厦门市商品住宅价格月度报告通常于下个月初发布,这使得政府对房地产市场的调控具有一定程度的滞后.为能够较为准确的预测房价走势,便于政府适时地提出妥当的决策措施,利用两状态一阶自回归马尔科夫区制转换模型对厦门市2006年至2011年商品住宅月度价格的非线性动态变化进行分析,并对2012年1月至4月的价格进行预测.实证结果表明模型能够形象地表现出厦门商品住宅价格的周期性波动,并较好地进行价格预测. Xiamen monthly report of commodity housing prices is usually released early next month, which makes the government regulation of the real estate market has a certain degree of lag in order to be able to more accurately predict the trend of housing prices, to facilitate timely and appropriate government decision-making measures to take advantage of the two states First-order autoregressive Markov Regime conversion model analyzes the non-linear dynamic changes of monthly prices of commercial residential buildings in Xiamen from 2006 to 2011 and predicts the price from January to April in 2012. The empirical results show that the model can Image shows the cyclical fluctuations in commodity prices in Xiamen, and better price forecasts.