{"id":1759,"date":"2023-07-25T02:31:46","date_gmt":"2023-07-25T02:31:46","guid":{"rendered":"https:\/\/statorials.org\/ko\/r%e1%84%8b%e1%85%b4-%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\/"},"modified":"2023-07-25T02:31:46","modified_gmt":"2023-07-25T02:31:46","slug":"r%e1%84%8b%e1%85%b4-%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","status":"publish","type":"post","link":"https:\/\/statorials.org\/ko\/r%e1%84%8b%e1%85%b4-%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\/","title":{"rendered":"R\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\uc0c1&#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 R\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<h2> <span style=\"color: #000000;\"><strong>\uc608: R\uc758 \ud655\uc7a5\ub41c Dickey-Fuller \ud14c\uc2a4\ud2b8<\/strong><\/span><\/h2>\n<p> <span style=\"color: #000000;\">R\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 &lt;- c(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>plot(data, type=' <span style=\"color: #008000;\">l<\/span> ')\n<\/strong><\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-17239 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/adf2.png\" alt=\"\" width=\"407\" height=\"374\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\">\uc99d\uac15\ub41c Dickey-Fuller \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub824\uba74 <b>tseries<\/b> \ub77c\uc774\ube0c\ub7ec\ub9ac\uc758 <a href=\"https:\/\/www.rdocumentation.org\/packages\/aTSA\/versions\/3.1.2\/topics\/adf.test\" target=\"_blank\" rel=\"noopener\">adf.test()<\/a> \ud568\uc218\ub97c \uc0ac\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c \ucf54\ub4dc\ub294 \uc774 \ud568\uc218\ub97c \uc0ac\uc6a9\ud558\ub294 \ubc29\ubc95\uc744 \ubcf4\uc5ec\uc90d\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #993300;\">library<\/span> (tseries)\n\n<span style=\"color: #008080;\">#perform augmented Dickey-Fuller test<\/span> \nadf.test(data)\n\n\tAugmented Dickey-Fuller Test\n\ndata:data\nDickey-Fuller = -2.2048, Lag order = 2, p-value = 0.4943\nalternative hypothesis: stationary\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>-2.2048<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">P-\uac12: <strong>0.4943<\/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<h2> <span style=\"color: #000000;\"><strong>\ucd94\uac00 \ub9ac\uc18c\uc2a4<\/strong><\/span><\/h2>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c \ud29c\ud1a0\ub9ac\uc5bc\uc5d0\uc11c\ub294 R\uc5d0\uc11c \ub2e4\ub978 \uc77c\ubc18\uc801\uc778 \uc791\uc5c5\uc744 \uc218\ud589\ud558\ub294 \ubc29\ubc95\uc744 \uc124\uba85\ud569\ub2c8\ub2e4.<\/span><\/p>\n<p> <a href=\"https:\/\/statorials.org\/ko\/\u1106\u1161\u11ab-\u110f\u1166\u11ab\u1103\u1161\u11af-\u110e\u116e\u1109\u1166-\u1110\u1166\u1109\u1173\u1110\u1173-r\/\" target=\"_blank\" rel=\"noopener\">R\uc5d0\uc11c Mann-Kendall \ucd94\uc138 \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95<\/a><br \/> <a href=\"https:\/\/statorials.org\/ko\/r\u110b\u1166-\u1109\u1175\u1100\u1168\u110b\u1167\u11af\u110b\u1173\u11af-\u1111\u1173\u11af\u1105\u1169\u11ba\/\" target=\"_blank\" rel=\"noopener\">R\uc5d0\uc11c \uc2dc\uacc4\uc5f4\uc744 \uadf8\ub9ac\ub294 \ubc29\ubc95<\/a><br \/><a href=\"https:\/\/statorials.org\/ko\/\u110e\u116e\u1109\u1166-\u1103\u1166\u110b\u1175\u1110\u1165\/\" target=\"_blank\" rel=\"noopener\">\ub370\uc774\ud130 \ucd94\uc138\ub97c \uc904\uc774\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\uc0c1&#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-1759","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>R\uc758 \uc99d\uac15 Dickey-Fuller \ud14c\uc2a4\ud2b8(\uc608\uc81c \ud3ec\ud568) - \ud1b5\uacc4<\/title>\n<meta name=\"description\" content=\"\uc774 \ud29c\ud1a0\ub9ac\uc5bc\uc5d0\uc11c\ub294 \ub2e8\uacc4\ubcc4 \uc608\uc81c\ub97c \ud3ec\ud568\ud558\uc5ec R\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 rel=\"canonical\" href=\"https:\/\/statorials.org\/ko\/r\u110b\u1174-\u1103\u1175\u110f\u1175-\u1111\u116e\u11af\u1105\u1165-\u1110\u1166\u1109\u1173\u1110\u1173\/\" \/>\n<meta property=\"og:locale\" content=\"ko_KR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"R\uc758 \uc99d\uac15 Dickey-Fuller \ud14c\uc2a4\ud2b8(\uc608\uc81c \ud3ec\ud568) - 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