Анализ российского рынка недвижимости

Введение
1. Внешние условия функционирования российского рынка жилья
2. Ценовая ситуация
3. Активность рынка недвижимости
4. Динамика объемов ввода жилья
5. Перспективы развития рынка жилья
Список используемой литературы

Error t-Statistic Prob. C 1.754247 1.285210 1.364949 0.1807 TOTALSQ 0.016446 0.027556 0.596802 0.5544 ROOMS 1.941527 0.680059 2.854939 0.0071 KITCHEN -0.056081 0.150416 -0.372836 0.7115 FLOOR 0.038209 0.051647 0.739816 0.4642 FLOORSET 0.053964 0.071258 0.757309 0.4538 PANEL 0.408198 0.511646 0.797812 0.4302 MONOLIT 1.637987 1.463537 1.119198 0.2705 R-squared 0.454680 Mean dependent var 6.454545 Adjusted R-squared 0.348646 S.D. dependent var 1.648883 S.E. of regression 1.330756 Akaike info criterion 3.572337 Sum squared resid 63.75281 Schwarz criterion 3.896735 Log likelihood -70.59142 F-statistic 4.288048 Durbin-Watson stat 1.901040 Prob(F-statistic) 0.001548 Estimation Equation:
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PRICE = C(1) + C(2)*TOTALSQ + C(3)*ROOMS + C(4)*KITCHEN + C(5)*FLOOR + C(6)*FLOORSET + C(7)*PANEL + C(8)*MONOLIT
Substituted Coefficients:
=====================
PRICE = 1.754246566 + 0.01644563258*TOTALSQ + 1.941527207*ROOMS - 0.05608075628*KITCHEN + 0.03820948914*FLOOR + 0.05396427524*FLOORSET + 0.4081975609*PANEL + 1.637987423*MONOLIT
Dependent Variable: PRICE Method: Least Squares Date: 11/29/11 Time: 14:11 Sample(adjusted): 1 44 Included observations: 44 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. TOTALSQ 0.023173 0.023779 0.974521 0.3360 ROOMS 2.238194 0.632700 3.537527 0.0011 FLOOR 0.038380 0.050656 0.757659 0.4533 FLOORSET 0.070117 0.050583 1.386173 0.1738 PANEL 0.643524 0.461768 1.393610 0.1715 MONOLIT 1.819664 1.451725 1.253449 0.2177 R-squared 0.423191 Mean dependent var 6.454545 Adjusted R-squared 0.347295 S.D. dependent var 1.648883 S.E. of regression 1.332135 Akaike info criterion 3.537567 Sum squared resid 67.43419 Schwarz criterion 3.780865 Log likelihood -71.82647 Durbin-Watson stat 1.655417 Estimation Equation:
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PRICE = C(1)*TOTALSQ + C(2)*ROOMS + C(3)*FLOOR + C(4)*FLOORSET + C(5)*PANEL + C(6)*MONOLIT
Substituted Coefficients:
=====================
PRICE = 0.02317277946*TOTALSQ + 2.238194013*ROOMS + 0.03838029632*FLOOR + 0.07011718428*FLOORSET + 0.6435239391*PANEL + 1.819664073*MONOLIT
Dependent Variable: PRICE Method: Least Squares Date: 11/29/11 Time: 14:13 Sample(adjusted): 1 44 Included observations: 44 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. C 1.443224 1.050262 1.374156 0.1774 TOTALSQ 0.015820 0.024258 0.652156 0.5182 ROOMS 1.928149 0.634199 3.040289 0.0043 FLOORSET 0.060918 0.047191 1.290896 0.2045 PANEL 0.402516 0.460342 0.874384 0.3874 MONOLIT 1.804382 1.414745 1.275412 0.2099 R-squared 0.442196 Mean dependent var 6.454545 Adjusted R-squared 0.368801 S.D. dependent var 1.648883 S.E. of regression 1.310005 Akaike info criterion 3.504063 Sum squared resid 65.21234 Schwarz criterion 3.747362 Log likelihood -71.08940 F-statistic 6.024861 Durbin-Watson stat 1.817388 Prob(F-statistic) 0.000337
