{"id":1164,"date":"2023-07-27T10:53:00","date_gmt":"2023-07-27T10:53:00","guid":{"rendered":"https:\/\/statorials.org\/cn\/r%e4%b8%ad%e7%9a%84%e6%bb%9a%e5%8a%a8%e7%9b%b8%e5%85%b3%e6%80%a7\/"},"modified":"2023-07-27T10:53:00","modified_gmt":"2023-07-27T10:53:00","slug":"r%e4%b8%ad%e7%9a%84%e6%bb%9a%e5%8a%a8%e7%9b%b8%e5%85%b3%e6%80%a7","status":"publish","type":"post","link":"https:\/\/statorials.org\/cn\/r%e4%b8%ad%e7%9a%84%e6%bb%9a%e5%8a%a8%e7%9b%b8%e5%85%b3%e6%80%a7\/","title":{"rendered":"\u5982\u4f55\u8ba1\u7b97r\u4e2d\u7684\u6ed1\u52a8\u76f8\u5173\u6027"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><strong>\u6eda\u52a8\u76f8\u5173\u6027<\/strong>\u662f\u6ed1\u52a8\u7a97\u53e3\u4e0a\u4e24\u4e2a\u65f6\u95f4\u5e8f\u5217\u4e4b\u95f4\u7684\u76f8\u5173\u6027\u3002\u8fd9\u79cd\u7c7b\u578b\u7684\u76f8\u5173\u6027\u7684\u597d\u5904\u4e4b\u4e00\u662f\u60a8\u53ef\u4ee5\u53ef\u89c6\u5316\u4e24\u4e2a\u65f6\u95f4\u5e8f\u5217\u4e4b\u95f4\u968f\u65f6\u95f4\u7684\u76f8\u5173\u6027\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u672c\u6559\u7a0b\u4ecb\u7ecd\u5982\u4f55\u5728 R \u4e2d\u8ba1\u7b97\u6eda\u52a8\u76f8\u5173\u6027\u3002<\/span><\/p>\n<h3><strong>\u5982\u4f55\u8ba1\u7b97 R \u4e2d\u7684\u6eda\u52a8\u76f8\u5173\u6027<\/strong><\/h3>\n<p><span style=\"color: #000000;\">\u5047\u8bbe\u6211\u4eec\u6709\u4ee5\u4e0b\u6570\u636e\u6846\uff0c\u663e\u793a 15 \u4e2a\u6708\u5185\u4e24\u79cd\u4e0d\u540c\u4ea7\u54c1\uff08 <em>x<\/em>\u548c<em>y<\/em> \uff09\u9500\u552e\u7684\u4ea7\u54c1\u603b\u6570\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#create data<\/span>\ndata &lt;- data.frame(month=1:15,\n                   x=c(13, 15, 16, 15, 17, 20, 22, 24, 25, 26, 23, 24, 23, 22, 20),\n                   y=c(22, 24, 23, 27, 26, 26, 27, 30, 33, 32, 27, 25, 28, 26, 28))\n\n<span style=\"color: #008080;\">#view first six rows\n<\/span>head(data)\n\n  month xy\n1 1 13 22\n2 2 15 24\n3 3 16 23\n4 4 15 27\n5 5 17 26\n6 6 20 26<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u8981\u8ba1\u7b97 R \u4e2d\u7684\u6eda\u52a8\u76f8\u5173\u6027\uff0c\u6211\u4eec\u53ef\u4ee5\u4f7f\u7528<strong>Zoo<\/strong>\u5305\u4e2d\u7684<a href=\"https:\/\/www.rdocumentation.org\/packages\/zoo\/versions\/1.8-8\/topics\/rollapply\" target=\"_blank\" rel=\"noopener noreferrer\">rollapply() \u51fd\u6570<\/a>\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8be5\u51fd\u6570\u4f7f\u7528\u4ee5\u4e0b\u8bed\u6cd5\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>rollapply\uff08\u6570\u636e\uff0c\u5bbd\u5ea6\uff0cFUN\uff0cby.column = TRUE\uff09<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u91d1\u5b50\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>data\uff1a<\/strong>\u6570\u636e\u6846\u7684\u540d\u79f0<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>width\uff1a<\/strong>\u6307\u5b9a\u6ed1\u52a8\u76f8\u5173\u7a97\u53e3\u5bbd\u5ea6\u7684\u6574\u6570<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>FUN\uff1a<\/strong>\u8981\u5e94\u7528\u7684\u51fd\u6570\u3002<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>by.column\uff1a<\/strong>\u6307\u5b9a\u662f\u5426\u5c06\u51fd\u6570\u5355\u72ec\u5e94\u7528\u4e8e\u6bcf\u4e00\u5217\u3002\u9ed8\u8ba4\u60c5\u51b5\u4e0b\u8fd9\u662f TRUE\uff0c\u4f46\u8981\u8ba1\u7b97\u6eda\u52a8\u76f8\u5173\u6027\uff0c\u6211\u4eec\u9700\u8981\u6307\u5b9a\u5b83\u662f FALSE\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u4ee5\u4e0b\u662f\u5982\u4f55\u4f7f\u7528\u6b64\u51fd\u6570\u8ba1\u7b97\u4ea7\u54c1<em>x<\/em>\u548c\u4ea7\u54c1<em>y<\/em>\u4e4b\u95f4\u9500\u552e\u989d\u7684 3 \u4e2a\u6708\u6eda\u52a8\u76f8\u5173\u6027\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#calculate 3-month rolling correlation between sales for <em>x<\/em> and <em>y<\/em><\/span>\nrollapply(data, width=3, <span style=\"color: #3366ff;\">function<\/span> (x) cor(x[,2],x[,3]), by.column= <span style=\"color: #008000;\">FALSE<\/span> )\n\n [1] 0.6546537 -0.6933752 -0.2401922 -0.8029551 0.8029551 0.9607689\n [7] 0.9819805 0.6546537 0.8824975 0.8170572 -0.9449112 -0.3273268\n[13] -0.1889822\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u6b64\u51fd\u6570\u8fd4\u56de\u8fc7\u53bb 3 \u4e2a\u6708\u4e24\u79cd\u4ea7\u54c1\u9500\u552e\u989d\u4e4b\u95f4\u7684\u76f8\u5173\u6027\u3002\u4f8b\u5982\uff1a<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u7b2c 1-3 \u4e2a\u6708\u9500\u552e\u989d\u7684\u76f8\u5173\u6027\u4e3a<strong>0.6546537<\/strong> \u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u7b2c 2-4 \u4e2a\u6708\u7684\u9500\u552e\u76f8\u5173\u6027\u4e3a<strong>-0.6933752\u3002<\/strong><\/span><\/li>\n<li><span style=\"color: #000000;\">\u7b2c 3-5 \u4e2a\u6708\u7684\u9500\u552e\u76f8\u5173\u6027\u4e3a<strong>-0.2401922\u3002<\/strong><\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u7b49\u7b49\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6211\u4eec\u53ef\u4ee5\u8f7b\u677e\u8c03\u6574\u8fd9\u4e2a\u516c\u5f0f\u6765\u8ba1\u7b97\u4e0d\u540c\u65f6\u95f4\u6bb5\u7684\u6eda\u52a8\u76f8\u5173\u6027\u3002\u4f8b\u5982\uff0c\u4ee5\u4e0b\u4ee3\u7801\u663e\u793a\u4e86\u5982\u4f55\u8ba1\u7b97\u4e24\u4e2a\u4ea7\u54c1\u4e4b\u95f4\u7684 6 \u4e2a\u6708\u9500\u552e\u989d\u6eda\u52a8\u76f8\u5173\u6027\uff1a<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#calculate 6-month rolling correlation between sales for <em>x<\/em> and <em>y<\/em><\/span>\nrollapply(data, width=6, <span style=\"color: #3366ff;\">function<\/span> (x) cor(x[,2],x[,3]), by.column= <span style=\"color: #008000;\">FALSE<\/span> )\n\n [1] 0.5587415 0.4858553 0.6931033 0.7564756 0.8959291 0.9067715 0.7155418\n [8] 0.7173740 0.7684468 0.4541476\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u6b64\u51fd\u6570\u8fd4\u56de\u8fc7\u53bb 