空间自回归 时间序列 动态预测 

分 类 号：O213.9[理学—概率论与数理统计] F222.1[理学—数学]