LPng dung mo hinh Arima trong dij' bao chl s6 gia xay dyng o" Viet Nam
Nguyen j^inh Hoang Nguyen Thdng
ABSTRACT
Nowadays, economic index are used in a wide range to judge the actual state of the economy, such as the inflation rate, consumer price index (CPl),.<<be used to evaluate the effectiveness from currency policies, inflation...Especially, CCI is considered as construction cost index, which is the target that reflects the changing in that cost.
Construction industry not only plays an important role in the development of our country but it also is the industry that attracts many businessmen. In contrast, a lot of risks appear inside this industry. The objective of this research is the application of ARIMA model (Auto Regressive Integrated Moving Average) with Box-Jenkins method to forecast the CCI of Ha Noi's area. Accordingly, suggest applying the research's result into practice to determined and adjust the total investment capital and cost estimate.
Th.S Nguyen Minh Hoiing Nganh Cong nghe va quan ly XD Tmong Bai hpc Bach khoa Tnrcmg Dai hoc Qu6c gia Tp. HCM Didpng: 0938 899 186
Email; [email protected] PGS.TS Nguyin Thong KhoaKythulitXD Tnrcmg Dai hgc Bach Khoa Tmong Dai hpc Qu6c Gia Tp. HCM Didpng: 0989 966 719
Email: [email protected]
1.Ditv£nd4
Chi s6 gi^ xSy dyng dUoc in trong Tap chi sfi g\i xSy di/ng vi xSc dinh theo tirng nh6m cflng trinh thu6c 5 loai cfing trinh xSy difng.
Nguyen H6ng PhUOng (2010) nhSn dinh rSng sau khoSng thdi gian 90 ngSy mdi cflng b6 chi s6 gi^ xay difng cOa cSc quij trufic 36, nhif vay tinh l<ip thdi vi ttnh sSn s&ng chifa cao, Tn^ng boi ciinh lam phat va bien dong vi gia ca hien nay, viec dU bao ngan han chl so gia xay difng difoc xem la cin thiet de co the cung cap cac thong tin gtijp cho nha diu t i f v a nha thau CO mot cai nhin tong quan v^
nhifng bi^n dpng tich cifc hay ti^u cue cua thi t r y i n g xay di/ng trong cac quy, cac thang tiep theo va qua do giOp cho cac c6ng ty hay cac ca nhan kip thdi dieu chinh ve chinh sach, chien lucre kinh doanh phu hdp.
Baabak Ashun va cong su (2010) trong nghign cifu d u bao ve chl so gia xay dung cua My cho rang su p h i t trien cua cac mo hinh dif bao c6 the dUOC coi nhU mot c6ng cu qu3n ly thich hop cho c i c nha thau hoac chil dau t u de ifng ph6 v6i nhOtig rui ro va SLf khong chic c h i n trong chi phi xay dUng.
Trong vi&c chuan bl ho so dU thau, nha thau cd t h ^ dua ra cac bao gia chinh xac hdn v^
g i l m chi phi xay difng b i n g viec mua vat tU vao nhCrng thdi d i ^ m thich hop. Cac cong ty xay difng c6 the g i l m rOl ro vi mat tai chtnh, tang kha nang thanh cdng trong ho so dif t h i u vci d i m bao Idl n h u i n hdp ly.
2. Cic nghidn cOu triTdtc day ve d U b<bo chi s6 g i i
Tr^n t h ^ gidi da c6 c l c nghien cutj dif bao chl so g i l xSy difng. Hana Nam va cdng sif (2007) sil dung Neural Network vdi dif li&u chi s6 gia x l y dung cua H i n Quoc trong 140 t h i n g tif thang 1 nam 1995 den thang 7 nam 2006 de d u bao, Baabak Ashuri va cong su (2010) dua vao thong tin ti^ dCr lieu chuol thdi gian trong qua khi^ cOa kinh te (lai suat ti^n gCfl, CPI, tong s i n phSm quoc noi, t l 14 that nghiep), bi^n nang lUdng (gia dau thd), vi cic b\in thi trudng x^y dUng (nhu cau nha d, chi tieu xay dung, miJc d d lao dong trong linh vifc xay dUng) de g i l i thich cac bien trong chi s6 gii x l y difng My.
