{"id":1371,"date":"2023-07-26T15:59:42","date_gmt":"2023-07-26T15:59:42","guid":{"rendered":"https:\/\/statorials.org\/ja\/r%e3%81%a6%e3%82%99%e3%81%ae%e9%a3%9f%e4%ba%8b%e3%83%86%e3%82%b9%e3%83%88\/"},"modified":"2023-07-26T15:59:42","modified_gmt":"2023-07-26T15:59:42","slug":"r%e3%81%a6%e3%82%99%e3%81%ae%e9%a3%9f%e4%ba%8b%e3%83%86%e3%82%b9%e3%83%88","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/r%e3%81%a6%e3%82%99%e3%81%ae%e9%a3%9f%e4%ba%8b%e3%83%86%e3%82%b9%e3%83%88\/","title":{"rendered":"R \u3067 chow \u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><a href=\"https:\/\/statorials.org\/ja\/\u98df\u54c1\u691c\u67fb\/\" target=\"_blank\" rel=\"noopener\">\u30c1\u30e3\u30a6\u691c\u5b9a\u306f<\/a>\u3001\u7570\u306a\u308b\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u4e0a\u306e 2 \u3064\u306e\u7570\u306a\u308b\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u4fc2\u6570\u304c\u7b49\u3057\u3044\u304b\u3069\u3046\u304b\u3092\u30c6\u30b9\u30c8\u3059\u308b\u305f\u3081\u306b\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u30c6\u30b9\u30c8\u306f\u901a\u5e38\u3001\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3092\u4f7f\u7528\u3057\u305f\u8a08\u91cf\u7d4c\u6e08\u5b66\u306e\u5206\u91ce\u3067\u3001\u7279\u5b9a\u306e\u6642\u70b9\u3067\u30c7\u30fc\u30bf\u306b\u69cb\u9020\u7684\u306a\u65ad\u7d76\u304c\u3042\u308b\u304b\u3069\u3046\u304b\u3092\u5224\u65ad\u3059\u308b\u305f\u3081\u306b\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001R \u3067 Chow \u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u306e\u6bb5\u968e\u7684\u306a\u4f8b\u3092\u793a\u3057\u307e\u3059\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u30b9\u30c6\u30c3\u30d7 1: \u30c7\u30fc\u30bf\u3092\u4f5c\u6210\u3059\u308b<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u307e\u305a\u3001\u507d\u306e\u30c7\u30fc\u30bf\u3092\u4f5c\u6210\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(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><span style=\"color: #000000;\"><strong>\u30b9\u30c6\u30c3\u30d7 2: \u30c7\u30fc\u30bf\u3092\u8996\u899a\u5316\u3059\u308b<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u6b21\u306b\u3001\u30c7\u30fc\u30bf\u3092\u8996\u899a\u5316\u3059\u308b\u305f\u3081\u306e\u5358\u7d14\u306a\u6563\u5e03\u56f3\u3092\u4f5c\u6210\u3057\u307e\u3059\u3002<\/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><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-13615 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/bouffer1.png\" alt=\"R \u3067\u306e\u98df\u54c1\u691c\u67fb\" width=\"419\" height=\"418\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u6563\u5e03\u56f3\u304b\u3089\u3001\u30c7\u30fc\u30bf\u306e\u30d1\u30bf\u30fc\u30f3\u304c x = 10 \u3067\u5909\u5316\u3057\u3066\u3044\u308b\u3088\u3046\u306b\u898b\u3048\u308b\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002\u3057\u305f\u304c\u3063\u3066\u3001Chow \u691c\u5b9a\u3092\u5b9f\u884c\u3057\u3066\u3001x = 10 \u3067\u30c7\u30fc\u30bf\u306b\u69cb\u9020\u7684\u30d6\u30ec\u30fc\u30af\u30dd\u30a4\u30f3\u30c8\u304c\u3042\u308b\u304b\u3069\u3046\u304b\u3092\u5224\u65ad\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u30b9\u30c6\u30c3\u30d7 3: \u98df\u4e8b\u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\"><strong>strucchange<\/strong>\u30d1\u30c3\u30b1\u30fc\u30b8\u306e<\/span><a href=\"https:\/\/www.rdocumentation.org\/packages\/strucchange\/versions\/1.5-2\/topics\/sctest\" target=\"_blank\" rel=\"noopener\">sctest<\/a>\u95a2\u6570<span style=\"color: #000000;\">\u3092\u4f7f\u7528\u3057\u3066\u3001Chow \u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3067\u304d\u307e\u3059<\/span>\u3002<\/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><span style=\"color: #000000;\">\u30c6\u30b9\u30c8\u7d50\u679c\u304b\u3089\u6b21\u306e\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>F \u691c\u5b9a<\/strong><strong>\u7d71\u8a08\u91cf<\/strong>: 110.14<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>p\u5024:<\/strong> &lt;.0000<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">p \u5024\u306f 0.05 \u672a\u6e80\u3067\u3042\u308b\u305f\u3081\u3001\u691c\u5b9a\u306e\u5e30\u7121\u4eee\u8aac\u3092\u68c4\u5374\u3067\u304d\u307e\u3059\u3002\u3053\u308c\u306f\u3001\u30c7\u30fc\u30bf\u5185\u306b\u69cb\u9020\u7684\u30d6\u30ec\u30fc\u30af\u30dd\u30a4\u30f3\u30c8\u304c\u5b58\u5728\u3059\u308b\u3068\u8a00\u3048\u308b\u5341\u5206\u306a\u8a3c\u62e0\u304c\u3042\u308b\u3053\u3068\u3092\u610f\u5473\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8a00\u3044\u63db\u3048\u308c\u3070\u30012 \u3064\u306e\u56de\u5e30\u76f4\u7dda\u306f 1 \u3064\u306e\u56de\u5e30\u76f4\u7dda\u3088\u308a\u3082\u52b9\u679c\u7684\u306b\u30c7\u30fc\u30bf\u306b\u30e2\u30c7\u30eb\u3092\u5f53\u3066\u306f\u3081\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u30c1\u30e3\u30a6\u691c\u5b9a\u306f\u3001\u7570\u306a\u308b\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u4e0a\u306e 2 \u3064\u306e\u7570\u306a\u308b\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u4fc2\u6570\u304c\u7b49\u3057\u3044\u304b\u3069\u3046\u304b\u3092\u30c6\u30b9\u30c8\u3059\u308b\u305f\u3081\u306b\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002 \u3053\u306e\u30c6\u30b9\u30c8\u306f\u901a\u5e38\u3001\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3092\u4f7f\u7528\u3057\u305f\u8a08\u91cf\u7d4c\u6e08\u5b66\u306e\u5206\u91ce\u3067\u3001\u7279\u5b9a\u306e\u6642\u70b9\u3067\u30c7\u30fc\u30bf\u306b\u69cb\u9020\u7684\u306a\u65ad\u7d76\u304c\u3042\u308b\u304b\u3069 [&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-1371","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\u56fa\u5f62\u7269\u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5 - Statorials<\/title>\n<meta name=\"description\" content=\"\u3053\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001R \u3067 Chow \u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u3092\u3001\u30b9\u30c6\u30c3\u30d7\u30d0\u30a4\u30b9\u30c6\u30c3\u30d7\u306e\u4f8b\u3092\u542b\u3081\u3066\u8aac\u660e\u3057\u307e\u3059\u3002\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, 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