Real Estate Market Research Based On Time Series Model

As a factor related to all aspects of society,the price of real estate is not only related to the stable operation of the economy,but also closely related to the living conditions of residents.In the past few years,the real estate value of our country has grown very fast,resulting in real estate sales prices,rental prices and residences income level imbalance.The emergence of the real estate bubble has made it an important topic in today's Chinese society.Although the Chinese government has begun to address the problem through policy controls,overall housing prices have not fallen significantly.It is very important for every market participant to master the internal operation rules of real estate price and fully understand the trend and fluctuation rules of China's real estate price.Therefore,the study of its development law has a positive effect on alleviating the symptoms of real estate overheating and solving the housing industry bubble.This paper uses the time series as a research tool to study the real estate prices of six major administrative regions in Beijing.The data source is the Beijing administrative region data provided by anjuke.com.In this paper,ARIMA estimate the value of the house by model and GARCH model in various regions,and the overall effect is good.Through the study of administrative intervals,it is found that there is a co-integration relationship between administrative intervals,and the interregional VAR model can be established.According to Granger causality analysis,the housing price in Beijing is mainly affected by the central region from the inside out,and is related to the regional relationship.