Theo nghien ciJu cOa Nashwan Dawood (2000), cd hai c i c h d ^ t i ^ p can dif bSo la chCi quan va khach quan. Chu quan la dUa vao sU danh gia cila cSc "chuy&n gia° (nhifng ngifdi cd kien thUc, kinh nghif m trong linh vUc ma minh tham gia dif bao). Khach quan la ip dung mot quy trinh khoa hoc de phan tich cac dCf lieu qua khO' b i n g each sir dung cic thdng ke de tao ra cac dCr lieu lich sCr phu hop sau dd ap dung cac phUdng phap di dU doan trong tUong lai. tieu bieu cho each t i ^ p can nay la cac phuong phap nhU trung binh truot, ARIMA,... Va nghien cifu da ket hop hai each tiep can tren de dU bao ehi sd gia xay dung Hi Lap.
Damodar N. Gujarati (2003) cho r i n g c6 the phan biet hai nhdm phuong phap dif bao. (1) Phap phuong phap Icinh te luong, dua tren mo hinh hdi quy de noi ket mot hoac mot vai bi^n phu thuoc vdi mot SO bien ddc lap; (2) Phifong phap d u bao tr^n chuoi thdi gian, chii yeu dU doan cae gia trj cOa mdt bien can cif vao nhijng gia trj eiia chinh bi^n ay trong qua khir Nghien cilU eung da chi ra nhQng Uu, khuy^t diem cda timg phUdng phap' phuong phap chudi thdi gian thudng duefc xem la trdi hon phuong phap kinh te lUdng khi dif b i o ngan han.Trong khi dd cac md hinh kinh t^ lUdng se thich hop hdn trong trUdng hop mo hinh hoa cac anh hudng dai han hdn.
3. PhKOng p h i p nghien cihi 3.1. Thu thdp diirliiu
D\S lieu duoc thu thap trong Tap eht so gia xay dung cdng bS hang quy ke tif nam 2008 ddi vdi cdng trinh Tru sd eo quan, van phdng khu vUc Ha Ndi. Theo cdng bfi, chl sfi gia xay dUng eiia Q1:2008 den Q4:2009 lay nam 2000 lam gfic va tif Ql:2010 den nay thi lay nam 2006 lam goc. Do do de eo mdt chudi d o lieu hoan chlnh theo thdi gian p h l i tien hanh qui dfii cac chi sd gia xay dUng ve ciing mot thdi diem goc. Di phii hop vdi c^ch xac djnh va cong bo cUa Bd xay difng hien nay, nghien cOU l l y nam 2006 lam thdi d i ^ m gdc.
3.2. Md hinh nghiin cihi ARIIOA 3.2 i. Tinh ddng
07.2012 EWniElffljn 8 3
cac dCr il^u chuAl thdi gian h3u h^t d^u khflng difng.Tlnh difng trong mflt chu6l d i f l l ^ u nghla la khdng c6 sy tang hay g i l m trong diJ lieu ma g i n n h u chi dao dflng t^p trung xung quanh mflt tryc n i m ngang theo t h i l gian hay d i f i i ^ u bi€n dflng xung quanh g i l tr! trung binh khdng d6i v l dfl Idn cua phUdng sai t h ^ hign bi^n dflng vi c a b i n cung glif nguyfin theo thdi gian K h l i n l ^ m difng cOa m^t chudi thdi gian gdm 2 nfll dung la dimg theo trung binh v l difng theo phuong sai.
Trung binh E(Yt) ^\i = const Phuong sai Var(Yt) = o ' = const cac thanh p h l n AR, MA cua md hinh ARIMA cht x^t din khi c l c chu6i thdi gian difng va ttnh dUng cua mflt chudi cd t h ^ nh$n biit thdng qua kiem djnh nghi$m d o n vi (Unit root test) vdi phuong trinh: Y, = pY,, + u, (1)
Trong d d ut la sd h^ng chl sai sd n g l u nhi^n vdi cdc g i l dinh r i n g nd c6 g i l t n trung binh b i n g 0, p h u o n g sai a' \i h i n g sd vi khflng tU tucmg quan S6 hang sai sd nay cdn dUi;re b i l t tdi dudi c i i tdn sai sd nhi^u n g l u nhi^n (while noise error term). Phuong trinh (1) la mdt hdi qui bac mdt, hoac AR(1), m l d d 6 g i l tr| hdi qui cua Y tai thdi d i ^ m t dUa tr^n g i l tri cua ehinh n d tai thdi d i l m (t-l), Thyc hi$n h6i qui (1) neu ket q u i p = 1 thi cd t h i kit luin r i n g bi^n n g l u nhien Y^ cd nghiem don vi. Trong kinh te lUdng {vi chudi thdi gian), mflt chu6i thdi gian cd nghiem don vi dUoc goi 11 buOe n g l u nhien (chu6i t h d i gian). va mflt budc ngau nhien la mot thi du cua chudi t h d i gian khdng difng.
3J.2. Cdc budc trong md hinh ARIMA Md hinh ARIMA gdm bdn budc lap: Nhan dang m d hinh; IJOc lUong; Kiem dinh; DU bao.
Budc 1: Nhan dang m f l hinh AR(p)- Q u i trinh tU hoi qui t o n g quat b i c p : Y^ = c + 4i,Y,., + •,Y,.j +...+ 4i^Y,^+ u, (2)
TrUdng h o p p £ 2 tUong ilYig vdi AR(1).
AR(2) c6 phuong trinh sau:
AR(1):Y, = c + *,Y,.t + "r;
AR(2):Y, = c + .ti,Y,.,+4.,Y,.j+U, M d hinh AR(p) dUOC chon thdng qua do thi PAC (tuong quan r i l n g p h l n ) , n l u cd g i l t n cao dang k^ tai d d t r i 1,2,..., p, g i l m n h i l u sau p va dang AC ( t u tuong quan) g i l m d3n.
MA(q) - Qua trinh trung binh trugt tdng q u i t bac q: Y, = c - e , u „ , - 9jU,., -... - 9^u,^ + u, (3)
TrUdng hop q s 2 tUOng yng vdi MA(1) va MA(2) p h u o n g trinh cd dang:
MA(1)'Y, = c - 9 , u , , + u,;
MA(2):Yt = c - e , u , . , - 9 j U , . , + u, Chon m f i hinh MA(ql"nlu dfl thi AC cd gia tri eao tai d d t r i 1,2 q, g i l m n h i l u sau q va dang ham PAC g i l m d i n .
C l c q u i trinh phoi hop t u hdi qui t r u n g binh truot ARMA
Md hinh d u bao ARMA 11 sU ket hop giCra q u i trinh AR v l MA vdi b i c bat ki. Md hinh cd dang tfing q u i t la p h u o n g trinh sau ARMA(p,q) Y, = c - e,u,_, - 9jU,., -... - 9^u,^ + u,+ iti,Y,_, +
(t),Y,,+,..+ 4>/,^ (4) Mfl hinh Box-Jenkins ARlMA(p,d,q) cho
khflng chufti diSng v l d y b l o
Trong thyc t l t h u d n g x u l t hi^n chudi khflng dUng thi p h i l sis d y n g sal p h l n d l xir ly tfnh khflng dilfng trifdc khl p h l n tich v l khl dd y l u tfi thir 3 p h l i k i t h<?p v i o mfl hinh 11 y l u tfi sal phan 1(d), luc d d m 6 hinh t6ng q u i t cd d^ing ARIMA[p,d,q). T r l n mflt chudi thdi gian cd t h ^ d i i n g n h i l u md hinh d y b i o vdi k i t c l u k h l c nhau d l mang 1^1 nhy ng k i t q u i d y b i o tfii Uu thflng qua c l c k i l m d|nh.
Trong d d : Y,, hay Y,, - g i l trj cua d y b i o Y tai thdi d i l m trade nd mflt hay hai t h d i d o ^ n ;
u, , hay u, ^ - g i i trj sal sfi d y b i o d t h d i d i l m trudc d y b i o mflt hay hai t h d i d o ^ n ;
u, - sal sd d y bao ngay t^l thdi d i l m d y b i o vdi kl V9ng u, = 0 mflt c i c h "cd y nghia".
Budc 2: l/dc i u ^ n g cac thflng sfi ciia m d hinh ARIMA{p, d, q)
L/dc luyng nhCrng tham sfi 4>i 6 b i n g hdi quy cac d^ng m f l hinh ARIMA. Xem x^t n h i l u tap g i l tri {p,d,q) khac nhau va t$p g i l trj duyc chQn cd tdng binh phuong p h l n dU dat g i l t n nhd n h l t
Budc 3: Ki^m djnh md hinh Vdi cac (p,d,q) va tham sfi i|>, 6 t i m dUoc tuong Lfng vdi tifng phuong trinh cOa mfl hinh ARIMA, can phai k i l m tra d l x l c djnh m d h1nh nao la thich h d p thdng qua cac k i l m djnh:
P h l n d u hang u, = 0 mflt "cich cd y nghla" hay khdng dua vdo dfi thj AFC ciia p h l n dU; cac kiem dinh t h d n g ke; vi eic chl t i l u AlC (Akaike Information Criterion) va SC (SchwarzCriterion) cd gia trj nhd n h l t .
