Real Estate Modelling and Forecasting By Chris Brooks 1 doc

Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_2 pot

Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_2 pot

... Tokyo 200 12 0 10 0 80 60 60 40 20 0 −20 −40 −60 40 20 0 1Q93 19 71 1974 19 77 19 80 19 83 19 86 19 89 19 92 19 95 19 98 20 01 2004 2007 1Q96 1Q99 1Q02 3Q03 3Q06 1Q05 3Q94 3Q97 3Q00 0 1Q78 1Q80 1Q82 1Q84 1Q86 1Q88 1Q90 1Q92 1Q94 1Q96 1Q98 1Q00 1Q02 1Q04 1Q06 Figure ... 0.8 4.7 10 .4 10 .1 2006 9.6 8.0 11 .1 11. 7 2007 9.9 13 .3 11 .3 13 .3 Min −3.7 −2.0 Max 11 .3 13 .3...
Ngày tải lên : 21/06/2014, 07:20
  • 32
  • 538
  • 0
Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_3 doc

Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_3 doc

... analysis 81 25 (yoy%) (yoy%) 20 15 10 5 −5 10 1 −2 −3 15 −20 −25 19 79 19 81 1983 19 85 19 87 19 89 19 91 1993 19 95 19 97 19 99 20 01 2003 2005 19 79 19 81 1983 19 85 19 87 19 89 19 91 1993 19 95 19 97 19 99 20 01 2003 2005 0 (a) ... by ˆ β and adding ˆα will 84 Real Estate Modelling and Forecasting 20 (yoy %) Actual Fitted (%) 15 10 5 0 19...
Ngày tải lên : 21/06/2014, 07:20
  • 32
  • 586
  • 0
Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_4 ppt

Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_4 ppt

... x 2 and not x 1 .So,whereis x 1 ? In fact, it is the constant term, usually represented by a column of ones of length T : x 1 = ⎡ ⎢ ⎢ ⎢ ⎣ 1 1 . . . 1 ⎤ ⎥ ⎥ ⎥ ⎦ (5.3) 11 2 Real Estate Modelling and ... k = 10 .96 15 − 3 = 0. 91 (5 .14 ) The variance–covariance matrix of ˆ β is given by s 2 (X  X) 1 = 0. 91( X  X) 1 = ⎡ ⎣ 1. 82 3 .19 −0. 91 3 .19 0. 91 5.92...
Ngày tải lên : 21/06/2014, 07:20
  • 32
  • 740
  • 0
Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_6 potx

Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_6 potx

... %) (euros) (index) (%) (%)(%) (%) 0 19 80 19 81 1983 19 85 19 87 19 89 19 91 1993 19 95 19 97 19 99 20 01 2003 2005 2007 19 81 1983 19 85 19 87 19 89 19 91 1993 19 95 19 97 19 99 20 01 2003 2005 2007 19 81 1983 19 85 19 87 19 89 19 91 1993 19 95 19 97 19 99 20 01 2003 2005 2007 19 83 19 86 19 89 19 92 19 95 19 98 20 01 2004 2007 19 80 19 83 19 86 1...
Ngày tải lên : 21/06/2014, 07:20
  • 32
  • 503
  • 0
Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_7 doc

Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_7 doc

... B Fitted Actual Fitted 30 20 10 10 −20 −30 0 19 82 19 84 19 86 19 88 19 90 19 92 19 94 19 96 19 98 2000 2002 2004 2006 19 81 1983 19 85 19 87 19 89 19 91 1993 19 95 19 97 19 99 20 01 2003 2005 2007 (%) (%) 30 Model A Model B 20 10 10 −20 0 19 81 1983 19 85 19 87 19 89 19 91 1993 19 95 19 97 19 99 20 01 2003 2005 2007 (%) Figure ... (0 .10 ) (0. 01) (0.00...
Ngày tải lên : 21/06/2014, 07:20
  • 32
  • 500
  • 0
Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_9 doc

Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_9 doc

... 3.82 14 .57 324.36 2 01. 44 12 .37 31. 81 2004 13 .30 13 . 81 0. 51 0. 51 0.26 17 6.89 19 0.69 12 .37 0.86 2005 −3.64 12 .46 8.82 8.82 77.87 13 .25 15 5.35 12 .37 76. 21 2006 −4.24 −4.65 0. 41 0. 41 0 .17 17 .98 ... −F Naive 2003 18 . 01 17 .06 −0.95 0.95 0.90 324.36 2 91. 10 12 .37 31. 81 2004 13 .30 14 .93 1. 63 1. 63 2.67 17 6.89 223.04 12 .37 0.86 2005 −3.64 11 .12 7.48...
Ngày tải lên : 21/06/2014, 07:20
  • 32
  • 535
  • 0
Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_11 ppt

Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_11 ppt

... 2.3 1. 1 17 16 7 −40 15 5 1Q07 12 .36 2.23 1. 8 1. 1 213 16 1 10 7 16 1 2Q07 0.56 1. 80 1. 9 1. 2 14 2 15 9 17 4 18 5 3Q07 0 .12 1. 29 2 .1 1.4 11 3 15 9 16 3 210 4Q07 −0.07 0.70 2.3 1. 8 88 16 1 12 2 236 Average values ... case? y 1t = β 10 + β 11 y 1t 1 + α 11 y 2t 1 + α 12 y 2t + u 1t (11 .14 ) y 2t = β 20 + β 21 y 2t 1 + α 21 y 1t 1 + α 22 y 1t +...
Ngày tải lên : 21/06/2014, 07:20
  • 32
  • 513
  • 0
Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_12 pptx

Real Estate Modelling and Forecasting by Chris Brooks and Sotiris Tsolacos_12 pptx

... was 376 Real Estate Modelling and Forecasting 30 25 20 15 10 5 0 –5 1 40 11 8 15 7 2 74 313 352 3 91 430 46979 19 6 235 Figure 12 .5 Time series plot of a deterministic trend process 15 10 5 0 –5 10 15 –20 Phi ... −0.07 − 2.64 − 2.60 − 2.55 − 2.59 − 2.56 − 2. 51 RES t 1 1. 31 1. 31 1. 31 RES t 1 0.40 0.40 0.40 10 .80 10 . 71 10. 61 3.32 3.29 3.27 RES t...
Ngày tải lên : 21/06/2014, 07:20
  • 32
  • 377
  • 0
Real Estate Modelling and Forecasting By Chris Brooks_1 doc

Real Estate Modelling and Forecasting By Chris Brooks_1 doc

... 74.3 19 95 918 10 8.3 847.6 93 .1 9.9 1, 0 51. 1 10 4.7 96.7 19 96 933 11 0.5 844.3 95.0 9.8 1, 046.9 10 6.4 96.3 19 97 878 11 2.7 779 .1 96.9 9 .1 965.9 10 0 .1 88.9 19 98 727 11 1.0 655.0 95.5 7.6 811 .5 82.9 74.7 19 99 ... 580.0 61. 2 53.4 2004 556 11 6.3 478 .1 100.0 5.6 592.7 63.4 54.5 2005 626 11 7.8 5 31. 4 10 1.3 6.2 658.8 71. 4 60.6 2006 816 11 8.7 687.4 10 2...
Ngày tải lên : 21/06/2014, 00:20
  • 32
  • 620
  • 0
Real Estate Modelling and Forecasting By Chris Brooks_2 potx

Real Estate Modelling and Forecasting By Chris Brooks_2 potx

... Tokyo 200 12 0 10 0 80 60 60 40 20 0 −20 −40 −60 40 20 0 1Q93 19 71 1974 19 77 19 80 19 83 19 86 19 89 19 92 19 95 19 98 20 01 2004 2007 1Q96 1Q99 1Q02 3Q03 3Q06 1Q05 3Q94 3Q97 3Q00 0 1Q78 1Q80 1Q82 1Q84 1Q86 1Q88 1Q90 1Q92 1Q94 1Q96 1Q98 1Q00 1Q02 1Q04 1Q06 Figure ... 5.7 20 01 11. 3 5.4 5.8 7 .1 2002 4.0 5.6 6.2 7.3 2003 2.6 5.7 9.6 8.0 2004 −3.7 2 .1 9.9 9.5 2005 0.8 4.7 1...
Ngày tải lên : 21/06/2014, 00:20
  • 32
  • 596
  • 0

Xem thêm

Từ khóa: