{"id":1371,"date":"2023-07-26T15:59:42","date_gmt":"2023-07-26T15:59:42","guid":{"rendered":"https:\/\/statorials.org\/ar\/%d8%a7%d8%ae%d8%aa%d8%a8%d8%a7%d8%b1-%d8%aa%d8%b4%d8%a7%d9%88-%d9%81%d9%8a-%d8%b5\/"},"modified":"2023-07-26T15:59:42","modified_gmt":"2023-07-26T15:59:42","slug":"%d8%a7%d8%ae%d8%aa%d8%a8%d8%a7%d8%b1-%d8%aa%d8%b4%d8%a7%d9%88-%d9%81%d9%8a-%d8%b5","status":"publish","type":"post","link":"https:\/\/statorials.org\/ar\/%d8%a7%d8%ae%d8%aa%d8%a8%d8%a7%d8%b1-%d8%aa%d8%b4%d8%a7%d9%88-%d9%81%d9%8a-%d8%b5\/","title":{"rendered":"\u0643\u064a\u0641\u064a\u0629 \u0625\u062c\u0631\u0627\u0621 \u0627\u062e\u062a\u0628\u0627\u0631 \u062a\u0634\u0627\u0648 \u0641\u064a r"},"content":{"rendered":"<p><\/p>\n<hr>\n<p style=\";text-align:right;direction:rtl\"><span style=\"color: #000000;\">\u064a\u062a\u0645 \u0627\u0633\u062a\u062e\u062f\u0627\u0645 <a href=\"https:\/\/statorials.org\/ar\/\u0627\u062e\u062a\u0628\u0627\u0631-\u0627\u0644\u063a\u0630\u0627\u0621\/\" target=\"_blank\" rel=\"noopener\">\u0627\u062e\u062a\u0628\u0627\u0631 Chow<\/a> \u0644\u0627\u062e\u062a\u0628\u0627\u0631 \u0645\u0627 \u0625\u0630\u0627 \u0643\u0627\u0646\u062a \u0645\u0639\u0627\u0645\u0644\u0627\u062a \u0646\u0645\u0648\u0630\u062c\u064a \u0627\u0644\u0627\u0646\u062d\u062f\u0627\u0631 \u0627\u0644\u0645\u062e\u062a\u0644\u0641\u064a\u0646 \u0641\u064a \u0645\u062c\u0645\u0648\u0639\u0627\u062a \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u0627\u0644\u0645\u062e\u062a\u0644\u0641\u0629 \u0645\u062a\u0633\u0627\u0648\u064a\u0629.<\/span><\/p>\n<p style=\";text-align:right;direction:rtl\"> <span style=\"color: #000000;\">\u064a\u064f\u0633\u062a\u062e\u062f\u0645 \u0647\u0630\u0627 \u0627\u0644\u0627\u062e\u062a\u0628\u0627\u0631 \u0639\u0627\u062f\u0629\u064b \u0641\u064a \u0645\u062c\u0627\u0644 \u0627\u0644\u0627\u0642\u062a\u0635\u0627\u062f \u0627\u0644\u0642\u064a\u0627\u0633\u064a \u0645\u0639 \u0628\u064a\u0627\u0646\u0627\u062a \u0627\u0644\u0633\u0644\u0627\u0633\u0644 \u0627\u0644\u0632\u0645\u0646\u064a\u0629 \u0644\u062a\u062d\u062f\u064a\u062f \u0645\u0627 \u0625\u0630\u0627 \u0643\u0627\u0646 \u0647\u0646\u0627\u0643 \u0627\u0646\u0642\u0637\u0627\u0639 \u0647\u064a\u0643\u0644\u064a \u0641\u064a \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u0641\u064a \u0648\u0642\u062a \u0645\u0639\u064a\u0646.<\/span><\/p>\n<p style=\";text-align:right;direction:rtl\"> <span style=\"color: #000000;\">\u064a\u0648\u0641\u0631 \u0647\u0630\u0627 \u0627\u0644\u0628\u0631\u0646\u0627\u0645\u062c \u0627\u0644\u062a\u0639\u0644\u064a\u0645\u064a \u0645\u062b\u0627\u0644\u0627\u064b \u062e\u0637\u0648\u0629 \u0628\u062e\u0637\u0648\u0629 \u062d\u0648\u0644 \u0643\u064a\u0641\u064a\u0629 \u0625\u062c\u0631\u0627\u0621 \u0627\u062e\u062a\u0628\u0627\u0631 Chow \u0641\u064a R.