Budc 4: Dy bao
Clng vdi md hinh ARIMA t i m duyc, d u b i o c l c g i l t n F^ tiep theo vdi sal sfi d y b i o :
B i n g 1. K i l m tra tinh difng cua chudi CCI
-J L k 100% £2.5%
I '^> I
4 . PhAn t i c h da l i £ u v ^ d U b i o 4.1. Klim tra tinh difng K i l m djnh nghidm don vj (Unit root test) vdi phUdng t r i n h : Y, = pY,., + u,
Vdi g i l t h u y l t H^,: p = 1, b i l n n g l u nhiln Y, cd nghidm don vj. Vdi g i l t n t = -0.446, v l m^t gia trj tuy$t dfii I I nhfi hon c l c g i l tri tdi han 1%, S% v l 10% n l n c h i p n h i n g i l t h u y l t H„: p = 1, tLTc chufil CCI t h i h i | n mflt nghidm ddn vi hay chu6i CCI I I khdng d i m g do d d p h i l k i l m tra t i n h dUng ciia chu5i sai p h l n b i c 1,2 (bing 1)
T i l n h i n h l l y l l n luot sai p h l n b i c l(1),l(2) chudi CCI va k i l m tra t i n h d i m g
Odi vdi chudi sal p h l n b i c 2 CCI clc In t h d n g k l tdi han 1 %, 5% v l 10%, dUOc tinh bdi Mackinnon, I I -4.200; -3.175; v l -2.729 tUong umg. Do g i l trj t = -5.527. v l mat g i l tn tuy^t ddi I I Idn hon c l c g i l trj tdi han 1%, 5% v l 10%
n l n lo^i b d g i l t h u y l t H^. p = 1, td'c I I dwi&i CO khdng cd n g h i l m don vj, hay chu&i d(d(CCI) la d i m g ( b i n g 2)
4.2. Nhdn dgng md Mnh:
Trong d d thi tUong quan AC v l PAC trinh bay trong Hinh 1 c l c t u tucmg quan ACF g i l m d dfl t r i 1, sau do, tat c l cdn lai d i u khdng khlc khdng v l m i t t h d n g k l (clc d i u cham trong hinh cho thay c l e g i l trj gidi han tin c l y 95%
g i n dung). C l c t u tuOng quan r i l n g p h l n PAC vdi nhCmg d i n h cao tai ^ t r i 1 cd v l cd;/ nghia t h d n g k l nhUng sd cdn lai khdng cd; do h i sd t u o n g quan r i l n g phan PAC chl cd y nghia t h d n g k l tai d o tre 1, n l n cd thi x l c <^nh dilu n l y n h u 11 m d t m d h)nh AR(1). Ly luan tuong tU cho m d hinh MA{q), d d thj AC cd g i l trj cao t?i dfl t r i 1 v l g i l m n h i l u sau q va d d thi RAC g i l m
Mull Hypothesis: CCI has a unit root Exogenous: Constant
Laq Length: 0 (Automatic based on AlC, MAXLAG=1) Augmented Dickey-Fuller test statistic rest critical values: 1% level
S% level 10% level
t-Stat 0.446 -4.004 -3.099 -2.690
Prob.*
0.977
•MacKinnon (1996) one-sided p-values.
Bing 2. Kilm tra tinh difng cOa chudi sai phln b^c 2 CCI
^luii Hypothesis: D(CCI,2) has a unit nsot Exogenous: Constant
Lag length: 1 (Automatic based on AlC, MAXLAG=1) Augmented Dickey-Fuller test statistic
Test critical values: 1 % level 5% level 10% level
t-Stat -5.527 -4.200 -3.175 -2.729
Prob.' 0.0015
"MacKinnon (1996) one-sided p-values.
