{"id":2660,"date":"2023-07-21T07:21:55","date_gmt":"2023-07-21T07:21:55","guid":{"rendered":"https:\/\/statorials.org\/id\/tes-kpss-di-r\/"},"modified":"2023-07-21T07:21:55","modified_gmt":"2023-07-21T07:21:55","slug":"tes-kpss-di-r","status":"publish","type":"post","link":"https:\/\/statorials.org\/id\/tes-kpss-di-r\/","title":{"rendered":"Cara melakukan tes kpss di r (termasuk contoh)"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><strong>Uji KPSS<\/strong> dapat digunakan untuk mengetahui apakah suatu deret waktu mempunyai tren yang stasioner.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Pengujian ini menggunakan hipotesis nol dan alternatif berikut:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub><\/strong> : Deret waktu mempunyai tren yang stasioner.<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>H <sub>A<\/sub><\/strong> : Deret waktu <em>tidak mempunyai<\/em> tren yang stasioner.<\/span><\/li>\n<\/ul>\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 menolak hipotesis nol dan menyimpulkan bahwa deret waktu tidak mempunyai tren yang stasioner.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Jika tidak, kita akan gagal menolak hipotesis nol.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Contoh berikut menunjukkan cara melakukan tes KPSS di R.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>Contoh 1: Tes KPSS di R (dengan data stasioner)<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">Pertama, mari buat beberapa data palsu di R untuk digunakan:<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#make this example reproducible\n<span style=\"color: #000000;\">set. <span style=\"color: #3366ff;\">seeds<\/span> (100)\n\n<span style=\"color: #008080;\">#create time series data\n<\/span>data&lt;-rnorm(100)\n\n<span style=\"color: #008080;\">#plot time series data as line plot\n<\/span>plot(data, type=' <span style=\"color: #ff0000;\">l<\/span> ')<\/span><\/span><\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-23441 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/kpss1.jpg\" alt=\"\" width=\"441\" height=\"404\" srcset=\"\" sizes=\"\"><\/p>\n<p> <span style=\"color: #000000;\">Kita dapat menggunakan fungsi <strong>kpss.test()<\/strong> dari paket <strong>tseries<\/strong> untuk melakukan pengujian KPSS pada data deret waktu ini:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008000;\">library<\/span> (tseries)\n\n<span style=\"color: #008080;\">#perform KPSS test<\/span>\nkpss. <span style=\"color: #3366ff;\">test<\/span> (data, null=\" <span style=\"color: #008000;\">Trend<\/span> \")\n\n\tKPSS Test for Trend Stationarity\n\ndata:data\nKPSS Trend = 0.034563, Truncation lag parameter = 4, p-value = 0.1\n\nWarning message:\nIn kpss.test(data, null = \"Trend\"): p-value greater than printed p-value\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">Nilai p-nya adalah <strong>0,1<\/strong> . Karena nilai ini tidak kurang dari 0,05, kami gagal menolak hipotesis nol uji KPSS.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Artinya kita dapat berasumsi bahwa deret waktu mempunyai tren yang stasioner.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>Catatan<\/strong> : Nilai p sebenarnya masih lebih besar dari 0,1, namun nilai terendah yang dihasilkan fungsi kpss.test() adalah 0,1.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>Contoh 2: Tes KPSS di R (dengan data non stasioner)<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">Pertama, mari buat beberapa data palsu di R untuk digunakan:<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#make this example reproducible<span style=\"color: #000000;\">\n\n<span style=\"color: #008080;\">#create time series data\n<\/span>data &lt;-c(0, 3, 4, 3, 6, 7, 5, 8, 15, 13, 19, 12, 29, 15, 45, 23, 67, 45)\n\n<span style=\"color: #008080;\">#plot time series data as line plot\n<\/span>plot(data, type=' <span style=\"color: #ff0000;\">l<\/span> ')<\/span><\/span><\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-23443 