{"id":1761,"date":"2023-07-25T02:31:46","date_gmt":"2023-07-25T02:31:46","guid":{"rendered":"https:\/\/statorials.org\/id\/tes-dickey-lebih-lengkap-di-r\/"},"modified":"2023-07-25T02:31:46","modified_gmt":"2023-07-25T02:31:46","slug":"tes-dickey-lebih-lengkap-di-r","status":"publish","type":"post","link":"https:\/\/statorials.org\/id\/tes-dickey-lebih-lengkap-di-r\/","title":{"rendered":"Tes augmented dickey-fuller di r (dengan contoh)"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">Suatu deret waktu dikatakan \u201cstasioner\u201d jika tidak mempunyai tren, menyajikan varian yang konstan dari waktu ke waktu, dan memiliki struktur autokorelasi yang konstan dari waktu ke waktu.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Salah satu cara untuk menguji apakah suatu deret waktu stasioner adalah dengan melakukan <strong>uji Dickey\u2013Fuller yang diperbesar<\/strong> , yang menggunakan hipotesis nol dan hipotesis alternatif berikut:<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub> :<\/strong> Deret waktu tidak stasioner. Dengan kata lain, strukturnya bergantung pada waktu dan variasinya tidak konstan terhadap waktu.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>A<\/sub> :<\/strong> Deret waktu bersifat stasioner.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Jika <a href=\"https:\/\/statorials.org\/id\/p-menghargai-signifikansi-statistik\/\" target=\"_blank\" rel=\"noopener\">p-value<\/a> pengujian berada di bawah tingkat signifikansi tertentu (misalnya \u03b1 = 0,05), maka kita dapat menolak hipotesis nol dan menyimpulkan bahwa deret waktu tersebut stasioner.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Contoh langkah demi langkah berikut menunjukkan cara melakukan uji Dickey-Fuller yang diperbesar di R untuk rangkaian waktu tertentu.<\/span><\/p>\n<h2> <span style=\"color: #000000;\"><strong>Contoh: Tes Augmented Dickey-Fuller di R<\/strong><\/span><\/h2>\n<p> <span style=\"color: #000000;\">Misalkan kita memiliki data deret waktu berikut di R:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong>data &lt;- c(3, 4, 4, 5, 6, 7, 6, 6, 7, 8, 9, 12, 10)<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">Sebelum melakukan uji augmented Dickey-Fuller pada data, kita dapat membuat plot cepat untuk memvisualisasikan data:<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong>plot(data, type=' <span style=\"color: #008000;\">l<\/span> ')\n<\/strong><\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-17239 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/adf2.png\" alt=\"\" width=\"407\" height=\"374\" srcset=\"\" sizes=\"\"><\/p>\n<p> <span style=\"color: #000000;\">Untuk melakukan pengujian Dickey-Fuller yang diperluas, kita dapat menggunakan fungsi <a href=\"https:\/\/www.rdocumentation.org\/packages\/aTSA\/versions\/3.1.2\/topics\/adf.test\" target=\"_blank\" rel=\"noopener\">adf.test()<\/a> dari perpustakaan <b>tseries<\/b> .<\/span><\/p>\n<p> <span style=\"color: #000000;\">Kode berikut menunjukkan cara menggunakan fungsi ini:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #993300;\">library<\/span> (tseries)\n\n<span style=\"color: #008080;\">#perform augmented Dickey-Fuller test<\/span> \nadf.test(data)\n\n\tAugmented Dickey-Fuller Test\n\ndata:data\nDickey-Fuller = -2.2048, Lag order = 2, p-value = 0.4943\nalternative hypothesis: stationary\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">Berikut cara menafsirkan nilai terpenting dari hasil:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\">Statistik pengujian: <strong>-2.2048<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">Nilai P: <strong>0,4943<\/strong><\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">Karena nilai p tidak kurang dari 0,05, kita gagal menolak hipotesis nol.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Artinya deret waktu tidak stasioner. Dengan kata lain, strukturnya bergantung pada waktu dan variasinya tidak konstan terhadap waktu.