{"id":1758,"date":"2023-07-25T02:36:28","date_gmt":"2023-07-25T02:36:28","guid":{"rendered":"https:\/\/statorials.org\/ko\/%e1%84%83%e1%85%b5%e1%84%8f%e1%85%b5-%e1%84%91%e1%85%ae%e1%86%af%e1%84%85%e1%85%a5-%e1%84%90%e1%85%a6%e1%84%89%e1%85%b3%e1%84%90%e1%85%b3-%e1%84%91%e1%85%a1%e1%84%8b%e1%85%b5%e1%84%8a%e1%85%a5\/"},"modified":"2023-07-25T02:36:28","modified_gmt":"2023-07-25T02:36:28","slug":"%e1%84%83%e1%85%b5%e1%84%8f%e1%85%b5-%e1%84%91%e1%85%ae%e1%86%af%e1%84%85%e1%85%a5-%e1%84%90%e1%85%a6%e1%84%89%e1%85%b3%e1%84%90%e1%85%b3-%e1%84%91%e1%85%a1%e1%84%8b%e1%85%b5%e1%84%8a%e1%85%a5","status":"publish","type":"post","link":"https:\/\/statorials.org\/ko\/%e1%84%83%e1%85%b5%e1%84%8f%e1%85%b5-%e1%84%91%e1%85%ae%e1%86%af%e1%84%85%e1%85%a5-%e1%84%90%e1%85%a6%e1%84%89%e1%85%b3%e1%84%90%e1%85%b3-%e1%84%91%e1%85%a1%e1%84%8b%e1%85%b5%e1%84%8a%e1%85%a5\/","title":{"rendered":"Python\uc5d0\uc11c \uc99d\uac15\ub41c dickey-fuller \ud14c\uc2a4\ud2b8(\uc608\uc81c \ud3ec\ud568)"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\uc2dc\uacc4\uc5f4\uc740 \ucd94\uc138\uac00 \uc5c6\uace0 \uc2dc\uac04\uc774 \uc9c0\ub0a8\uc5d0 \ub530\ub77c \uc77c\uc815\ud55c \ubcc0\ub3d9\uc744 \ub098\ud0c0\ub0b4\uba70 \uc2dc\uac04\uc774 \uc9c0\ub0a8\uc5d0 \ub530\ub77c \uc77c\uc815\ud55c \uc790\uae30\uc0c1\uad00 \uad6c\uc870\ub97c \uac16\ub294 \uacbd\uc6b0 &#8220;\uc815\uc9c0\uc801&#8221;\uc774\ub77c\uace0 \ud569\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc2dc\uacc4\uc5f4\uc774 \uace0\uc815\ub418\uc5b4 \uc788\ub294\uc9c0 \ud14c\uc2a4\ud2b8\ud558\ub294 \ud55c \uac00\uc9c0 \ubc29\ubc95\uc740 \ub2e4\uc74c\uacfc \uac19\uc740 \uadc0\ubb34 \uac00\uc124\uacfc \ub300\ub9bd \uac00\uc124\uc744 \uc0ac\uc6a9\ud558\ub294 <strong>\uc99d\uac15 Dickey-Fuller \ud14c\uc2a4\ud2b8\ub97c<\/strong> \uc218\ud589\ud558\ub294 \uac83\uc785\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub> :<\/strong> \uc2dc\uacc4\uc5f4\uc774 \uace0\uc815\uc801\uc774\uc9c0 \uc54a\uc2b5\ub2c8\ub2e4. \uc989, \uad6c\uc870\ub294 \uc2dc\uac04\uc5d0 \ub530\ub77c \ub2ec\ub77c\uc9c0\uba70 \uc2dc\uac04\uc774 \uc9c0\ub098\ub3c4 \ubcc0\ud654\uac00 \uc77c\uc815\ud558\uc9c0 \uc54a\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>A<\/sub> :<\/strong> \uc2dc\uacc4\uc5f4\uc740 \uace0\uc815\ub418\uc5b4 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uac80\uc815\uc758 <a href=\"https:\/\/statorials.org\/ko\/p-\u1100\u1161\u11b9-\u1110\u1169\u11bc\u1100\u1168\u110c\u1165\u11a8-\u110b\u1172\u110b\u1174\u1109\u1165\u11bc\/\" target=\"_blank\" rel=\"noopener\">p-\uac12\uc774<\/a> \ud2b9\uc815 \uc720\uc758 \uc218\uc900(\uc608: \u03b1 = 0.05)\ubcf4\ub2e4 \ub0ae\uc73c\uba74 \uadc0\ubb34 \uac00\uc124\uc744 \uae30\uac01\ud558\uace0 \uc2dc\uacc4\uc5f4\uc774 \uace0\uc815\ub418\uc5b4 \uc788\ub2e4\ub294 \uacb0\ub860\uc744 \ub0b4\ub9b4 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c \ub2e8\uacc4\ubcc4 \uc608\ub294 \uc8fc\uc5b4\uc9c4 \uc2dc\uacc4\uc5f4\uc5d0 \ub300\ud574 Python\uc5d0\uc11c \uc99d\uac15\ub41c Dickey-Fuller \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95\uc744 \ubcf4\uc5ec\uc90d\ub2c8\ub2e4.