Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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A study on the forecasting models using housing price index

주택가격지수 예측모형에 관한 비교연구

  • Lim, Seong Sik (Division of General Education, SeoKyeong University)
  • 임성식 (서경대학교 교양과정부)
  • Received : 2013.11.18
  • Accepted : 2013.12.24
  • Published : 2014.01.31
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Abstract

Housing prices are influenced by external shock factors such as real estate policy or economy. Thus, the intervention effect is important for the development of forecasting model for housing price index. In this paper, we examined the degree of effective power of external shock factors for forecasting housing price index and analyzed time series models for efficient forecasting of housing price index. It is shown that intervention models are better than other models in forecasting results using real data based on the accuracy criteria.

주택가격은 정부의 부동산 정책이나 국내외의 경기상황과 같은 외부충격요인에 따라 많은 영향을 받는다. 본 연구에서는 주택가격지수 예측을 위한 모형구축에서 중요한 요인은 외부충격요인으로 이를 개입효과라 하며, 이 외부요인들이 주택가격지수에 미치는 영향을 파악하고 향후 주택가격지수를 효율적으로 예측하기 위한 시계열모형을 찾는데 있다. 실제 자료를 이용하여 분석한 예측결과 개입모형이 다른 모형에 비해 우수한 것으로 나타났다.

Keywords

References

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