{"id":2661,"date":"2023-07-21T06:56:19","date_gmt":"2023-07-21T06:56:19","guid":{"rendered":"https:\/\/statorials.org\/ko\/%e1%84%91%e1%85%a1%e1%84%8b%e1%85%b5%e1%84%8a%e1%85%a5%e1%86%ab%e1%84%8b%e1%85%a6%e1%84%89%e1%85%a5-kpss-%e1%84%90%e1%85%a6%e1%84%89%e1%85%b3%e1%84%90%e1%85%b3\/"},"modified":"2023-07-21T06:56:19","modified_gmt":"2023-07-21T06:56:19","slug":"%e1%84%91%e1%85%a1%e1%84%8b%e1%85%b5%e1%84%8a%e1%85%a5%e1%86%ab%e1%84%8b%e1%85%a6%e1%84%89%e1%85%a5-kpss-%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\/%e1%84%91%e1%85%a1%e1%84%8b%e1%85%b5%e1%84%8a%e1%85%a5%e1%86%ab%e1%84%8b%e1%85%a6%e1%84%89%e1%85%a5-kpss-%e1%84%90%e1%85%a6%e1%84%89%e1%85%b3%e1%84%90%e1%85%b3\/","title":{"rendered":"Python\uc5d0\uc11c kpss \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><strong>KPSS \ud14c\uc2a4\ud2b8\ub97c<\/strong> \uc0ac\uc6a9\ud558\uc5ec \uc2dc\uacc4\uc5f4\uc5d0 \uace0\uc815 \ucd94\uc138\uac00 \uc788\ub294\uc9c0 \uc5ec\ubd80\ub97c \ud655\uc778\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc774 \ud14c\uc2a4\ud2b8\uc5d0\uc11c\ub294 \ub2e4\uc74c\uacfc \uac19\uc740 \uadc0\ubb34 \uac00\uc124\uacfc \ub300\ub9bd \uac00\uc124\uc744 \uc0ac\uc6a9\ud569\ub2c8\ub2e4.<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub><\/strong> : \uc2dc\uacc4\uc5f4\uc5d0 \uace0\uc815\ub41c \ucd94\uc138\uac00 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>H <sub>A<\/sub><\/strong> : \uc2dc\uacc4\uc5f4\uc5d0\ub294 \uace0\uc815 \ucd94\uc138 <em>\uac00 \uc5c6\uc2b5\ub2c8\ub2e4<\/em> .<\/span><\/li>\n<\/ul>\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\uc5d0 \uace0\uc815 \ucd94\uc138\uac00 \uc5c6\ub2e4\ub294 \uacb0\ub860\uc744 \ub0b4\ub9bd\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uadf8\ub807\uc9c0 \uc54a\uc73c\uba74 \uadc0\ubb34\uac00\uc124\uc744 \uae30\uac01\ud558\uc9c0 \ubabb\ud560 \uac83\uc785\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c \uc608\uc5d0\uc11c\ub294 Python\uc5d0\uc11c KPSS \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\uc81c 1: Python\uc758 KPSS \ud14c\uc2a4\ud2b8(\uace0\uc815 \ub370\uc774\ud130 \uc0ac\uc6a9)<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\uba3c\uc800 Python\uc5d0\uc11c \uc791\uc5c5\ud560 \uac00\uc9dc \ub370\uc774\ud130\ub97c \ub9cc\ub4e4\uc5b4 \ubcf4\uaca0\uc2b5\ub2c8\ub2e4.<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\"><span style=\"color: #000000;\"><span style=\"color: #008000;\">import<\/span> numpy <span style=\"color: #008000;\">as<\/span> np<\/span>\n<span style=\"color: #000000;\"><span style=\"color: #008000;\">import<\/span> matplotlib. <span style=\"color: #3366ff;\">pyplot<\/span> <span style=\"color: #008000;\">as<\/span> plt\n\n<span style=\"color: #008080;\">#make this example reproducible\n<\/span>n.p. <span style=\"color: #3366ff;\">random<\/span> . <span style=\"color: #3366ff;\">seed<\/span> ( <span style=\"color: #008000;\">1<\/span> )\n\n<span style=\"color: #008080;\">#create time series data\n<\/span>data = np. <span style=\"color: #3366ff;\">random<\/span> . <span style=\"color: #3366ff;\">normal<\/span> (size= <span