6 \u4e2a\u6708\u5185\u4e24\u79cd\u4ea7\u54c1\u9500\u552e\u989d\u4e4b\u95f4\u7684\u76f8\u5173\u6027\u3002\u4f8b\u5982\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\">1-6 \u6708\u4efd\u9500\u552e\u989d\u7684\u76f8\u5173\u6027\u4e3a<strong>0.5587415<\/strong> \u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u7b2c 2-7 \u4e2a\u6708\u7684\u9500\u552e\u76f8\u5173\u6027\u4e3a<strong>0.4858553\u3002<\/strong><\/span><\/li>\n<li><span style=\"color: #000000;\">\u7b2c 3-8 \u4e2a\u6708\u7684\u9500\u552e\u76f8\u5173\u6027\u4e3a<strong>0.6931033\u3002<\/strong><\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u7b49\u7b49\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u8bc4\u8bba<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u4f7f\u7528 rollapply() \u51fd\u6570\u65f6\u8bf7\u8bb0\u4f4f\u4ee5\u4e0b\u51e0\u70b9\uff1a<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\"><strong>\u5bbd\u5ea6<\/strong>\uff08\u5373\u4e0b\u62c9\u7a97\u53e3\uff09\u5fc5\u987b\u7b49\u4e8e\u6216\u5927\u4e8e 3 \u624d\u80fd\u8ba1\u7b97\u76f8\u5173\u6027\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u5728\u4e0a\u9762\u7684\u516c\u5f0f\u4e2d\uff0c\u6211\u4eec\u4f7f\u7528 cor(x[,2],x[3]) \u56e0\u4e3a\u6211\u4eec\u60f3\u8981\u8ba1\u7b97\u76f8\u5173\u6027\u7684\u4e24\u5217\u4f4d\u4e8e\u4f4d\u7f6e<strong>2<\/strong>\u548c<strong>3<\/strong> \u3002\u5982\u679c\u60a8\u611f\u5174\u8da3\u7684\u5217\u4f4d\u4e8e\u4e0d\u540c\u7684\u4f4d\u7f6e\uff0c\u8bf7\u8c03\u6574\u8fd9\u4e9b\u6570\u5b57\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\"><strong>\u76f8\u5173\uff1a<\/strong><\/span><a href=\"https:\/\/statorials.org\/cn\/\u6eda\u52a8\u76f8\u5173\u6027excel\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u5982\u4f55\u5728 Excel \u4e2d\u8ba1\u7b97\u6eda\u52a8\u76f8\u5173\u6027<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u6eda\u52a8\u76f8\u5173\u6027\u662f\u6ed1\u52a8\u7a97\u53e3\u4e0a\u4e24\u4e2a\u65f6\u95f4\u5e8f\u5217\u4e4b\u95f4\u7684\u76f8\u5173\u6027\u3002\u8fd9\u79cd\u7c7b\u578b\u7684\u76f8\u5173\u6027\u7684\u597d\u5904\u4e4b\u4e00\u662f\u60a8\u53ef\u4ee5\u53ef\u89c6\u5316\u4e24\u4e2a\u65f6\u95f4\u5e8f\u5217\u4e4b\u95f4\u968f\u65f6\u95f4 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-1164","post","type-post","status-publish","format-standard","hentry","category-11"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>\u5982\u4f55\u5728 R \u4e2d\u8ba1\u7b97\u6eda\u52a8\u76f8\u5173\u6027 - Statorials<\/title>\n<meta name=\"description\" content=\"\u672c\u6559\u7a0b\u901a\u8fc7\u51e0\u4e2a\u793a\u4f8b\u89e3\u91ca\u4e86\u5982\u4f55\u5728 R \u4e2d\u8ba1\u7b97\u6eda\u52a8\u76f8\u5173\u6027\u3002\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/statorials.org\/cn\/r\u4e2d\u7684\u6eda\u52a8\u76f8\u5173\u6027\/\" \/>\n<meta property=\"og:locale\" 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