<\/span><\/p>\n<h3 style=\";text-align:right;direction:rtl\"> <span style=\"color: #000000;\"><strong>\u0627\u0644\u062e\u0637\u0648\u0629 1: \u0625\u0646\u0634\u0627\u0621 \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a<\/strong><\/span><\/h3>\n<p style=\";text-align:right;direction:rtl\"> <span style=\"color: #000000;\">\u0623\u0648\u0644\u0627\u064b\u060c \u0633\u0646\u0642\u0648\u0645 \u0628\u0625\u0646\u0634\u0627\u0621 \u0628\u064a\u0627\u0646\u0627\u062a \u0645\u0632\u064a\u0641\u0629:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#create data<\/span>\ndata &lt;- data.frame(x = c(1, 1, 2, 3, 4, 4, 5, 5, 6, 7, 7, 8, 8, 9, 10, 10,\n                         11, 12, 12, 13, 14, 15, 15, 16, 17, 18, 18, 19, 20, 20),\n                   y = c(3, 5, 6, 10, 13, 15, 17, 14, 20, 23, 25, 27, 30, 30, 31,\n                         33, 32, 32, 30, 32, 34, 34, 37, 35, 34, 36, 34, 37, 38, 36))\n\n<span style=\"color: #008080;\">#view first six rows of data<\/span>\nhead(data)\n\n  xy\n1 1 3\n2 1 5\n3 2 6\n4 3 10\n5 4 13\n6 4 15\n<\/strong><\/pre>\n<h3 style=\";text-align:right;direction:rtl\"> <span style=\"color: #000000;\"><strong>\u0627\u0644\u062e\u0637\u0648\u0629 2: \u062a\u0635\u0648\u0631 \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a<\/strong><\/span><\/h3>\n<p style=\";text-align:right;direction:rtl\"> <span style=\"color: #000000;\">\u0628\u0639\u062f \u0630\u0644\u0643\u060c \u0633\u0646\u0642\u0648\u0645 \u0628\u0625\u0646\u0634\u0627\u0621 \u0645\u062e\u0637\u0637 \u062a\u0634\u062a\u062a \u0628\u0633\u064a\u0637 \u0644\u062a\u0635\u0648\u0631 \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a:<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#load ggplot2 visualization package\n<\/span><span style=\"color: #993300;\">library<\/span> (ggplot2)\n\n<span style=\"color: #008080;\">#create scatterplot\n<\/span>ggplot(data, <span style=\"color: #3366ff;\">aes<\/span> (x = x, y = y)) +\n    geom_point(col=' <span style=\"color: #008000;\">steelblue<\/span> ', size= <span style=\"color: #008000;\">3<\/span> )\n<\/strong><\/pre>\n<p style=\";text-align:right;direction:rtl\"><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-13615 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/bouffer1.png\" alt=\"\u0627\u062e\u062a\u0628\u0627\u0631 \u0627\u0644\u063a\u0630\u0627\u0621 \u0641\u064a \u0631\" width=\"419\" height=\"418\" srcset=\"\" sizes=\"\"><\/p>\n<p style=\";text-align:right;direction:rtl\"> <span style=\"color: #000000;\">\u0645\u0646 \u0645\u062e\u0637\u0637 \u0627\u0644\u062a\u0634\u062a\u062a\u060c \u064a\u0645\u0643\u0646\u0646\u0627 \u0623\u0646 \u0646\u0631\u0649 \u0623\u0646 \u0627\u0644\u0646\u0645\u0637 \u0641\u064a \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u064a\u0628\u062f\u0648 \u0648\u0643\u0623\u0646\u0647 \u064a\u062a\u063a\u064a\u0631 \u0639\u0646\u062f x = 10. \u0648\u0628\u0627\u0644\u062a\u0627\u0644\u064a\u060c \u064a\u0645\u0643\u0646\u0646\u0627 \u0625\u062c\u0631\u0627\u0621 \u0627\u062e\u062a\u0628\u0627\u0631 Chow \u0644\u062a\u062d\u062f\u064a\u062f \u0645\u0627 \u0625\u0630\u0627 \u0643\u0627\u0646\u062a \u0647\u0646\u0627\u0643 \u0646\u0642\u0637\u0629 \u0627\u0646\u0642\u0637\u0627\u0639 \u0647\u064a\u0643\u0644\u064a\u0629 \u0641\u064a \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u0639\u0646\u062f x = 10.<\/span><\/p>\n<h3 style=\";text-align:right;direction:rtl\"> <span style=\"color: #000000;\"><strong>\u0627\u0644\u062e\u0637\u0648\u0629 3: \u0625\u062c\u0631\u0627\u0621 \u0627\u062e\u062a\u0628\u0627\u0631 \u062a\u0634\u0627\u0648<\/strong><\/span><\/h3>\n<p style=\";text-align:right;direction:rtl\"> <span style=\"color: #000000;\">\u064a\u0645\u0643\u0646\u0646\u0627 \u0627\u0633\u062a\u062e\u062f\u0627\u0645<\/span> \u0627\u0644\u062f\u0627\u0644\u0629 <a href=\"https:\/\/www.rdocumentation.org\/packages\/strucchange\/versions\/1.5-2\/topics\/sctest\" target=\"_blank\" rel=\"noopener\">sctest<\/a> <span style=\"color: #000000;\">\u0645\u0646 \u0627\u0644\u062d\u0632\u0645\u0629 <strong>strucchange<\/strong> \u0644\u0625\u062c\u0631\u0627\u0621 \u0627\u062e\u062a\u0628\u0627\u0631 Chow:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#load strucchange package\n<\/span><span style=\"color: #993300;\">library<\/span> (strucchange)\n\n<span style=\"color: #008080;\">#perform Chow test<\/span>\nsctest(data$y ~ data$x, type = \" <span style=\"color: #008000;\">Chow<\/span> \", point = <span style=\"color: #008000;\">10<\/span> )\n\n\tChow test\n\ndata: data$y ~ data$x\nF = 110.14, p-value = 2.023e-13\n<\/strong><\/pre>\n<p style=\";text-align:right;direction:rtl\"> <span style=\"color: #000000;\">\u0648\u0645\u0646 \u0646\u062a\u064a\u062c\u0629 \u0627\u0644\u0627\u062e\u062a\u0628\u0627\u0631 \u064a\u0645\u0643\u0646\u0646\u0627 \u0623\u0646 \u0646\u0631\u0649:<\/span><\/p>\n<ul style=\";text-align:right;direction:rtl\">\n<li style=\";text-align:right;direction:rtl\"> <span style=\"color: #000000;\"><strong>\u0625\u062d\u0635\u0627\u0626\u064a\u0627\u062a<\/strong> <strong>\u0627\u062e\u062a\u0628\u0627\u0631 F<\/strong> : 110.14<\/span><\/li>\n<li style=\";text-align:right;direction:rtl\"> <span style=\"color: #000000;\"><strong>\u0627\u0644\u0642\u064a\u0645\u0629 p:<\/strong> &lt;.0000<\/span><\/li>\n<\/ul>\n<p style=\";text-align:right;direction:rtl\"> <span style=\"color: #000000;\">\u0648\u0628\u0645\u0627 \u0623\u0646 \u0627\u0644\u0642\u064a\u0645\u0629 p \u0623\u0642\u0644 \u0645\u0646 0.05\u060c \u064a\u0645\u0643\u0646\u0646\u0627 \u0631\u0641\u0636 \u0627\u0644\u0641\u0631\u0636\u064a\u0629 \u0627\u0644\u0635\u0641\u0631\u064a\u0629 \u0644\u0644\u0627\u062e\u062a\u0628\u0627\u0631. \u0648\u0647\u0630\u0627 \u064a\u0639\u0646\u064a \u0623\u0646 \u0644\u062f\u064a\u0646\u0627 \u0645\u0627 \u064a\u0643\u0641\u064a \u0645\u0646 \u0627\u0644\u0623\u062f\u0644\u0629 \u0644\u0646\u0642\u0648\u0644 \u0628\u0648\u062c\u0648\u062f \u0646\u0642\u0637\u0629 \u062a\u0648\u0642\u0641 \u0647\u064a\u0643\u0644\u064a\u0629 \u0641\u064a \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a.<\/span><\/p>\n<p style=\";text-align:right;direction:rtl\"> <span style=\"color: #000000;\">\u0628\u0645\u0639\u0646\u0649 \u0622\u062e\u0631\u060c \u064a\u0645\u0643\u0646 \u0644\u062e\u0637\u064a \u0627\u0644\u0627\u0646\u062d\u062f\u0627\u0631 \u0623\u0646 \u064a\u062a\u0646\u0627\u0633\u0628\u0627 \u0645\u0639 \u0627\u0644\u0646\u0645\u0648\u0630\u062c \u0641\u064a \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u0628\u0634\u0643\u0644 \u0623\u0643\u062b\u0631 \u0641\u0639\u0627\u0644\u064a\u0629 \u0645\u0646 \u062e\u0637 \u0627\u0646\u062d\u062f\u0627\u0631 \u0648\u0627\u062d\u062f.<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u064a\u062a\u0645 \u0627\u0633\u062a\u062e\u062f\u0627\u0645 \u0627\u062e\u062a\u0628\u0627\u0631 Chow \u0644\u0627\u062e\u062a\u0628\u0627\u0631 \u0645\u0627 \u0625\u0630\u0627 \u0643\u0627\u0646\u062a \u0645\u0639\u0627\u0645\u0644\u0627\u062a \u0646\u0645\u0648\u0630\u062c\u064a \u0627\u0644\u0627\u0646\u062d\u062f\u0627\u0631 \u0627\u0644\u0645\u062e\u062a\u0644\u0641\u064a\u0646 \u0641\u064a \u0645\u062c\u0645\u0648\u0639\u0627\u062a \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u0627\u0644\u0645\u062e\u062a\u0644\u0641\u0629 \u0645\u062a\u0633\u0627\u0648\u064a\u0629. \u064a\u064f\u0633\u062a\u062e\u062f\u0645 \u0647\u0630\u0627 \u0627\u0644\u0627\u062e\u062a\u0628\u0627\u0631 \u0639\u0627\u062f\u0629\u064b \u0641\u064a \u0645\u062c\u0627\u0644 \u0627\u0644\u0627\u0642\u062a\u0635\u0627\u062f \u0627\u0644\u0642\u064a\u0627\u0633\u064a \u0645\u0639 \u0628\u064a\u0627\u0646\u0627\u062a \u0627\u0644\u0633\u0644\u0627\u0633\u0644 \u0627\u0644\u0632\u0645\u0646\u064a\u0629 \u0644\u062a\u062d\u062f\u064a\u062f \u0645\u0627 \u0625\u0630\u0627 \u0643\u0627\u0646 \u0647\u0646\u0627\u0643 \u0627\u0646\u0642\u0637\u0627\u0639 \u0647\u064a\u0643\u0644\u064a \u0641\u064a \u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a \u0641\u064a \u0648\u0642\u062a \u0645\u0639\u064a\u0646. \u064a\u0648\u0641\u0631 \u0647\u0630\u0627 \u0627\u0644\u0628\u0631\u0646\u0627\u0645\u062c \u0627\u0644\u062a\u0639\u0644\u064a\u0645\u064a \u0645\u062b\u0627\u0644\u0627\u064b \u062e\u0637\u0648\u0629 \u0628\u062e\u0637\u0648\u0629 \u062d\u0648\u0644 \u0643\u064a\u0641\u064a\u0629 \u0625\u062c\u0631\u0627\u0621 \u0627\u062e\u062a\u0628\u0627\u0631 Chow \u0641\u064a R. 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