关于房价问题的初步分析

关于房价问题的初步分析引言近改革开放20多年来，从来没有哪一个行业像房地产业这样盛产亿万富翁，各种富豪排行榜上，房地产富豪连年占据半壁江山；“中国十大暴利行业”中，房地产业每年都是“第一名”。是什么造就了这样的状况。房地产的问题，在开发商，政府，购房者三者来看，就是一场完完全全的博弈。而这场博弈的焦点则是房价问题。如果说开发商与政府之间的博弈是围绕“土地”这个关键词，那么整个房地产市场则在价格上开展了新一轮的对峙。先是开发商与购房者在房价涨跌上僵持不下；再有开发商与政府之间的土地成本论；最后则是关于房地产是否归为暴利行业的争执，“价格”成了市场关注的焦点。而对于房价的构成因素，至今仍然是不透明的。公布房价成本成为另政府极为头疼的一件事。房价成本是一个非常复杂的集合体，并且项目间差异性较大，同时还有软资产、品牌等组成部分，特别是现在的商品房，追求品质、功能完善以及个性化成本构成越来越难衡量。写作目的通过对一系列影响房价的基本因素的分析，了解对其主要因素和次要因素。并对这些因素进行统计推断和经济意义上的检验。选择拟和效果最好的最为结论。在一定层面上分析房地产如此暴利的因素。当然笔者的能力有限，并不能全面的分析这一问题。仅仅就几个因素进行分析。写作方法理论分析及计量分析方法，将会用到EVIEWS软件进行帮助分析。关键词房价成本拟合优度现在我们以2003年的数据，选取30个省市的数据为例进行分析。在EVIEWS软件中选择建立截面数据。现在我们以2003年的数据，选取31个省市的数据为例进行分析。令Y各地区建筑业总产值。（万元）X1各地区房屋竣工面积。（万平方米）X2各地区建筑业企业从业人员。（人）X3各地区建筑业劳动生产率。（元/人）X4各地区人均住宅面积。（平方米）X5各地区人均可支配收入。（元）数据如下YX1X3X2X4X512698521425480056976701299610247714013882625208402146580023895701470630230957010312917799313474830098931707004800231671072390605401279131330059127608915100229968070050302576575145070026595306107400200531070129001017079439571009667900824960020235107240580346928116268003038370774860020705907005170440187821813004415180680330020492006678900119580343609200505185015391002934530148674927949354177300027270061005690244353092624603127277916183902429352127430031023301317953622707340176009106910664070020754806778030549344129521005536110108288030298709999540359335627509005747050708260022619806901420148136189139800207253060728002448080839991063452173433600932901066056002020090692612087299584840800104876381761002290280732198081884024969700111910674553002442580767420015163242810500014928201019320249328012380432818466172160035370007747200241732077850403940530121500061210005536100234320072592505862095493960081799706943200257244080936701225337487846002070534597480026358507041870212290798030002933100721520018194306569230396795722487005224700692380024929407643570293427012130003659300732050019929908765450440436215800004103110932120021750506806350223686013272004494090468570021113806657240747325024290001015010610460019105506745320108054657870008822500614590022255006530480319677414508002033750958350020781107173540先用EVIEWS软件进行WHITE检验WHITEHETEROSKEDASTICITYTESTFSTATISTIC2779810PROBABILITY0049670OBSRSQUARED2627412PROBABILITY0156948TESTEQUATIONDEPENDENTVARIABLERESID2METHODLEASTSQUARESDATE12/22/05TIME2150SAMPLE131INCLUDEDOBSERVATIONS31VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBC608E12229E13026553907960X5164E08388E09004237009670X5287293544537123019239808513X5X438067124356E08010681009171X5X313635556160070022135408293X5X217464365039375034655807361X5X145331221215201037303507169X4971E11183E12053148606067X42428E10646E10066172005231X4X319050481949296097730103515X4X21901040317319142109765302981X4X1423E08415E08102080103314X31386946034509844040189906962X3241818432262540184829600943X3X251709812311954223662800493X3X114772938469467174425801117X2151E08345E08043885306701X2220502611851410110740502940X2X167170595045324133134302126X1780E08617E09012643009019X1212463627463550166993201259RSQUARED0847552MEANDEPENDENTVAR117E12ADJUSTEDRSQUARED0542656SDDEPENDENTVAR178E12SEOFREGRESSION121E12AKAIKEINFOCRITERION5869986SUMSQUAREDRESID146E25SCHWARZCRITERION5967127LOGLIKELIHOOD8888478FSTATISTIC2779810DURBINWATSONSTAT1809921PROBFSTATISTIC0049670结果显示为没有异方差。