S4{ao!n!isx 07.2012
Date:06/28/12 Time:21:37 Sample: 2008Q1 2012Q4 Indiided observations. 15
Autocorrelation Partial Correlation
_L J_
0,790 0.505 0.254 0.089 -0.095 -0.2S6 -0.375 -0.411 -0.396 -0.303 -0.170 -0.061
0.790 -0.315 -0.066 0021 -0.284 -0.090 -0.103 -0.042 -0.050 0.091 0.047 -0.100
11.363 16.374 17.742 17.923 18.151 20.002 24.492 30.656 37.317 42.001 43 834 44.151
0.001 0.000 0.000 0.001 0.003 0.003 0.001 0.000 0.000 0.000 0.000 0.000 Hinh 1. fio thi tumtg quan AC va PAC
Bang3 K ^ t q u I m d h l n h ARIMA (0,2,1) Jependent Variable: D(D(COPI)) ulethod: Least Squares )ate: 06/28/12 Time.22;03 iample (adjusted): 2008Q3 2011Q3 nduded observations: 13 after adjustments jonvergenee achieved after 15 iterations UIABackca5t:2008Q2
Variable Coefficient C 1.3021 IMA(1) -0.9073
^-squared 0.41927 Adjusted R-squared 0.36647 xE of regression 8.05730 Jum squared resid 714.121 .og likelihood -44.4859 -statistic 7.94157 'rob(F-statistic) 0.01673
Std. Error 0.62307 0.06246 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter.
Durbin-W/atson stat t-Statistic
2.08972 -14,52566
Prob.
0.0607 0.0000 -0.0599 10.123 7.1517 7.2386 7.1338 1.8963 nverted MA Roots .91
Bing 4. l o n g hop k i t quS c l c md hinh dU b i o ARIMA vi cSc kiem dinh
r—-—-
Mdhlnh ARIMA (1.0,1) (1,1,1)
J O A i L ,
(1,2.1) Dang Aft! MA
AR(1) MA(1) AR(1) MA(1) MA{1) AR(1) MA(1)
Coeffic- ient 0.976744 0.474611 -0.2201 0.662152 -0.9073 -0.0971 -0.893
Cic kiem dinh t-Stat
5 472 1 7147 -0.4504 1.7676 -14.52 -0.2621 -11.26
Prob.
0 0002 0.1144"
0.662"
0.1076"
0.000 0.7991"
0 Standard
Error 8,501642
8.8017 8.05730 8.74947
AlC 7.3058 7.3869 7.1517 7.3882
SC 7.4427 7.5173 7.2386 7.5094 1
d i n n l n chon q=1 hay mfi hinh MA[1). Do d d mfl hinh ARIMA duoe chon p h l i cd c l c thanh phan AR(1)hayMA(I). (hinh 1)
4.3. t/de lugng vd klim dinh md hinh Lfdc luyng m d h l n h
Thdng qua budc n h i n dang mfl hinh, t i l n hanh thir n g h i l m cho n h i l u md hinh ARIMA n h u ARIMA(0,2,1),(1,0,1),(1,I,1),.. , cudi cUng tim dUdc md hinh tdi Uu cd dang ARIMA(0,1,2) thfing qua c l c ki^m djnh ( b i n g 3)
cac k i l m dinh
Dya vao B i n g 4, M6 hinh duoc chon la ARIMA(0,2.1) do thdng qua eae k i l m dinh: t-Stat vdi mUc y nghia 5% vi cdc chl t i l u Standard Error, AlC (Akaike Information Criterion), SC (Schwarz criterion) cd g i l trj nhd n h l t .
Trln h i n h K i l m dinh p h l n d u hang ut eOa md hinh ARIMA(0,2,1) vdi giS t h i l t H : u = 0 [hinh 2)
Ket q u i sfi hang u, = 0 ve mat thdng ke [eic dau cham trong hinh cho thay c l c g i l trj gidi han tin c l y 95% g i n dung).
