{"id":876,"date":"2023-07-28T11:11:00","date_gmt":"2023-07-28T11:11:00","guid":{"rendered":"https:\/\/statorials.org\/ja\/%e8%87%aa%e5%b7%b1%e7%9b%b8%e9%96%a2python\/"},"modified":"2023-07-28T11:11:00","modified_gmt":"2023-07-28T11:11:00","slug":"%e8%87%aa%e5%b7%b1%e7%9b%b8%e9%96%a2python","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/%e8%87%aa%e5%b7%b1%e7%9b%b8%e9%96%a2python\/","title":{"rendered":"Python \u3067\u81ea\u5df1\u76f8\u95a2\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><strong>\u81ea\u5df1\u76f8\u95a2\u306f<\/strong>\u3001\u9023\u7d9a\u3059\u308b\u6642\u9593\u9593\u9694\u306b\u308f\u305f\u308b\u6642\u7cfb\u5217\u3068\u305d\u308c\u81ea\u4f53\u306e\u6642\u9593\u5dee\u30d0\u30fc\u30b8\u30e7\u30f3\u3068\u306e\u9593\u306e\u985e\u4f3c\u6027\u306e\u5ea6\u5408\u3044\u3092\u6e2c\u5b9a\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u5909\u6570\u306e\u73fe\u5728\u5024\u3068\u305d\u306e\u904e\u53bb\u306e\u5024\u306e\u9593\u306e\u95a2\u4fc2\u3092\u6e2c\u5b9a\u3059\u308b\u305f\u3081\u3001\u300c\u9010\u6b21\u76f8\u95a2\u300d\u307e\u305f\u306f\u300c\u9045\u308c\u76f8\u95a2\u300d\u3068\u547c\u3070\u308c\u308b\u3053\u3068\u3082\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u6642\u7cfb\u5217\u306b\u304a\u3051\u308b\u81ea\u5df1\u76f8\u95a2\u304c\u9ad8\u3044\u3068\u3001\u904e\u53bb\u306e\u5024\u3092\u53c2\u7167\u3059\u308b\u3060\u3051\u3067\u5c06\u6765\u306e\u5024\u3092\u4e88\u6e2c\u3057\u3084\u3059\u304f\u306a\u308a\u307e\u3059\u3002<\/span><\/p>\n<h3> <strong>Python \u3067\u81ea\u5df1\u76f8\u95a2\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5<\/strong><\/h3>\n<p><span style=\"color: #000000;\">Python \u306b\u300115 \u306e\u7570\u306a\u308b\u671f\u9593\u306b\u304a\u3051\u308b\u7279\u5b9a\u306e\u5909\u6570\u306e\u5024\u3092\u793a\u3059\u6b21\u306e\u6642\u7cfb\u5217\u304c\u3042\u308b\u3068\u3057\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#define data<\/span>\nx = [22, 24, 25, 25, 28, 29, 34, 37, 40, 44, 51, 48, 47, 50, 51]\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">statsmodels \u30e9\u30a4\u30d6\u30e9\u30ea\u306e<a href=\"https:\/\/www.statsmodels.org\/stable\/generated\/statsmodels.tsa.stattools.acf.html\" target=\"_blank\" rel=\"noopener noreferrer\">acf() \u95a2\u6570<\/a>\u3092\u4f7f\u7528\u3057\u3066\u3001\u6642\u7cfb\u5217\u306e\u5404\u30e9\u30b0\u306e\u81ea\u5df1\u76f8\u95a2\u3092\u8a08\u7b97\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #107d3f;\">import<\/span> statsmodels.api <span style=\"color: #107d3f;\">as<\/span> sm\n\n<span style=\"color: #008080;\">#calculate autocorrelations<\/span>\nsm.tsa.acf(x)\n\narray([ 1. , 0.83174224, 0.65632458, 0.49105012, 0.27863962,\n        0.03102625, -0.16527446, -0.30369928, -0.40095465, -0.45823389,\n       -0.45047733])\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u7d50\u679c\u3092\u89e3\u91c8\u3059\u308b\u65b9\u6cd5\u306f\u6b21\u306e\u3068\u304a\u308a\u3067\u3059\u3002<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u30e9\u30b0 0 \u3067\u306e\u81ea\u5df1\u76f8\u95a2\u306f<strong>1<\/strong>\u3067\u3059\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u30e9\u30b0 