{"id":578,"date":"2023-07-29T10:41:04","date_gmt":"2023-07-29T10:41:04","guid":{"rendered":"https:\/\/statorials.org\/ko\/%e1%84%8b%e1%85%b2%e1%86%bc-%e1%84%87%e1%85%a1%e1%86%a8%e1%84%89%e1%85%b3-%e1%84%90%e1%85%a6%e1%84%89%e1%85%b3%e1%84%90%e1%85%b3\/"},"modified":"2023-07-29T10:41:04","modified_gmt":"2023-07-29T10:41:04","slug":"%e1%84%8b%e1%85%b2%e1%86%bc-%e1%84%87%e1%85%a1%e1%86%a8%e1%84%89%e1%85%b3-%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%8b%e1%85%b2%e1%86%bc-%e1%84%87%e1%85%a1%e1%86%a8%e1%84%89%e1%85%b3-%e1%84%90%e1%85%a6%e1%84%89%e1%85%b3%e1%84%90%e1%85%b3\/","title":{"rendered":"Ljung-box \ud14c\uc2a4\ud2b8: \uc815\uc758 + \uc608"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\ud1b5\uacc4\ud559\uc790\uc778 <a href=\"https:\/\/en.wikipedia.org\/wiki\/Greta_M._Ljung\" target=\"_blank\" rel=\"noopener noreferrer\">Greta M. Ljung<\/a> \uacfc <a href=\"https:\/\/en.wikipedia.org\/wiki\/George_E._P._Box\" target=\"_blank\" rel=\"noopener noreferrer\">George EP Box<\/a> \uc758 \uc774\ub984\uc744 \ub534 <strong>Ljung-Box \ud14c\uc2a4\ud2b8\ub294<\/strong> \uc2dc\uacc4\uc5f4\uc5d0 \uc790\uae30\uc0c1\uad00\uc774 \uc874\uc7ac\ud558\ub294\uc9c0 \ud655\uc778\ud558\ub294 \ud1b5\uacc4 \ud14c\uc2a4\ud2b8\uc785\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Ljung-Box \ud14c\uc2a4\ud2b8\ub294 \uacc4\ub7c9\uacbd\uc81c\ud559 \ubc0f \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uac00 \uc77c\ubc18\uc801\uc778 \uae30\ud0c0 \ubd84\uc57c\uc5d0\uc11c \ub110\ub9ac \uc0ac\uc6a9\ub429\ub2c8\ub2e4.<\/span><\/p>\n<h2> <span style=\"color: #000000;\"><strong>Ljung-Box \ud14c\uc2a4\ud2b8\uc758 \uae30\ubcf8<\/strong><\/span><\/h2>\n<p> <span style=\"color: #000000;\">Ljung-Box \ud14c\uc2a4\ud2b8\uc758 \uae30\ubcf8 \uc0ac\ud56d\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<h3> <strong><span style=\"color: #000000;\">\uac00\uc124<\/span><\/strong><\/h3>\n<p> <span style=\"color: #000000;\">Ljung-Box \ud14c\uc2a4\ud2b8\ub294 \ub2e4\uc74c\uacfc \uac19\uc740 \uac00\uc815\uc744 \uc0ac\uc6a9\ud569\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub> :<\/strong> \uc794\ucc28\uac00 \ub3c5\ub9bd\uc801\uc73c\ub85c \ubd84\ud3ec\ub429\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>A<\/sub> :<\/strong> \uc794\ucc28\ub294 \ub3c5\ub9bd\uc801\uc73c\ub85c \ubd84\ubc30\ub418\uc9c0 \uc54a\uc2b5\ub2c8\ub2e4. \uadf8\ub4e4\uc740 \uacc4\uc5f4 \uc0c1\uad00\uad00\uacc4\ub97c \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc774\uc0c1\uc801\uc73c\ub85c\ub294 \uadc0\ubb34\uac00\uc124\uc744 \uae30\uac01\ud558\uc9c0 \uc54a\ub294 \uac83\uc774 \uc88b\uc2b5\ub2c8\ub2e4. \uc989, \ud14c\uc2a4\ud2b8\uc758 p-\uac12\uc774 0.05\ubcf4\ub2e4 \ucee4\uc57c \ud569\ub2c8\ub2e4. \uc774\ub294 \uc2dc\uacc4\uc5f4 \ubaa8\ub378\uc758 \uc794\ucc28\uac00 \ub3c5\ub9bd\uc801\uc774\ub77c\ub294 \uac83\uc744 \uc758\ubbf8\ud558\uba70, \uc774\ub294 \uc885\uc885 \ubaa8\ub378\uc744 \uc0dd\uc131\ud560 \ub54c \uac00\uc815\ud558\ub294 \uac00\uc815\uc785\ub2c8\ub2e4.