{"id":1161,"date":"2023-07-27T10:53:00","date_gmt":"2023-07-27T10:53:00","guid":{"rendered":"https:\/\/statorials.org\/ja\/r-%e3%81%ae%e3%83%ad%e3%83%bc%e3%83%aa%e3%83%b3%e3%82%af%e3%82%99%e7%9b%b8%e9%96%a2\/"},"modified":"2023-07-27T10:53:00","modified_gmt":"2023-07-27T10:53:00","slug":"r-%e3%81%ae%e3%83%ad%e3%83%bc%e3%83%aa%e3%83%b3%e3%82%af%e3%82%99%e7%9b%b8%e9%96%a2","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/r-%e3%81%ae%e3%83%ad%e3%83%bc%e3%83%aa%e3%83%b3%e3%82%af%e3%82%99%e7%9b%b8%e9%96%a2\/","title":{"rendered":"R \u3067\u30b9\u30e9\u30a4\u30c9\u76f8\u95a2\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><strong>\u30ed\u30fc\u30ea\u30f3\u30b0\u76f8\u95a2\u306f\u3001<\/strong>\u30b9\u30e9\u30a4\u30c7\u30a3\u30f3\u30b0 \u30a6\u30a3\u30f3\u30c9\u30a6\u306b\u308f\u305f\u308b 2 \u3064\u306e\u6642\u7cfb\u5217\u9593\u306e\u76f8\u95a2\u3067\u3059\u3002\u3053\u306e\u30bf\u30a4\u30d7\u306e\u76f8\u95a2\u95a2\u4fc2\u306e\u5229\u70b9\u306e 1 \u3064\u306f\u30012 \u3064\u306e\u6642\u7cfb\u5217\u9593\u306e\u76f8\u95a2\u95a2\u4fc2\u3092\u7d4c\u6642\u7684\u306b\u8996\u899a\u5316\u3067\u304d\u308b\u3053\u3068\u3067\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001R \u3067\u30ed\u30fc\u30ea\u30f3\u30b0\u76f8\u95a2\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5\u306b\u3064\u3044\u3066\u8aac\u660e\u3057\u307e\u3059\u3002<\/span><\/p>\n<h3> <strong>R \u3067\u30ed\u30fc\u30ea\u30f3\u30b0\u76f8\u95a2\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5<\/strong><\/h3>\n<p><span style=\"color: #000000;\">15 \u304b\u6708\u9593\u3067 2 \u3064\u306e\u7570\u306a\u308b\u88fd\u54c1 ( <em>x<\/em>\u3068<em>y<\/em> ) \u306e\u8ca9\u58f2\u7dcf\u6570\u3092\u8868\u793a\u3059\u308b\u6b21\u306e\u30c7\u30fc\u30bf \u30d5\u30ec\u30fc\u30e0\u304c\u3042\u308b\u3068\u3057\u307e\u3059\u3002<\/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;\">R \u3067\u30ed\u30fc\u30ea\u30f3\u30b0\u76f8\u95a2\u3092\u8a08\u7b97\u3059\u308b\u306b\u306f\u3001 <strong>zoo<\/strong>\u30d1\u30c3\u30b1\u30fc\u30b8\u306e<a href=\"https:\/\/www.rdocumentation.org\/packages\/zoo\/versions\/1.8-8\/topics\/rollapply\" target=\"_blank\" rel=\"noopener noreferrer\">rollapply() \u95a2\u6570<\/a>\u3092\u4f7f\u7528\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u95a2\u6570\u306f\u6b21\u306e\u69cb\u6587\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>rollapply(\u30c7\u30fc\u30bf\u3001\u5e45\u3001FUN\u3001by.column=TRUE)<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u91d1\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>data:<\/strong>\u30c7\u30fc\u30bf\u30d5\u30ec\u30fc\u30e0\u306e\u540d\u524d<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>width:<\/strong>\u30b9\u30e9\u30a4\u30c7\u30a3\u30f3\u30b0\u76f8\u95a2\u306e\u30a6\u30a3\u30f3\u30c9\u30a6\u306e\u5e45\u3092\u6307\u5b9a\u3059\u308b\u6574\u6570<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>FUN:<\/strong>\u9069\u7528\u3059\u308b\u95a2\u6570\u3002<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>by.column:<\/strong>\u95a2\u6570\u3092\u5404\u5217\u306b\u500b\u5225\u306b\u9069\u7528\u3059\u308b\u304b\u3069\u3046\u304b\u3092\u6307\u5b9a\u3057\u307e\u3059\u3002\u3053\u308c\u306f\u30c7\u30d5\u30a9\u30eb\u30c8\u3067\u306f