Estimation Equation:
=====================
PRICE = C(1) + C(2)*TOTALSQ + C(3)*ROOMS + C(4)*FLOORSET + C(5)*PANEL + C(6)*MONOLIT
Substituted Coefficients:
=====================
PRICE = 1.443223531 + 0.01581985971*TOTALSQ + 1.928149302*ROOMS + 0.06091844185*FLOORSET + 0.4025158921*PANEL + 1.804381667*MONOLIT
Dependent Variable: PRICE Method: Least Squares Date: 11/29/11 Time: 14:14 Sample(adjusted): 1 44 Included observations: 44 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. C 1.657188 0.990323 1.673381 0.1023 ROOMS 2.238203 0.416629 5.372180 0.0000 FLOORSET 0.069701 0.044894 1.552574 0.1286 PANEL 0.326773 0.442156 0.739044 0.4643 MONOLIT 1.849988 1.402566 1.319003 0.1949 R-squared 0.435953 Mean dependent var 6.454545 Adjusted R-squared 0.378102 S.D. dependent var 1.648883 S.E. of regression 1.300318 Akaike info criterion 3.469739 Sum squared resid 65.94222 Schwarz criterion 3.672488 Log likelihood -71.33426 F-statistic 7.535795 Durbin-Watson stat 1.931799 Prob(F-statistic) 0.000134
Estimation Equation:
=====================
PRICE = C(1) + C(2)*ROOMS + C(3)*FLOORSET + C(4)*PANEL + C(5)*MONOLIT
Substituted Coefficients:
=====================
PRICE = 1.657188448 + 2.238203476*ROOMS + 0.06970112148*FLOORSET + 0.326772981*PANEL + 1.84998789*MONOLIT
Dependent Variable: PRICE Method: Least Squares Date: 11/29/11 Time: 14:16 Sample(adjusted): 1 44 Included observations: 44 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. C 1.805132 0.964363 1.871840 0.0686 ROOMS 2.211641 0.412714 5.358773 0.0000 FLOORSET 0.078459 0.043056 1.822265 0.0759 MONOLIT 1.570973 1.343114 1.169649 0.2491 R-squared 0.428054 Mean dependent var 6.454545 Adjusted R-squared 0.385158 S.D. dependent var 1.648883 S.E. of regression 1.292920 Akaike info criterion 3.438192 Sum squared resid 66.86572 Schwarz criterion 3.600391 Log likelihood -71.64023 F-statistic 9.978878 Durbin-Watson stat 1.967568 Prob(F-statistic) 0.000049 Estimation Equation:
=====================
PRICE = C(1) + C(2)*ROOMS + C(3)*FLOORSET + C(4)*MONOLIT
Substituted Coefficients:
=====================
PRICE = 1.805131996 + 2.211640945*ROOMS + 0.07845855281*FLOORSET + 1.570973108*MONOLIT
Dependent Variable: PRICE Method: Least Squares Date: 11/29/11 Time: 14:18 Sample(adjusted): 1 44 Included observations: 44 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. C 1.889617 0.965961 1.956205 0.0573 ROOMS 2.129779 0.408558 5.212916 0.0000 FLOORSET 0.084714 0.042913 1.974074 0.0451 R-squared 0.408492 Mean dependent var 6.454545 Adjusted R-squared 0.379638 S.D. dependent var 1.648883 S.E. of regression 1.298711 Akaike info criterion 3.426368 Sum squared resid 69.15267 Schwarz criterion 3.548017 Log likelihood -72.38009 F-statistic 14.15718 Durbin-Watson stat 2.015702 Prob(F-statistic) 0.000021 Estimation Equation:
