%0 Journal Article
%T 上海市近年房地产业分析<br>Analysis of Shanghai Real Estate Industry in Recent Years
%A 薛雨田
%J Finance
%P 478-487
%@ 2161-0975
%D 2020
%I Hans Publishing
%R 10.12677/FIN.2020.105050
%X 本文以柯布道格拉斯函数理论为基础，研究了2000年到2018年上海市房地产业的状况。为了避免多重共线性的问题，我对11个可能反映房地产业因素用逐步回归的方法，并结合相关系数矩阵进行解释变量的筛选，得到6个解释变量。我通过主成分分析将6个解释变量线性表示出3个主成分，分别是失望成分Y1，自然资源损失成分Y2，经营成分Y3。用房地产行业的产业增加值表示产出，将产出与三个成分进行回归分析，得到初步的线性回归方程并进行统计意义分析并结合模型提出相关建议。为了验证时间序列不平稳可能带来的虚假回归问题，经过Johansen Test协整检验，得到上海市房地产业增加值与三个主成分之间存在协整关系。<br />
Based on Cobb Douglas function theory, this paper studies the situation of Shanghai real estate in-dustry from 2000 to 2018. In order to avoid the problem of multicollinearity, I used the stepwise regression method to screen the 11 factors which may reflect the real estate industry, and com-bined with the correlation coefficient matrix to screen the explanatory variables, and got 6 explan-atory variables. Through principal component analysis, the six explanatory variables are linearly expressed as three principal components: Y1, Y2 and Y3. The output is expressed by the industrial added value of the real estate industry, and the output and the three components are analyzed by regression analysis, and the preliminary linear regression equation is obtained, and the statistical significance is analyzed, and relevant suggestions are put forward combined with the model. In or-der to verify the false regression problem caused by time series instability, the cointegration rela-tionship between the added value of Shanghai real estate industry and the three principal compo-nents is obtained by Johansen test co integration test.
%K 房地产业，主成分分析，柯布道格拉斯函数，协整检验<br>Real Estate Industry
%K Principal Component Analysis
%K Cobb Douglas Function
%K Cointegration Test
%U http://www.hanspub.org/journal/PaperInformation.aspx?PaperID=37518