TRUE \u3067\u3059\u304c\u3001\u30ed\u30fc\u30ea\u30f3\u30b0\u76f8\u95a2\u3092\u8a08\u7b97\u3059\u308b\u306b\u306f\u3001FALSE \u3067\u3042\u308b\u3053\u3068\u3092\u6307\u5b9a\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u3053\u306e\u95a2\u6570\u3092\u4f7f\u7528\u3057\u3066\u3001\u88fd\u54c1<em>x<\/em>\u3068\u88fd\u54c1<em>y<\/em>\u306e\u9593\u306e\u58f2\u4e0a\u306e 3 \u304b\u6708\u306e\u30ed\u30fc\u30ea\u30f3\u30b0\u76f8\u95a2\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5\u306f\u6b21\u306e\u3068\u304a\u308a\u3067\u3059\u3002<\/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;\">\u3053\u306e\u95a2\u6570\u306f\u3001\u904e\u53bb 3 \u304b\u6708\u9593\u306e 2 \u3064\u306e\u88fd\u54c1\u306e\u58f2\u4e0a\u9593\u306e\u76f8\u95a2\u95a2\u4fc2\u3092\u8fd4\u3057\u307e\u3059\u3002\u4f8b\u3048\u3070\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\">1 \u304b\u6708\u76ee\u304b\u3089 3 \u304b\u6708\u76ee\u306e\u58f2\u4e0a\u306e\u76f8\u95a2\u306f<strong>0.6546537<\/strong>\u3067\u3057\u305f\u3002<\/span><\/li>\n<li> <span style=\"color: #000000;\">2 \uff5e 4 \u304b\u6708\u9593\u306e\u58f2\u4e0a\u76f8\u95a2\u306f<strong>-0.6933752 \u3067\u3057\u305f\u3002<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">3 \uff5e 5 \u304b\u6708\u9593\u306e\u58f2\u4e0a\u76f8\u95a2\u306f<strong>-0.2401922 \u3067\u3057\u305f\u3002<\/strong><\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u7b49\u3005\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u5f0f\u3092\u7c21\u5358\u306b\u8abf\u6574\u3057\u3066\u3001\u7570\u306a\u308b\u671f\u9593\u306e\u30ed\u30fc\u30ea\u30f3\u30b0\u76f8\u95a2\u3092\u8a08\u7b97\u3067\u304d\u307e\u3059\u3002\u305f\u3068\u3048\u3070\u3001\u6b21\u306e\u30b3\u30fc\u30c9\u306f\u30012 \u3064\u306e\u88fd\u54c1\u9593\u306e\u58f2\u4e0a\u306e 6 \u304b\u6708\u306e\u30ed\u30fc\u30ea\u30f3\u30b0\u76f8\u95a2\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/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;\">\u3053\u306e\u95a2\u6570\u306f\u3001\u904e\u53bb 6 \u304b\u6708\u9593\u306e 2 \u3064\u306e\u88fd\u54c1\u58f2\u4e0a\u9593\u306e\u76f8\u95a2\u95a2\u4fc2\u3092\u8fd4\u3057\u307e\u3059\u3002\u4f8b\u3048\u3070\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\">1 \u304b\u6708\u76ee\u304b\u3089 6 \u304b\u6708\u76ee\u306e\u58f2\u4e0a\u306e\u76f8\u95a2\u306f<strong>0.5587415<\/strong>\u3067\u3057\u305f\u3002<\/span><\/li>\n<li> <span