style=\"color: #008000;\">100<\/span> )\n\n<span style=\"color: #008080;\">#create line plot of time series data\n<\/span>plt. <span style=\"color: #3366ff;\">plot<\/span> (data)<\/span><\/span><\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-23462 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/kpss3.jpg\" alt=\"\" width=\"524\" height=\"351\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\"><b>statsmodels<\/b> \ud328\ud0a4\uc9c0\uc758 <strong>kpss()<\/strong> \ud568\uc218\ub97c \uc0ac\uc6a9\ud558\uc5ec \uc774 \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc5d0 \ub300\ud574 KPSS \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <span style=\"color: #000000;\"><strong><span style=\"color: #008000;\">import<\/span> statsmodels. <span style=\"color: #3366ff;\">api<\/span> <span style=\"color: #008000;\">as<\/span> sm\n\n<span style=\"color: #008080;\">#perform KPSS test\n<\/span>sm. <span style=\"color: #3366ff;\">tsa<\/span> . <span style=\"color: #3366ff;\">stattools<\/span> . <span style=\"color: #3366ff;\">kpss<\/span> (data, regression=' <span style=\"color: #ff0000;\">ct<\/span> ')\n\n(0.0477617848370993,\n 0.1,\n 1,\n {'10%': 0.119, '5%': 0.146, '2.5%': 0.176, '1%': 0.216})\n\nInterpolationWarning: The test statistic is outside of the range of p-values available\nin the look-up table. The actual p-value is greater than the p-value returned.\n<\/strong><\/span><\/pre>\n<p> <span style=\"color: #000000;\">\uacb0\uacfc\ub97c \ud574\uc11d\ud558\ub294 \ubc29\ubc95\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\">KPSS \ud14c\uc2a4\ud2b8 \ud1b5\uacc4: <strong>0.04776<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">p-\uac12: <strong>0.1<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">\uc798\ub9bc \uc624\ud504\uc14b \ub9e4\uac1c\ubcc0\uc218: <strong>1<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>10%<\/strong> , <strong>5%<\/strong> , <strong>2.5%<\/strong> , <strong>1%<\/strong> \uc758 \uc784\uacc4\uac12<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">p-\uac12\uc740 <strong>0.1<\/strong> \uc785\ub2c8\ub2e4. \uc774 \uac12\uc740 0.05 \uc774\uc0c1\uc774\ubbc0\ub85c KPSS \uac80\uc815\uc758 \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\uc5d0 \uace0\uc815\ub41c \ucd94\uc138\uac00 \uc788\ub2e4\uace0 \uac00\uc815\ud560 \uc218 \uc788\uc74c\uc744 \uc758\ubbf8\ud569\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>\ucc38\uace0 1<\/strong> : p-\uac12\uc740 \uc2e4\uc81c\ub85c \uc5ec\uc804\ud788 0.1\ubcf4\ub2e4 \ud06c\uc9c0\ub9cc kpss() \ud568\uc218\uac00 \uc0dd\uc131\ud558\ub294 \uac00\uc7a5 \ub0ae\uc740 \uac12\uc740 0.1\uc785\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>\ucc38\uace0 2<\/strong> : \uac80\uc815\uc758 \uadc0\ubb34 \uac00\uc124\uc774 \ub370\uc774\ud130\uc5d0 \uace0\uc815 \ucd94\uc138\uac00 \uc788\ub2e4\ub294 \uac83\uc744 \uc9c0\uc815\ud558\ub824\uba74 <strong>regression=&#8217;ct&#8217;<\/strong> \uc778\uc218\ub97c \uc0ac\uc6a9\ud574\uc57c \ud569\ub2c8\ub2e4.