1 \u3067\u306e\u81ea\u5df1\u76f8\u95a2\u306f<strong>0.8317<\/strong>\u3067\u3059\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u30e9\u30b0 2 \u3067\u306e\u81ea\u5df1\u76f8\u95a2\u306f<strong>0.6563<\/strong>\u3067\u3059\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u30e9\u30b0 3 \u3067\u306e\u81ea\u5df1\u76f8\u95a2\u306f<strong>0.4910<\/strong>\u3067\u3059\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u7b49\u3005\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>nlags<\/strong>\u5f15\u6570\u3067\u4f7f\u7528\u3059\u308b\u30e9\u30b0\u306e\u6570\u3092\u6307\u5b9a\u3059\u308b\u3053\u3068\u3082\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong>sm.tsa.acf(x, nlags= <span style=\"color: #008000;\">5<\/span> )\n\narray([1.0, 0.83174224, 0.65632458, 0.49105012, 0.27863962, 0.03102625])<\/strong><\/pre>\n<h3> <strong>Python \u3067\u81ea\u5df1\u76f8\u95a2\u95a2\u6570\u3092\u30d7\u30ed\u30c3\u30c8\u3059\u308b\u65b9\u6cd5<\/strong><\/h3>\n<p><span style=\"color: #000000;\">statsmodels \u30e9\u30a4\u30d6\u30e9\u30ea\u306e<a href=\"https:\/\/www.statsmodels.org\/dev\/generated\/statsmodels.graphics.tsaplots.plot_acf.html\" target=\"_blank\" rel=\"noopener noreferrer\">tsaplots.plot_acf() \u95a2\u6570<\/a>\u3092\u4f7f\u7528\u3057\u3066\u3001Python \u3067\u6642\u7cfb\u5217\u306e\u81ea\u5df1\u76f8\u95a2\u95a2\u6570\u3092\u30d7\u30ed\u30c3\u30c8\u3067\u304d\u307e\u3059\u3002<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #107d3f;\">from<\/span> statsmodels.graphics <span style=\"color: #107d3f;\">import<\/span> tsaplots\n<span style=\"color: #107d3f;\">import<\/span> matplotlib.pyplot <span style=\"color: #107d3f;\">as<\/span> plt\n\n<span style=\"color: #008080;\">#plot autocorrelation function<\/span>\nfig = tsaplots.plot_acf(x, lags=10)\nplt.show()<\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-9480 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/autocorrelationpython1.png\" alt=\"Python \u306e\u81ea\u5df1\u76f8\u95a2\u95a2\u6570\" width=\"495\" height=\"343\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\">X \u8ef8\u306f\u30e9\u30b0\u306e\u6570\u3092\u8868\u793a\u3057\u3001Y \u8ef8\u306f\u305d\u306e\u30e9\u30b0\u306e\u6570\u3067\u306e\u81ea\u5df1\u76f8\u95a2\u3092\u8868\u793a\u3057\u307e\u3059\u3002\u30c7\u30d5\u30a9\u30eb\u30c8\u3067\u306f\u3001\u30d7\u30ed\u30c3\u30c8\u306f\u30e9\u30b0 = 0 \u3067\u958b\u59cb\u3055\u308c\u3001\u81ea\u5df1\u76f8\u95a2\u306f\u30e9\u30b0 = 0 \u3067\u5e38\u306b<strong>1<\/strong>\u306b\u306a\u308a\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>lags<\/strong>\u5f15\u6570\u3067\u4f7f\u7528\u3059\u308b\u30e9\u30b0\u3092\u5c11\u306a\u304f\u3059\u308b\u3053\u3068\u3092\u9078\u629e\u3059\u308b\u3053\u3068\u3067\u3001\u6700\u521d\u306e\u30e9\u30b0\u306b\u30ba\u30fc\u30e0\u30a4\u30f3\u3059\u308b\u3053\u3068\u3082\u3067\u304d\u307e\u3059\u3002<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #107d3f;\">from<\/span> statsmodels.graphics <span style=\"color: #107d3f;\">import<\/span> tsaplots\n<span style=\"color: #107d3f;\">import<\/span> matplotlib.pyplot <span style=\"color: #107d3f;\">as<\/span> plt\n\n<span style=\"color: #008080;\">#plot autocorrelation function<\/span>\nfig = tsaplots.plot_acf(x, lags= <span style=\"color: #008000;\">5<\/span> )\nplt.show()<\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-9481 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/autocorrelationpython2.png\" alt=\"Python \u3067\u306e\u81ea\u5df1\u76f8\u95a2\u95a2\u6570\u306e\u30d7\u30ed\u30c3\u30c8\" width=\"495\" height=\"329\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\">title \u3068 color \u5f15\u6570\u3092\u4f7f\u7528\u3057\u3066\u3001\u30d7\u30ed\u30c3\u30c8\u3067\u4f7f\u7528\u3055\u308c\u308b\u5186\u306e<strong>\u30bf\u30a4\u30c8\u30eb<\/strong>\u3068<strong>\u8272<\/strong>\u3092\u5909\u66f4\u3059\u308b\u3053\u3068\u3082\u3067\u304d\u307e\u3059\u3002<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #107d3f;\">from<\/span> statsmodels.graphics <span style=\"color: #107d3f;\">import<\/span> tsaplots\n<span style=\"color: #107d3f;\">import<\/span> matplotlib.pyplot <span style=\"color: #107d3f;\">as<\/span> plt\n\n<span style=\"color: #008080;\">#plot autocorrelation function<\/span>\nfig = tsaplots.plot_acf(x, lags= <span style=\"color: #008000;\"><span style=\"color: #000000;\">5, color='g', title='Autocorrelation function'<\/span><\/span> <span style=\"color: #000000;\">)<\/span>\nplt.show()<\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-9482 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/autocorrelationpython4.png\" alt=\"\u30ab\u30b9\u30bf\u30e0\u30bf\u30a4\u30c8\u30eb\u3092\u4f7f\u7528\u3057\u305fPython\u306e\u81ea\u5df1\u76f8\u95a2\u95a2\u6570\" width=\"499\" height=\"342\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\"><em><a href=\"https:\/\/statorials.org\/ja\/-10\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u3053\u306e\u30da\u30fc\u30b8<\/a>\u3067\u306f\u3001\u305d\u306e\u4ed6\u306e Python \u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3092\u898b\u3064\u3051\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/em><\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u81ea\u5df1\u76f8\u95a2\u306f\u3001\u9023\u7d9a\u3059\u308b\u6642\u9593\u9593\u9694\u306b\u308f\u305f\u308b\u6642\u7cfb\u5217\u3068\u305d\u308c\u81ea\u4f53\u306e\u6642\u9593\u5dee\u30d0\u30fc\u30b8\u30e7\u30f3\u3068\u306e\u9593\u306e\u985e\u4f3c\u6027\u306e\u5ea6\u5408\u3044\u3092\u6e2c\u5b9a\u3057\u307e\u3059\u3002 \u5909\u6570\u306e\u73fe\u5728\u5024\u3068\u305d\u306e\u904e\u53bb\u306e\u5024\u306e\u9593\u306e\u95a2\u4fc2\u3092\u6e2c\u5b9a\u3059\u308b\u305f\u3081\u3001\u300c\u9010\u6b21\u76f8\u95a2\u300d\u307e\u305f\u306f\u300c\u9045\u308c\u76f8\u95a2\u300d\u3068\u547c\u3070\u308c\u308b\u3053\u3068\u3082\u3042\u308a\u307e\u3059\u3002 \u6642 [&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-876","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>Python \u3067\u81ea\u5df1\u76f8\u95a2\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5 - Statorials<\/title>\n<meta name=\"description\" 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