4.4. DU b i o
Vdi qua trinh ARIMA(0,2,1) thi phuong trinh d u bao cd dang:
y, = 1.302+ 2y,, - y, ^ - 0.9073u,., (5) Trong dd: YCCI - Gi^ trj dU bao Chi sd g i l xay dung
CCI - Chl so gia xay dUng ddi vdi cong trinh Try s6 cO quan, van phdng thudc khu vUc Ha Noi do Bd xay dung cfing bo
Gia tri dU bao Qui IV nam 2011: Y^^, = 212.46 va k h o i n g tin c l y 95% [207,1485; 217,772]
So sanh k i t q u i dU bao vd^ g i l tri thuc t l d thdi diem QIV nam 2011 la Y^^, = 217.63 G i l trj thuc te nay n i m trong khoang tin cay va gan bang vdi gia tn dU bao Y^^, vdi sai sd dU bao la = 2.38% < 2.5%
5. Ket lu^n
Chi sd gia xay dUng la tieu chi quan trong trong viec danh gia tinh hinh bien ddng cua thi trudng x l y dUng. Cd mdt thyc t l la thfing bao gia ciia n h i l u dja phuong ludn khfing theo kjp nhiimg b i l n dong cua thj trudng, d i l u d d cho thay viec d u bao chl sfi gia xay dUng t l can t h i l t de cd t h i dUa ra mot cai nhin tfing the hon ve thi trUOng xay dyng. Vdi each tinh cUa Bd xay dung, cac chi sd gia x l y dyng n l u tai Tap chi sfi gia xay dung dUdc xac djnh theo phUdng phap thdng ke, tinh toan tif cac sfi l i l u thUe te thu thap ciia c l c d u an d i u t u xay dung cdng trinh
Bing 5. K i t q u i dU bao cua md hinh ARIMA(0,2,1) theo tifng q u i OBS
Yco
SSL^
2008OI NA 1158.74) 2010:QI 147.59 (159.871
2008:QII NA (160.14) 2010:QII 164.45 (165.5)
2008:QII1 15426 (159.44) 2010:QI1I 171.48 (.166.41)
2008K3IV 155.34 (142.661 2010:Q1V 173.22 (171.341
2009Q1 138.69 (138.461 2011:QI 179 28 (192,61)
2009.-011 135.77 (141.26) 2011:Q1I 203.09 [200 5)
2009.<31ll 140.38 (142.66) 2011:0111
211.55 (200 67)
2009:Q1V 143.29 (145 451 2011 QIV
212.46 (217.631
Autocorrelation
1
" 1
•J" !•
•1
!• 1 I- . -1 . !•
Partial Correlation
• • • j
•.
"1
•j
""1
'I . 1 .
1 2 3 4 5 6 7 8 9 10 11 12
AC -0,062
•0.45 0.104 0.251 -0,294 -0.111 0,166 -0.057 -0.329 0.164 0.192 -0.074
PAC -0.062 -0.456 0.043 0.073 -0.262 -0.015
•0.093 -0.146 -0.321 -0.024 -0.118 0.007
Q-Stat 0.0635 3.6522 3.8613 5.2269 7.3276 7.6688 8.5653 8.6913 13.974 15.721 19.317 20.383
Prob 0.056 0.145 0.156 0.12 0.175
0.2 0.276 0.082 0.073 0.036 0.04 Hinh 1. Do thi tUdng quan AC v^ PAC da phSn dU
da vi dang xSy dung d trong nUdc Cac don v|
trong nganh mudn tinh t o i n hay d y bao ngin han chi sd gia xSy dyng phai thyc hi^n mflt khdi luong cdng v i l e tUdng dfii \dn, do d d cac mfi hinh d y bao t r l n chudi thdi gian dUa ra cd t h i xem toi Uu hdn, cac don vi cung c6 t h i t u c^p nhat cae gia tri ma Bd xay dUng ban hanh vi tinh toan cdc gia tn chl sS gia xay d y n g n g i n han tiep theo.Thdng qua nghien cUu niy cd t h i ddng gdp mot sd k i t q u i sau:
Ve mat ly luan:
Gidl thieu md hinh d y bao chi sd gia xay dung cdng trinh tren chuoi thdi gian;
Cd the Ung dung md hinh ARIMA de dU bao cac gia c l , nhu cau tieu t h u eiia vat lieu x l y dung n h u s i t thep, xi mang... ciia cac thang, quy tiep theo d l cae cong ty hay cac nha cung cap cd the dUa ra ke hoach s i n xuat, cung Ung phil hop, han c h l h i n g tdn kho cung n h u d i e n tich kho bai.