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\uc608\uc81c 2: Python\uc758 KPSS \ud14c\uc2a4\ud2b8(\ube44\uc815\uc0c1 \ub370\uc774\ud130 \uc0ac\uc6a9)<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\uba3c\uc800 Python\uc5d0\uc11c \uc791\uc5c5\ud560 \uac00\uc9dc \ub370\uc774\ud130\ub97c \ub9cc\ub4e4\uc5b4 \ubcf4\uaca0\uc2b5\ub2c8\ub2e4.<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\"><span style=\"color: #000000;\"><span style=\"color: #008000;\">import<\/span> numpy <span style=\"color: #008000;\">as<\/span> np<\/span>\n<span style=\"color: #000000;\"><span style=\"color: #008000;\">import<\/span> matplotlib. <span style=\"color: #3366ff;\">pyplot<\/span> <span style=\"color: #008000;\">as<\/span> plt\n\n<span style=\"color: #008080;\">#make this example reproducible\n<\/span>n.p. <span style=\"color: #3366ff;\">random<\/span> . <span style=\"color: #3366ff;\">seed<\/span> ( <span style=\"color: #008000;\">1<\/span> )\n\n<span style=\"color: #008080;\">#create time series data\n<\/span>data =np. <span style=\"color: #3366ff;\">array<\/span> ([0, 3, 4, 3, 6, 7, 5, 8, 15, 13, 19, 12, 29, 15, 45, 23, 67, 45])\n\n<span style=\"color: #008080;\">#create line plot of time series data\n<\/span>plt. <span style=\"color: #3366ff;\">plot<\/span> (data)<\/span><\/span><\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-23463 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/kpss4.jpg\" alt=\"\" width=\"525\" height=\"350\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\">\uc774\ubc88\uc5d0\ub3c4 <b>statsmodels<\/b> \ud328\ud0a4\uc9c0\uc758 <strong>kpss()<\/strong> \ud568\uc218\ub97c \uc0ac\uc6a9\ud558\uc5ec \uc774 \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc5d0 \ub300\ud574 KPSS \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <span style=\"color: #000000;\"><strong><span style=\"color: #008000;\">import<\/span> statsmodels. <span style=\"color: #3366ff;\">api<\/span> <span style=\"color: #008000;\">as<\/span> sm\n\n<span style=\"color: #008080;\">#perform KPSS test\n<\/span>sm. <span style=\"color: #3366ff;\">tsa<\/span> . <span style=\"color: #3366ff;\">stattools<\/span> . <span style=\"color: #3366ff;\">kpss<\/span> (data, regression=' <span style=\"color: #ff0000;\">ct<\/span> ')\n\n(0.15096358910843685,\n 0.04586367574296928,\n 3,\n {'10%': 0.119, '5%': 0.146, '2.5%': 0.176, '1%': 0.216})\n<\/strong><\/span><\/pre>\n<p> <span style=\"color: #000000;\">\uacb0\uacfc\ub97c \ud574\uc11d\ud558\ub294 \ubc29\ubc95\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\">KPSS \ud14c\uc2a4\ud2b8 \ud1b5\uacc4: <strong>0.1509<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">p-\uac12: <strong>0.0458<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">\uc798\ub9bc \uc624\ud504\uc14b \ub9e4\uac1c\ubcc0\uc218: <strong>3<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>10%<\/strong> , <strong>5%<\/strong> , <strong>2.5%<\/strong> , <strong>1%<\/strong> \uc758 \uc784\uacc4\uac12<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">p-\uac12\uc740 <strong>0.0458<\/strong> \uc785\ub2c8\ub2e4. \uc774 \uac12\uc774 0.05\ubcf4\ub2e4 \uc791\uc73c\ubbc0\ub85c KPSS \uac80\uc815\uc758 \uadc0\ubb34\uac00\uc124\uc744 \uae30\uac01\ud569\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc774\ub294 \uc2dc\uacc4\uc5f4\uc774 \uace0\uc815 <em>\ub418\uc5b4 \uc788\uc9c0 \uc54a\uc74c\uc744<\/em> \uc758\ubbf8\ud569\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>\ucc38\uace0<\/strong> : <a href=\"https:\/\/www.statsmodels.org\/stable\/generated\/statsmodels.tsa.stattools.kpss.html\" target=\"_blank\" rel=\"noopener\">\uc5ec\uae30\uc5d0\uc11c<\/a> statsmodels \ud328\ud0a4\uc9c0\uc758 kpss() \ud568\uc218\uc5d0 \ub300\ud55c \uc804\uccb4 \ubb38\uc11c\ub97c \ucc3e\uc744 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\ucd94\uac00 \ub9ac\uc18c\uc2a4<\/strong><\/span><span style=\"color: #000000;\"><br \/><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c \ud29c\ud1a0\ub9ac\uc5bc\uc740 Python\uc5d0\uc11c \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\ub85c \uc791\uc5c5\ud558\ub294 \ubc29\ubc95\uc5d0 \ub300\ud55c \ucd94\uac00 \uc815\ubcf4\ub97c \uc81c\uacf5\ud569\ub2c8\ub2e4.<\/span><\/p>\n<p> <a href=\"https:\/\/statorials.org\/ko\/\u1103\u1175\u110f\u1175-\u1111\u116e\u11af\u1105\u1165-\u1110\u1166\u1109\u1173\u1110\u1173-\u1111\u1161\u110b\u1175\u110a\u1165\u11ab\/\" target=\"_blank\" rel=\"noopener\">Python\uc5d0\uc11c \uc99d\uac15\ub41c Dickey-Fuller \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\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><br \/> <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><\/p>\n","protected":false},"excerpt":{"rendered":"<p>KPSS \ud14c\uc2a4\ud2b8\ub97c \uc0ac\uc6a9\ud558\uc5ec \uc2dc\uacc4\uc5f4\uc5d0 \uace0\uc815 \ucd94\uc138\uac00 \uc788\ub294\uc9c0 \uc5ec\ubd80\ub97c \ud655\uc778\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc774 \ud14c\uc2a4\ud2b8\uc5d0\uc11c\ub294 \ub2e4\uc74c\uacfc \uac19\uc740 \uadc0\ubb34 \uac00\uc124\uacfc \ub300\ub9bd \uac00\uc124\uc744 \uc0ac\uc6a9\ud569\ub2c8\ub2e4. H 0 : \uc2dc\uacc4\uc5f4\uc5d0 \uace0\uc815\ub41c \ucd94\uc138\uac00 \uc788\uc2b5\ub2c8\ub2e4. H A : \uc2dc\uacc4\uc5f4\uc5d0\ub294 \uace0\uc815 \ucd94\uc138 \uac00 \uc5c6\uc2b5\ub2c8\ub2e4 . \uac80\uc815\uc758 p-\uac12\uc774 \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\uc5d0 \uace0\uc815 \ucd94\uc138\uac00 \uc5c6\ub2e4\ub294 \uacb0\ub860\uc744 \ub0b4\ub9bd\ub2c8\ub2e4. \uadf8\ub807\uc9c0 [&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-2661","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 KPSS \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95 - \ud1b5\uacc4<\/title>\n<meta name=\"description\" content=\"\uc774 \ud29c\ud1a0\ub9ac\uc5bc\uc5d0\uc11c\ub294 \uba87 \uac00\uc9c0 \uc608\ub97c \ud1b5\ud574 Python\uc5d0\uc11c KPSS \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\/\u1111\u1161\u110b\u1175\u110a\u1165\u11ab\u110b\u1166\u1109\u1165-kpss-\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=\"Python\uc5d0\uc11c KPSS \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95 - 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