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/kpss2.jpg\" alt=\"\" width=\"408\" height=\"369\" srcset=\"\" sizes=\"\"><\/p>\n<p> <span style=\"color: #000000;\">Sekali lagi, kita dapat menggunakan fungsi <strong>kpss.test()<\/strong> dari paket <strong>tseries<\/strong> untuk melakukan pengujian KPSS pada data deret waktu ini:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008000;\">library<\/span> (tseries)\n\n<span style=\"color: #008080;\">#perform KPSS test<\/span>\nkpss. <span style=\"color: #3366ff;\">test<\/span> (data, null=\" <span style=\"color: #008000;\">Trend<\/span> \")\n\n\tKPSS Test for Trend Stationarity\n\ndata:data\nKPSS Trend = 0.149, Truncation lag parameter = 2, p-value = 0.04751<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">Nilai p-nya adalah <strong>0,04751<\/strong> . Nilai ini kurang dari 0,05, kami menolak hipotesis nol uji KPSS.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Artinya deret waktu <em>tidak<\/em> stasioner.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>Sumber daya tambahan<\/strong><\/span><span style=\"color: #000000;\"><br \/><\/span><\/h3>\n<p> <span style=\"color: #000000;\">Tutorial berikut memberikan informasi tambahan tentang cara bekerja dengan data deret waktu di R:<\/span><\/p>\n<p> <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\/tes-dickey-lebih-lengkap-di-r\/\" target=\"_blank\" rel=\"noopener\">Cara melakukan tes Dickey-Fuller augmented di R<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Uji KPSS dapat digunakan untuk mengetahui apakah suatu deret waktu mempunyai tren yang stasioner. Pengujian ini menggunakan hipotesis nol dan alternatif berikut: H 0 : Deret waktu mempunyai tren yang stasioner. H A : Deret waktu tidak mempunyai tren yang stasioner. Jika p-value pengujian berada di bawah tingkat signifikansi tertentu (misalnya \u03b1 = 0,05), maka [&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>Cara melakukan tes KPSS di R (dengan contoh) - Statorials<\/title>\n<meta name=\"description\" content=\"Tutorial ini menjelaskan cara melakukan tes KPSS di R, dengan contoh lengkap.\" \/>\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-kpss-di-r\/\" \/>\n<meta property=\"og:locale\" content=\"id_ID\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Cara melakukan tes KPSS di R (dengan contoh) - Statorials\" \/>\n<meta property=\"og:description\" content=\"Tutorial ini menjelaskan cara melakukan tes KPSS di R, dengan contoh lengkap.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/statorials.org\/id\/tes-kpss-di-r\/\" \/>\n<meta property=\"og:site_name\" content=\"Statorials\" \/>\n<meta property=\"article:published_time\" content=\"2023-07-21T07:21:55+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/kpss1.jpg\" \/>\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=\"2 menit\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/statorials.org\/id\/tes-kpss-di-r\/\",\"url\":\"https:\/\/statorials.org\/id\/tes-kpss-di-r\/\",\"name\":\"Cara melakukan tes KPSS di R (dengan contoh) - Statorials\",\"isPartOf\":{\"@id\":\"https:\/\/statorials.org\/id\/#website\"},\"datePublished\":\"2023-07-21T07:21:55+00:00\",\"dateModified\":\"2023-07-21T07:21:55+00:00\",\"author\":{\"@id\":\"https:\/\/statorials.org\/id\/#\/schema\/person\/3d17a1160dd2d052b7c78e502cb9ec81\"},\"description\":\"Tutorial ini menjelaskan cara melakukan tes KPSS di R, dengan contoh lengkap.\",\"breadcrumb\":{\"@id\":\"https:\/\/statorials.org\/id\/tes-kpss-di-r\/#breadcrumb\"},\"inLanguage\":\"id\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/statorials.org\/id\/tes-kpss-di-r\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/statorials.org\/id\/tes-kpss-di-r\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Home\",\"item\":\"https:\/\/statorials.org\/id\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Cara melakukan tes kpss di r (termasuk 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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