上海市近二十年房价水平影响因素及发展趋势研究

Research on Influencing Factors and Development Trends of Housing Price Level in Shanghai in the Past Two Decades

摘要: 本文通过收集2000年2月至2021年4月上海市月度住房价格及相关解释变量，对上海市房价水平进行研究。报告首先建立了上海市房价水平与住房销售面积、住宅开发投资额、住宅施工面积、住宅竣工面积的多元线性回归模型并对模型进行了正态性检验和异方差性检验，发现存在异方差，利用加权最小二乘法(WLS)进行处理。接着将研究时间段人为划分为训练集和测试集，在训练集上建立房价水平的时间序列ARIMA模型，得出相关结论，并对住房价格宏观调控政策提出了建议。

Abstract: This paper collects monthly housing prices and related explanatory variables in Shanghai from February 2000 to April 2021 to study the level of housing prices in Shanghai. The report first established a multiple linear regression model between the level of housing prices in Shanghai and housing sales area, residential development investment, residential construction area, and residential completed area. The model was tested for normality and heteroscedasticity, and it was found that there was heteroscedasticity. Weighted Least Squares (WLS) was used for processing. Then the research time period is divided into training set and test set artificially, the time series ARIMA model of housing price level is established on the training set, relevant conclusions are drawn, and the policy of macro-control of housing prices is put forward.