style=\"color: #000000;\">2 \uff5e 7 \u304b\u6708\u9593\u306e\u58f2\u4e0a\u76f8\u95a2\u306f<strong>0.4858553 \u3067\u3057\u305f\u3002<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">3 \uff5e 8 \u304b\u6708\u9593\u306e\u58f2\u4e0a\u76f8\u95a2\u306f<strong>0.6931033 \u3067\u3057\u305f\u3002<\/strong><\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u7b49\u3005\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u30b3\u30e1\u30f3\u30c8<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">rollapply() \u95a2\u6570\u3092\u4f7f\u7528\u3059\u308b\u3068\u304d\u306f\u3001\u6b21\u306e\u70b9\u306b\u6ce8\u610f\u3057\u3066\u304f\u3060\u3055\u3044\u3002<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u76f8\u95a2\u95a2\u4fc2\u3092\u8a08\u7b97\u3059\u308b\u306b\u306f\u3001<strong>\u5e45<\/strong>(\u3064\u307e\u308a\u3001\u30c9\u30ed\u30c3\u30d7\u30c0\u30a6\u30f3 \u30a6\u30a3\u30f3\u30c9\u30a6) \u304c 3 \u4ee5\u4e0a\u3067\u3042\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u4e0a\u8a18\u306e\u5f0f\u3067\u306f\u3001\u76f8\u95a2\u95a2\u4fc2\u3092\u8a08\u7b97\u3057\u305f\u3044 2 \u3064\u306e\u5217\u304c<strong>2<\/strong>\u3068<strong>3<\/strong>\u306e\u4f4d\u7f6e\u306b\u3042\u3063\u305f\u305f\u3081\u3001 cor(x[,2],x[3]) \u3092\u4f7f\u7528\u3057\u307e\u3057\u305f\u3002\u95a2\u5fc3\u306e\u3042\u308b\u5217\u304c\u5225\u306e\u4f4d\u7f6e\u306b\u3042\u308b\u5834\u5408\u306f\u3001\u3053\u308c\u3089\u306e\u6570\u5024\u3092\u8abf\u6574\u3057\u307e\u3059\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\"><strong>\u95a2\u9023:<\/strong><\/span> <a href=\"https:\/\/statorials.org\/ja\/\u30ed\u30fc\u30ea\u30f3\u30af\u3099\u76f8\u95a2\u30a8\u30af\u30bb\u30eb\/\" target=\"_blank\" rel=\"noopener noreferrer\">Excel \u3067\u30ed\u30fc\u30ea\u30f3\u30b0\u76f8\u95a2\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u30ed\u30fc\u30ea\u30f3\u30b0\u76f8\u95a2\u306f\u3001\u30b9\u30e9\u30a4\u30c7\u30a3\u30f3\u30b0 \u30a6\u30a3\u30f3\u30c9\u30a6\u306b\u308f\u305f\u308b 2 \u3064\u306e\u6642\u7cfb\u5217\u9593\u306e\u76f8\u95a2\u3067\u3059\u3002\u3053\u306e\u30bf\u30a4\u30d7\u306e\u76f8\u95a2\u95a2\u4fc2\u306e\u5229\u70b9\u306e 1 \u3064\u306f\u30012 \u3064\u306e\u6642\u7cfb\u5217\u9593\u306e\u76f8\u95a2\u95a2\u4fc2\u3092\u7d4c\u6642\u7684\u306b\u8996\u899a\u5316\u3067\u304d\u308b\u3053\u3068\u3067\u3059\u3002 \u3053\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001R \u3067\u30ed\u30fc\u30ea\u30f3 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[16],"tags":[],"class_list":["post-1161","post","type-post","status-publish","format-standard","hentry","category-16"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>R \u3067\u30ed\u30fc\u30ea\u30f3\u30b0\u76f8\u95a2\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5 - 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