=====================
PRICE = C(1) + C(2)*ROOMS + C(3)*FLOORSET
Substituted Coefficients:
=====================
PRICE = 1.889616784 + 2.12977949*ROOMS + 0.08471419396*FLOORSET
White test
White Heteroskedasticity Test: F-statistic 4.821428 Probability 0.077201 Obs*R-squared 28.64952 Probability 0.004440 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 11/29/11 Time: 14:27 Sample: 1 44 Included observations: 44 Variable Coefficient Std. Error t-Statistic Prob. C 0.095023 5.455816 0.017417 0.9862 TOTALSQ -0.004681 0.244285 -0.019164 0.9848 TOTALSQ^2 -8.95E-05 0.002000 -0.044738 0.9646 ROOMS 1.029377 1.244206 0.827336 0.4144 KITCHEN -0.016460 0.926745 -0.017761 0.9859 KITCHEN^2 -0.008930 0.044544 -0.200477 0.8424 FLOOR -0.132935 0.238229 -0.558015 0.5808 FLOOR^2 0.007329 0.012863 0.569772 0.5729 FLOORSET 0.762272 0.442815 1.721423 0.0951 FLOORSET^2 -0.023189 0.016445 -1.410128 0.1685 BLOCK -5.613151 1.183828 -4.741526 0.0000 PANEL -5.043993 0.895933 -5.629877 0.0000 MONOLIT -5.193226 2.007073 -2.587462 0.0146 R-squared 0.651125 Mean dependent var 1.448862 Adjusted R-squared 0.516077 S.D. dependent var 2.300315 S.E. of regression 1.600204 Akaike info criterion 4.018846 Sum squared resid 79.38024 Schwarz criterion 4.545993 Log likelihood -75.41461 F-statistic 4.821428 Durbin-Watson stat 2.185187 Prob(F-statistic) 0.000201
F-statistic 0.750332 Probability 0.530234 Log likelihood ratio 2.991107 Probability 0.392998
Reset test
Test Equation: Dependent Variable: PRICE Method: Least Squares Date: 11/29/11 Time: 14:04 Sample: 1 44 Included observations: 44 Variable Coefficient Std. Error t-Statistic Prob. C -76.83820 117.0039 -0.656715 0.5161 TOTALSQ -4.715116 7.750733 -0.608345 0.5473 ROOMS -540.4245 889.3279 -0.607677 0.5477 KITCHEN 15.37842 25.29012 0.608080 0.5474 FLOOR -10.61777 17.41498 -0.609692 0.5464 FLOORSET -14.77672 24.26462 -0.608982 0.5468 BLOCK -9.979409 16.75613 -0.595568 0.5557 PANEL -119.0180 195.4431 -0.608965 0.5468 MONOLIT -461.7482 761.0756 -0.606705 0.5483 FITTED^2 71.76239 114.6966 0.625672 0.5360 FITTED^3 -8.082833 12.56430 -0.643317 0.5246 FITTED^4 0.337478 0.509377 0.662531 0.5124 R-squared 0.490542 Mean dependent var 6.454545 Adjusted R-squared 0.315416 S.D. dependent var 1.648883 S.E. of regression 1.364279 Akaike info criterion 3.686130 Sum squared resid 59.56024 Schwarz criterion 4.172727 Log likelihood -69.09487 F-statistic 2.801080 Durbin-Watson stat 1.942515 Prob(F-statistic) 0.011314
Estimation Equation:
=====================
PRICE = C(1) + C(2)*TOTALSQ + C(3)*ROOMS + C(4)*KITCHEN + C(5)*FLOOR + C(6)*FLOORSET + C(7)*BLOCK + C(8)*PANEL + C(9)*MONOLIT
Substituted Coefficients:
=====================
PRICE = 1.726637854 + 0.01694317965*TOTALSQ + 1.936697362*ROOMS - 0.05501970777*KITCHEN + 0.03782873196*FLOOR + 0.052898079*FLOORSET + 0.03845333075*BLOCK + 0.4276386292*PANEL + 1.66008988*MONOLIT
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