<\/span><\/p>\n<h2> <span style=\"color: #000000;\"><strong>Sumber daya tambahan<\/strong><\/span><\/h2>\n<p> <span style=\"color: #000000;\">Tutorial berikut menjelaskan cara melakukan tugas umum lainnya di R:<\/span><\/p>\n<p> <a href=\"https:\/\/statorials.org\/id\/uji-tren-mann-kendall-r\/\" target=\"_blank\" rel=\"noopener\">Cara melakukan uji tren Mann-Kendall di R<\/a><br \/> <a href=\"https:\/\/statorials.org\/id\/plot-deret-waktu-di-r\/\" target=\"_blank\" rel=\"noopener\">Cara memplot deret waktu di R<\/a><br \/> <a href=\"https:\/\/statorials.org\/id\/data-tren\/\" target=\"_blank\" rel=\"noopener\">Cara mengurangi tren data<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Suatu deret waktu dikatakan \u201cstasioner\u201d jika tidak mempunyai tren, menyajikan varian yang konstan dari waktu ke waktu, dan memiliki struktur autokorelasi yang konstan dari waktu ke waktu. Salah satu cara untuk menguji apakah suatu deret waktu stasioner adalah dengan melakukan uji Dickey\u2013Fuller yang diperbesar , yang menggunakan hipotesis nol dan hipotesis alternatif berikut: H 0 [&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":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Tes Augmented Dickey-Fuller di R (dengan contoh) - Statologi<\/title>\n<meta name=\"description\" content=\"Tutorial ini menjelaskan cara melakukan tes Dickey-Fuller augmented di R, termasuk contoh langkah demi langkah.\" \/>\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\/id\/tes-dickey-lebih-lengkap-di-r\/\" \/>\n<meta property=\"og:locale\" content=\"id_ID\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Tes Augmented Dickey-Fuller di R (dengan contoh) - Statologi\" \/>\n<meta property=\"og:description\" content=\"Tutorial ini menjelaskan cara melakukan tes Dickey-Fuller augmented di R, termasuk contoh langkah demi langkah.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/statorials.org\/id\/tes-dickey-lebih-lengkap-di-r\/\" \/>\n<meta property=\"og:site_name\" content=\"Statorials\" \/>\n<meta property=\"article:published_time\" content=\"2023-07-25T02:31:46+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/adf2.png\" \/>\n<meta name=\"author\" content=\"Benjamin anderson\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Ditulis oleh\" \/>\n\t<meta name=\"twitter:data1\" content=\"Benjamin anderson\" \/>\n\t<meta name=\"twitter:label2\" content=\"Estimasi waktu membaca\" \/>\n\t<meta name=\"twitter:data2\" content=\"1 menit\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/statorials.org\/id\/tes-dickey-lebih-lengkap-di-r\/\",\"url\":\"https:\/\/statorials.org\/id\/tes-dickey-lebih-lengkap-di-r\/\",\"name\":\"Tes Augmented Dickey-Fuller di R (dengan contoh) - Statologi\",\"isPartOf\":{\"@id\":\"https:\/\/statorials.org\/id\/#website\"},\"datePublished\":\"2023-07-25T02:31:46+00:00\",\"dateModified\":\"2023-07-25T02:31:46+00:00\",\"author\":{\"@id\":\"https:\/\/statorials.org\/id\/#\/schema\/person\/3d17a1160dd2d052b7c78e502cb9ec81\"},\"description\":\"Tutorial ini menjelaskan cara melakukan tes Dickey-Fuller augmented di R, termasuk contoh langkah demi langkah.\",\"breadcrumb\":{\"@id\":\"https:\/\/statorials.org\/id\/tes-dickey-lebih-lengkap-di-r\/#breadcrumb\"},\"inLanguage\":\"id\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/statorials.org\/id\/tes-dickey-lebih-lengkap-di-r\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/statorials.org\/id\/tes-dickey-lebih-lengkap-di-r\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Home\",\"item\":\"https:\/\/statorials.org\/id\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Tes augmented dickey-fuller di r (dengan contoh)\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\/\/statorials.org\/id\/#website\",\"url\":\"https:\/\/statorials.org\/id\/\",\"name\":\"Statorials\",\"description\":\"Panduan anda untuk kompetensi statistik!\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\/\/statorials.org\/id\/?s={search_term_string}\"},\"query-input\":\"required name=search_term_string\"}],\"inLanguage\":\"id\"},{\"@type\":\"Person\",\"@id\":\"https:\/\/statorials.org\/id\/#\/schema\/person\/3d17a1160dd2d052b7c78e502cb9ec81\",\"name\":\"Benjamin anderson\",\"image\":{\"@type\":\"ImageObject\",\"inLanguage\":\"id\",\"@id\":\"https:\/\/statorials.org\/id\/#\/schema\/person\/image\/\",\"url\":\"http:\/\/statorials.org\/id\/wp-content\/uploads\/2023\/10\/Dr.-Benjamin-Anderson-96x96.jpg\",\"contentUrl\":\"http:\/\/statorials.org\/id\/wp-content\/uploads\/2023\/10\/Dr.-Benjamin-Anderson-96x96.jpg\",\"caption\":\"Benjamin anderson\"},\"description\":\"Halo, saya Benjamin, pensiunan profesor statistika yang menjadi guru Statorial yang berdedikasi. 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