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Сравнительный анализ эффективности методов прогнозирования на примере рынка недвижимости

Сравнительный анализ эффективности методов прогнозирования на примере рынка недвижимости

Abstract

Проведен анализ динамики роста цен на жилье в различных регионах, выявлены закономерности динамики роста. Построены эконометрические модели, отражающие динамику изменения цен на рынке жилья в некоторых регионах РФ. Проанализировано поведение цен на рынке жилья и проведено сравнение прогностической силы прогнозных моделей. На основе построенных моделей даны прогнозные значения цены квадратного метра жилья на первые два квартала 2009 года, полученные с использованием различных моделей.

Keywords

ВРЕМЕННЫЕ РЯДЫ,ТОЧЕЧНЫЙ ПРОГНОЗ,ДОВЕРИТЕЛЬНЫЙ ИНТЕРВАЛ ПРОГНОЗА,АВТОКОРРЕЛЯЦИЯ ОСТАТКОВ ВРЕМЕННОГО РЯДА,ТЕСТ ДАРБИНА-УОТСОНА,АДАПТИВНЫЕ МОДЕЛИ ПРОГНОЗИРОВАНИЯ,СТРУКТУРНЫЕ ИЗМЕНЕНИЯ ТРЕНДА,ТЕСТ ЧОУ

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average