{"id":2470,"date":"2023-07-22T03:07:20","date_gmt":"2023-07-22T03:07:20","guid":{"rendered":"https:\/\/statorials.org\/ja\/python%e3%81%a6%e3%82%99%e3%81%ae%e3%83%81%e3%83%a3%e3%82%a6%e3%83%86%e3%82%b9%e3%83%88\/"},"modified":"2023-07-22T03:07:20","modified_gmt":"2023-07-22T03:07:20","slug":"python%e3%81%a6%e3%82%99%e3%81%ae%e3%83%81%e3%83%a3%e3%82%a6%e3%83%86%e3%82%b9%e3%83%88","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/python%e3%81%a6%e3%82%99%e3%81%ae%e3%83%81%e3%83%a3%e3%82%a6%e3%83%86%e3%82%b9%e3%83%88\/","title":{"rendered":"Python \u3067\u30c1\u30e3\u30a6\u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5"},"content":{"rendered":"

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\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

\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

\u6b21\u306e\u30b9\u30c6\u30c3\u30d7\u30d0\u30a4\u30b9\u30c6\u30c3\u30d7\u306e\u4f8b\u306f\u3001Python \u3067 Chow \u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n

\u30b9\u30c6\u30c3\u30d7 1: \u30c7\u30fc\u30bf\u3092\u4f5c\u6210\u3059\u308b<\/strong><\/span><\/h3>\n

\u307e\u305a\u3001\u507d\u306e\u30c7\u30fc\u30bf\u3092\u4f5c\u6210\u3057\u307e\u3059\u3002<\/span><\/p>\n

 import<\/span> pandas as<\/span> pd<\/span>\n\n#createDataFrame<\/span>\ndf = pd. DataFrame<\/span> ({' x<\/span> ': [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<\/span> ': [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#view first five rows of DataFrame\n<\/span>df. head<\/span> ()\n\n        x y\n0 1 3\n1 1 5\n2 2 6\n3 3 10\n4 4 13<\/strong><\/pre>\n
\u30b9\u30c6\u30c3\u30d7 2: \u30c7\u30fc\u30bf\u3092\u8996\u899a\u5316\u3059\u308b<\/strong><\/span><\/h3>\n
\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
 import<\/span> matplotlib. pyplot<\/span> as<\/span> plt\n\n#create scatterplot\n<\/span>plt. plot<\/span> (df. x<\/span> , df. y<\/span> , ' o<\/span> ')\n<\/strong><\/span><\/pre>\n
\"\"<\/p>\n
\u6563\u5e03\u56f3\u304b\u3089\u3001\u30c7\u30fc\u30bf\u306e\u50be\u5411\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<\/span><\/p>\n
\u3057\u305f\u304c\u3063\u3066\u3001Chow \u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3057\u3066\u3001x = 10 \u306e\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
\u30b9\u30c6\u30c3\u30d7 3: \u98df\u4e8b\u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3059\u308b<\/strong><\/span><\/h3>\n
Python \u306echowtest<\/a>\u30d1\u30c3\u30b1\u30fc\u30b8\u306e chowtest \u95a2\u6570\u3092\u4f7f\u7528\u3057\u3066\u3001Chow \u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3067\u304d\u307e\u3059\u3002<\/span><\/span><\/p>\n
\u307e\u305a\u3001pip \u3092\u4f7f\u7528\u3057\u3066\u3053\u306e\u30d1\u30c3\u30b1\u30fc\u30b8\u3092\u30a4\u30f3\u30b9\u30c8\u30fc\u30eb\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n
 pip install<\/span> chowtest\n<\/strong><\/pre>\n
\u6b21\u306b\u3001\u6b21\u306e\u69cb\u6587\u3092\u4f7f\u7528\u3057\u3066 Chow \u30c6\u30b9\u30c8\u3092\u5b9f\u884c\u3067\u304d\u307e\u3059\u3002<\/p>\n
 from<\/span> chow_test import<\/span> chowtest\n\nchowtest (<\/span> y=df[[' y<\/span> ']],\n         last_index_in_model_1= 15<\/span> ,\n         first_index_in_model_2= 16<\/span> ,\n         significance_level= .05<\/span> )\n\n************************************************** *********************************\nReject the null hypothesis of equality of regression coefficients in the 2 periods.\n************************************************** *********************************\nChow Statistic: 118.14097335479373 p value: 0.0\n************************************************** *********************************\n(118.14097335479373, 1.1102230246251565e-16)\n<\/strong><\/pre>\n
 chowtest()<\/strong>\u95a2\u6570\u306e\u500b\u3005\u306e\u5f15\u6570\u306e\u610f\u5473\u306f\u6b21\u306e\u3068\u304a\u308a\u3067\u3059\u3002<\/span><\/p>\n