DW值为1809921，没有自相关。做多重共线性检验X5X4X3X2X1X510000000686513027985108362410418307X406865131000000047788605408810538697X302798510477886100000001250290960871X208362410540881012502910000000271375X104183070538697096087102713751000000可以看出有多重共线性。采取逐步回归法第一次回归，我们可以根据T检验值和可决系数看出X1的效果最好DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/22/05TIME2116SAMPLE131INCLUDEDOBSERVATIONS31VARIABLECOEFFICIESTDERRORTPROBNTSTATISTICX116514038767703188350800000C90323405024082179780900826RSQUARED0924432MEANDEPENDENTVAR7446408ADJUSTEDRSQUARED0921826SDDEPENDENTVAR7227629SEOFREGRESSION2020815AKAIKEINFOCRITERION3193824SUMSQUAREDRESID118E14SCHWARZCRITERION3203076LOGLIKELIHOOD4930427FSTATISTIC3547601DURBINWATSONSTAT1930762PROBFSTATISTIC0000000依次加入X2，X3，X4，X5可得，加入X2后的效果最好DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/22/05TIME2116SAMPLE131INCLUDEDOBSERVATIONS31VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBX260575779136899662979500000X115473545783197267560400000C37118807657092484763700000RSQUARED0970594MEANDEPENDENTVAR7446408ADJUSTEDRSQUARED0968493SDDEPENDENTVAR7227629SEOFREGRESSION1282914AKAIKEINFOCRITERION3105893SUMSQUAREDRESID461E13SCHWARZCRITERION3119771LOGLIKELIHOOD4784134FSTATISTIC4620886DURBINWATSONSTAT2098685PROBFSTATISTIC0000000再加入X3，X4，X5加入X3，回归DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/26/05TIME1009SAMPLE131INCLUDEDOBSERVATIONS31VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBX113925862431554572714400000X264156141072532598174800000X309241031409311065571305176C41154949886242416285000003RSQUARED0971055MEANDEPENDENTVAR7446408ADJUSTEDRSQUARED0967838SDDEPENDENTVAR7227629SEOFREGRESSION1296176AKAIKEINFOCRITERION3110765SUMSQUAREDRESID454E13SCHWARZCRITERION3129268LOGLIKELIHOOD4781686FSTATISTIC3019308DURBINWATSONSTAT2037807PROBFSTATISTIC0000000加入X4，回归DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/26/05TIME1009SAMPLE131INCLUDEDOBSERVATIONS31VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBX115691866674467235102900000X264049451056258606381000000X469455161027977067564905050C24764691985261124742802230RSQUARED0971083MEANDEPENDENTVAR7446408ADJUSTEDRSQUARED0967870SDDEPENDENTVAR7227629SEOFREGRESSION1295550AKAIKEINFOCRITERION3110668SUMSQUAREDRESID453E13SCHWARZCRITERION3129171LOGLIKELIHOOD4781536FSTATISTIC3022316DURBINWATSONSTAT2298423PROBFSTATISTIC0000000加入X5，回归DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/26/05TIME1010SAMPLE131INCLUDEDOBSERVATIONS31VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBX115116246028105250762700000X239256981577525248851700193X531674761937661163469101137C44283588633489512927900000RSQUARED0973242MEANDEPENDENTVAR7446408ADJUSTEDRSQUARED0970269SDDEPENDENTVAR7227629SEOFREGRESSION1246240AKAIKEINFOCRITERION3102907SUMSQUAREDRESID419E13SCHWARZCRITERION3121410LOGLIKELIHOOD4769506FSTATISTIC3273477DURBINWATSONSTAT1861895PROBFSTATISTIC0000000我们发现加入X3，X4，X5的效果都不好，T检验都不充分。于是我们只保留X1，X2再回归，得DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/22/05TIME2116SAMPLE131INCLUDEDOBSERVATIONS31VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBX260575779136899662979500000X115473545783197267560400000C37118807657092484