V l mat thUe tien
Viec phan tich d u bao c l c rui ro, b i l n dflng thi trudng la mot trong c i c van d l c i p t h i l t trong tinh hinh n l n kinh t l dang c h u y i n bien phUc tap, lam p h l t cao, gia c l vat lieu, chl sd g i l thay ddi l i l n tuc theo xu hudng tang. Do dfi d u bao n g i n han dUOe cac b i l n ddng cua thj trudng xay d y n g thdng qua viec d y b i o chi sfi gia xay dUng de chl sd gia xiy dUng thyc hien diing n h i l m vu eiia nd;
Cd the siJr dung k i t q u i n g h i l n eUu d l tinh t o i n l^uj^^ - myc d d truyt gia binh quan, thay vi l l y trung binh cac chi sfi gia xay dyng edng trinh theo loai cdng trinh cua tfii t h i i u 3 n i m gan n h l t so vdi thdi diem tinh toan.
Han che:
Viec d u bao ban t h i n da t i l m an c l c riii ro trong nd, md hinh dU b i o cd the phij hop d giai doan n l y nhung lai khfing phu hdp vao giai doan khac (do cd sy tang trUdng hay suy thoai ciia cac t h i n h phan p,d,q trong cac trong mo hinh ARIMA). T h i m v i o do md hinh phai sy dung sd lieu qua khU va mfit khi chuoi so lieu diing trong cac md hinh la nhOng sfi l i l u qua khy thi nhOhg y l u to bat n g d mdi khong the tU duoc cap n h l t va do lUdng het trong m d hinh.
do d d p h l i thudng x u y I n c$p nh^t c i c gia tri thyc t l va k i l m tra sy phu h y p ciia mfi hinh.
DO li^u thu t h | p cho vi$c tinh toan cdn it d i n d i n h^n c h l trong sd l i | u d i u v i o l l n dU l i l u d i u ra d l so s i n h ddi c h i l u . Han c h l khach quan nay do v i l e cdng bfi chi sfi gia xSy dUng d nudc ta duoc thuc h i l n d i y dO, d i u dan theo tifng Qui b i t d i u tU nSm 2008. Theo cap n h l t thi Chi sfi g i l xay dung da duyc B6 xay d y n g edng bo theo tUng thang ke tU thang 1 nam 2011. D i l u nay tao d i l u k i l n thu thap dU l i l u tdt hOn de d u bao tren chudi thdi gian k h l c phuc duoc han c h l ciia n g h l l n cUu.
TAIUEUTHAMKHAO
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2. Nguyen Thong, KinhTe Lu'ong Ong Dung, NXB Sal KocQuficGia TpH6ChiMmh,2(}00,
3. Thi Cao HJo, v^ Cic CBng SU, B^n Djch Kinh T^ LUcmg C0 Sd (Basic Econometncs cila Gujarati D N ) Chuong Trinh Rilbnght v^
Giing Day K i n h T l t a i V i e l Nam, 1998;
4. Damodar N Gujarati, Basic Econometrics -Fourth edition, McGraw-Hill International, 2003
5. H o i n g Trpng, Chu Nguyen Mong Ngoc, Thong ki ung di^ng trong kinh t l - xS hoi, NXB Heng Dilc, 2008;
6. Nashwan Dawood, (2000) Forecasting of cost indices in the greek construction industry: a joint methodology approach;
7 ^n Kmh I ^ xSy d^mg - Bfi Xay d^nig, (2010), " M 6 t sfi rin 66 vi llnh todn, cdng bfi vh si) dung Chl so q\i xay dung trong q u i n ly chi p h l f l a u t u x o a ' ; Kinh t f x S y dung, 3-10;
8. TS. Duong Vjn CSn (2010), "Chi sfi g i i xSy d ^ g - Mfii buAt dot mdl cfing l i e q u i n ly chi phi d i u l U x i y dung cfing trinh", Kinh t f x a y d u n g , 1 M 5 ,
9. KS. Nguyen Hong Phuong (2010),"Mfit sfi fif x u i t cho viec cfing bfi chi sfi g i i x i y dung phuc vu cong tac lap va q u i n ly chi p h i d a u l i f x a y d u n g cflng trinh", 16-19;
10. Chapman &C Hall (2000), Time-Series Forecasting, Printed in Ihe United States of America,
11. Baabak Ashuri, Jian Lu (2010), Is It possible to forecast the construction cost index in the USA? Georgia institute of Technology, USA;
1 2 . T h 6 n g t U 0 2 / 2 0 1 l / n - B X D c f l a B a X i y dung ve viec hudng dan x i c dinh v i cfing bfi chi so gia x i y dung,
13 http://kinhtexaydung.gov.vn/
14.www.soxaydung,hanoigov.vn/
Sei^B^if'KVi^^ 07.2012