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\uc608: Python\uc5d0\uc11c \uc99d\uac15\ub41c Dickey-Fuller \ud14c\uc2a4\ud2b8<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">Python\uc5d0 \ub2e4\uc74c\uacfc \uac19\uc740 \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uac00 \uc788\ub2e4\uace0 \uac00\uc815\ud569\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong>data = [3, 4, 4, 5, 6, 7, 6, 6, 7, 8, 9, 12, 10]<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">\ub370\uc774\ud130\uc5d0 \ub300\ud574 \uc99d\uac15\ub41c Dickey-Fuller \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\uae30 \uc804\uc5d0 \ub370\uc774\ud130\ub97c \uc2dc\uac01\ud654\ud558\ub294 \ube60\ub978 \ud50c\ub86f\uc744 \ub9cc\ub4e4 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008000;\">import<\/span> matplotlib. <span style=\"color: #3366ff;\">pyplot<\/span> <span style=\"color: #008000;\">as<\/span> plt\n\nplt. <span style=\"color: #3366ff;\">plot<\/span> (data)<\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-17233 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/adf1.png\" alt=\"\" width=\"400\" height=\"275\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\">\uc99d\uac15\ub41c Dickey-Fuller \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub824\uba74 <strong>statsmodels<\/strong> \ub77c\uc774\ube0c\ub7ec\ub9ac\uc758 <a href=\"https:\/\/www.statsmodels.org\/stable\/generated\/statsmodels.tsa.stattools.adfuller.html\" target=\"_blank\" rel=\"noopener\">adfuller()<\/a> \ud568\uc218\ub97c \uc0ac\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uba3c\uc800 statsmodel\uc744 \uc124\uce58\ud574\uc57c \ud569\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong>pip install statsmodels\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">\uadf8\ub7f0 \ub2e4\uc74c \ub2e4\uc74c \ucf54\ub4dc\ub97c \uc0ac\uc6a9\ud558\uc5ec \uc99d\uac15\ub41c Dickey-Fuller \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008000;\">from<\/span> statsmodels. <span style=\"color: #3366ff;\">tsa<\/span> . <span style=\"color: #3366ff;\">stattools<\/span> <span style=\"color: #008000;\">import<\/span> adfuller\n\n<span style=\"color: #008080;\">#perform augmented Dickey-Fuller test<\/span>\nadfuller(data)\n\n(-0.9753836234744063,\n 0.7621363564361013,\n 0,\n 12,\n {'1%': -4.137829282407408,\n  '5%': -3.1549724074074077,\n  '10%': -2.7144769444444443},\n 31.2466098872313)\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">\uacb0\uacfc\uc758 \uac00\uc7a5 \uc911\uc694\ud55c \uac12\uc744 \ud574\uc11d\ud558\ub294 \ubc29\ubc95\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\">\ud14c\uc2a4\ud2b8 \ud1b5\uacc4: <strong>-0.97538<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">P-\uac12: <strong>0.7621<\/strong><\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">p-\uac12\uc774 0.05 \uc774\uc0c1\uc774\ubbc0\ub85c \uadc0\ubb34\uac00\uc124\uc744 \uae30\uac01\ud560 \uc218 \uc5c6\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc774\ub294 \uc2dc\uacc4\uc5f4\uc774 \uace0\uc815\ub418\uc5b4 \uc788\uc9c0 \uc54a\uc74c\uc744 \uc758\ubbf8\ud569\ub2c8\ub2e4. \uc989, \uad6c\uc870\ub294 \uc2dc\uac04\uc5d0 \ub530\ub77c \ub2ec\ub77c\uc9c0\uba70 \uc2dc\uac04\uc774 \uc9c0\ub098\ub3c4 \ubcc0\ud654\uac00 \uc77c\uc815\ud558\uc9c0 \uc54a\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\ucd94\uac00 \ub9ac\uc18c\uc2a4<\/strong><\/span><\/h3>\n<p> <a href=\"https:\/\/statorials.org\/ko\/matplotlib-\u1109\u1175\u1100\u1168\u110b\u1167\u11af\/\" target=\"_blank\" rel=\"noopener\">Matplotlib\uc5d0\uc11c \uc2dc\uacc4\uc5f4\uc744 \uadf8\ub9ac\ub294 \ubc29\ubc95<\/a><br \/> <a href=\"https:\/\/statorials.org\/ko\/\u1111\u1162\u11ab\u1103\u1165-\u1103\u1161\u110c\u116e\u11bc-\u1111\u1173\u11af\u1105\u1169\u11ba-\u1109\u1175\u1105\u1175\u110c\u1173\/\" target=\"_blank\" rel=\"noopener\">Pandas DataFrame\uc5d0\uc11c \uc5ec\ub7ec \uacc4\uc5f4\uc744 \uadf8\ub9ac\ub294 \ubc29\ubc95<\/a><br \/> <a href=\"https:\/\/statorials.org\/ko\/\u1106\u1161\u11ab-\u110f\u1166\u11ab\u1103\u1161\u11af\u110b\u1175-\u1111\u1161\u110b\u1175\u110a\u1165\u11ab\u110b\u1173\u11af-\u1110\u1166\u1109\u1173\u1110\u1173\u1112\u1161\u1100\u1169-\u110b\u1175\u11bb\u1103\u1161\/\" target=\"_blank\" rel=\"noopener\">Python\uc5d0\uc11c Mann-Kendall \ucd94\uc138 \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\uc2dc\uacc4\uc5f4\uc740 \ucd94\uc138\uac00 \uc5c6\uace0 \uc2dc\uac04\uc774 \uc9c0\ub0a8\uc5d0 \ub530\ub77c \uc77c\uc815\ud55c \ubcc0\ub3d9\uc744 \ub098\ud0c0\ub0b4\uba70 \uc2dc\uac04\uc774 \uc9c0\ub0a8\uc5d0 \ub530\ub77c \uc77c\uc815\ud55c \uc790\uae30\uc0c1\uad00 \uad6c\uc870\ub97c \uac16\ub294 \uacbd\uc6b0 &#8220;\uc815\uc9c0\uc801&#8221;\uc774\ub77c\uace0 \ud569\ub2c8\ub2e4. \uc2dc\uacc4\uc5f4\uc774 \uace0\uc815\ub418\uc5b4 \uc788\ub294\uc9c0 \ud14c\uc2a4\ud2b8\ud558\ub294 \ud55c \uac00\uc9c0 \ubc29\ubc95\uc740 \ub2e4\uc74c\uacfc \uac19\uc740 \uadc0\ubb34 \uac00\uc124\uacfc \ub300\ub9bd \uac00\uc124\uc744 \uc0ac\uc6a9\ud558\ub294 \uc99d\uac15 Dickey-Fuller \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \uac83\uc785\ub2c8\ub2e4. H 0 : \uc2dc\uacc4\uc5f4\uc774 \uace0\uc815\uc801\uc774\uc9c0 \uc54a\uc2b5\ub2c8\ub2e4. \uc989, \uad6c\uc870\ub294 \uc2dc\uac04\uc5d0 \ub530\ub77c \ub2ec\ub77c\uc9c0\uba70 \uc2dc\uac04\uc774 \uc9c0\ub098\ub3c4 \ubcc0\ud654\uac00 \uc77c\uc815\ud558\uc9c0 \uc54a\uc2b5\ub2c8\ub2e4. H [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[20],"tags":[],"class_list":["post-1758","post","type-post","status-publish","format-standard","hentry","category-20"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Python\uc5d0\uc11c \uc99d\uac15\ub41c Dickey-Fuller \ud14c\uc2a4\ud2b8(\uc608\uc81c \ud3ec\ud568)<\/title>\n<meta name=\"description\" content=\"\uc774 \ud29c\ud1a0\ub9ac\uc5bc\uc5d0\uc11c\ub294 \ub2e8\uacc4\ubcc4 \uc608\uc81c\ub97c \ud3ec\ud568\ud558\uc5ec Python\uc5d0\uc11c \uc99d\uac15\ub41c Dickey-Fuller \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95\uc744 \uc124\uba85\ud569\ub2c8\ub2e4.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link 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