<\/span><\/p>\n<h3> <strong><span style=\"color: #000000;\">\ud14c\uc2a4\ud2b8 \ud1b5\uacc4<\/span><\/strong><\/h3>\n<p> <span style=\"color: #000000;\">Ljung-Box \uac80\uc815 \ud1b5\uacc4\ub7c9\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>Q<\/strong> = n(n+2) \u03a3p <sub>k<\/sub> <sup>2<\/sup> \/ (nk)<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uae08:<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>n<\/strong> = \ud45c\ubcf8 \ud06c\uae30<\/span><\/p>\n<p> <span style=\"color: #000000;\">\u03a3 = &#8220;\ud569\uacc4&#8221;\ub97c \uc758\ubbf8\ud558\uace0 1\ubd80\ud130 <em>h<\/em> \uae4c\uc9c0\uc758 \ud569\uc73c\ub85c \uac04\uc8fc\ub418\ub294 \uace0\uae09 \uae30\ud638\uc785\ub2c8\ub2e4. \uc5ec\uae30\uc11c <em>h<\/em> \ub294 \ud14c\uc2a4\ud2b8\ub41c \uc624\ud504\uc14b \uc218\uc785\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>p <sub>k<\/sub><\/strong> = \uc2dc\ucc28 <em>k<\/em> \uc5d0\uc11c\uc758 \uc790\uae30\uc0c1\uad00 \uc0d8\ud50c<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\uac70\ubd80\uc9c0\uc5ed<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\"><em>Q<\/em> \uac80\uc815 \ud1b5\uacc4\ub7c9\uc740 \uc790\uc720\ub3c4\uac00 <em>h<\/em> \uc778 \uce74\uc774\uc81c\uacf1 \ubd84\ud3ec\ub97c \ub530\ub985\ub2c8\ub2e4. \uc989, Q~ <sup>X2<\/sup> (h)\uc785\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uadc0\ubb34 \uac00\uc124\uc744 \uae30\uac01\ud558\uace0 Q &gt; X <sup>2<\/sup> <sub>1-\u03b1, h<\/sub> \uc778 \uacbd\uc6b0 \ubaa8\ub378 \uc794\ucc28\uac00 \ub3c5\ub9bd\uc801\uc73c\ub85c \ubd84\ud3ec\ub418\uc9c0 \uc54a\ub294\ub2e4\uace0 \ub9d0\ud569\ub2c8\ub2e4.<\/span><\/p>\n<h2> <span style=\"color: #000000;\"><strong>\uc608: R\uc5d0\uc11c Ljung-Box \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95<\/strong><\/span><\/h2>\n<p> <span style=\"color: #000000;\">\uc8fc\uc5b4\uc9c4 \uc2dc\uacc4\uc5f4\uc5d0 \ub300\ud574 R\uc5d0\uc11c Ljung-Box \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub824\uba74 \ub2e4\uc74c \ud45c\uae30\ubc95\uc744 \uc0ac\uc6a9\ud558\ub294 <strong>Box.test()<\/strong> \ud568\uc218\ub97c \uc0ac\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>Box.test<\/strong> (x, \uc624\ud504\uc14b=1, \uc720\ud615=c(\u201cBox-Pierce\u201d, \u201cLjung-Box\u201d), fitdf = 0)<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uae08:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>x:<\/strong> \uc218\uce58\ud615 \ubca1\ud130 \ub610\ub294 \uc77c\ubcc0\ub7c9 \uc2dc\uacc4\uc5f4<\/span><\/li>\n<li> <strong>\uc624\ud504\uc14b:<\/strong> \uc9c0\uc815\ub41c \uc624\ud504\uc14b \uc218<\/li>\n<li> <strong>\uc720\ud615:<\/strong> \uc218\ud589\ud560 \ud14c\uc2a4\ud2b8\uc785\ub2c8\ub2e4. \uc635\uc158\uc5d0\ub294 Box-Pierce \ubc0f Ljung-Box\uac00 \ud3ec\ud568\ub429\ub2c8\ub2e4.<\/li>\n<li> <strong>fitdf: x\uac00 \uc77c\ub828\uc758 \uc794\uae30\uc778 \uacbd\uc6b0 \ube84 bD<\/strong> \uc790\uc720\ub3c4<\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">\ub2e4\uc74c \uc608\uc5d0\uc11c\ub294 \ud3c9\uade0 = 0, \ubd84\uc0b0 = 1\uc778 \uc815\uaddc \ubd84\ud3ec\ub97c \ub530\ub974\ub294 100\uac1c \uac12\uc758 \uc784\uc758 \ubca1\ud130\uc5d0 \ub300\ud574 Ljung-Box \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95\uc744 \ubcf4\uc5ec\uc90d\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#make this example reproducible\n<\/span>set.seed(1)\n\n<span style=\"color: #008080;\">#generate a list of 100 normally distributed random variables<\/span>\ndata &lt;- rnorm(100, 0, 1)\n\n<span style=\"color: #008080;\">#conduct Ljung-Box test<\/span>\nBox.test(data, lag = 10, type = \"Ljung\")\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">\uadf8\ub7ec\uba74 \ub2e4\uc74c\uacfc \uac19\uc740 \ucd9c\ub825\uc774 \uc0dd\uc131\ub429\ub2c8\ub2e4.<\/span><\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong>Box-Ljung test\n\ndata:data\nX-squared = 6.0721, df = 10, p-value = 0.8092\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">\ud14c\uc2a4\ud2b8\uc758 \ud14c\uc2a4\ud2b8 \ud1b5\uacc4\ub7c9\uc740 Q = <strong>6.0721<\/strong> \uc774\uace0 \ud14c\uc2a4\ud2b8\uc758 p-\uac12\uc740 <strong>0.8092<\/strong> \ub85c 0.05\ubcf4\ub2e4 \ud6e8\uc52c \ub192\uc2b5\ub2c8\ub2e4. \ub530\ub77c\uc11c \uac80\uc815\uc758 \uadc0\ubb34\uac00\uc124\uc744 \uae30\uac01\ud558\uace0 \ub370\uc774\ud130 \uac12\uc774 \ub3c5\ub9bd\uc801\uc774\ub77c\ub294 \uacb0\ub860\uc744 \ub0b4\ub9ac\uc9c0 \ubabb\ud569\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\uc774 \uc608\uc5d0\uc11c\ub294 \uc624\ud504\uc14b \uac12 10\uc744 \uc0ac\uc6a9\ud588\uc9c0\ub9cc \ud2b9\uc815 \uc0c1\ud669\uc5d0 \ub530\ub77c \uc624\ud504\uc14b\uc5d0 \uc0ac\uc6a9\ud558\ub824\ub294 \uac12\uc744 \uc120\ud0dd\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>\uad00\ub828 \ud56d\ubaa9:<\/strong> <a href=\"https:\/\/statorials.org\/ko\/\u110b\u1172\u11bc-\u1107\u1161\u11a8\u1109\u1173-\u1110\u1166\u1109\u1173\u1110\u1173-\u1111\u1161\u110b\u1175\u110a\u1165\u11ab\/\" target=\"_blank\" rel=\"noopener noreferrer\">Python\uc5d0\uc11c Ljung-Box \ud14c\uc2a4\ud2b8\ub97c \uc218\ud589\ud558\ub294 \ubc29\ubc95<\/a><\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\ud1b5\uacc4\ud559\uc790\uc778 Greta M. Ljung \uacfc George EP Box \uc758 \uc774\ub984\uc744 \ub534 Ljung-Box \ud14c\uc2a4\ud2b8\ub294 \uc2dc\uacc4\uc5f4\uc5d0 \uc790\uae30\uc0c1\uad00\uc774 \uc874\uc7ac\ud558\ub294\uc9c0 \ud655\uc778\ud558\ub294 \ud1b5\uacc4 \ud14c\uc2a4\ud2b8\uc785\ub2c8\ub2e4. Ljung-Box \ud14c\uc2a4\ud2b8\ub294 \uacc4\ub7c9\uacbd\uc81c\ud559 \ubc0f \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uac00 \uc77c\ubc18\uc801\uc778 \uae30\ud0c0 \ubd84\uc57c\uc5d0\uc11c \ub110\ub9ac \uc0ac\uc6a9\ub429\ub2c8\ub2e4. Ljung-Box \ud14c\uc2a4\ud2b8\uc758 \uae30\ubcf8 Ljung-Box \ud14c\uc2a4\ud2b8\uc758 \uae30\ubcf8 \uc0ac\ud56d\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4. \uac00\uc124 Ljung-Box \ud14c\uc2a4\ud2b8\ub294 \ub2e4\uc74c\uacfc \uac19\uc740 \uac00\uc815\uc744 \uc0ac\uc6a9\ud569\ub2c8\ub2e4. H 0 : \uc794\ucc28\uac00 \ub3c5\ub9bd\uc801\uc73c\ub85c \ubd84\ud3ec\ub429\ub2c8\ub2e4. H A : [&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-578","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>Ljung-Box \ud14c\uc2a4\ud2b8: \uc815\uc758 + \uc608 - \uc815\uc801<\/title>\n<meta name=\"description\" content=\"\ud14c\uc2a4\ud2b8 \uc815\uc758\uc640 R\uc5d0\uc11c \uc2e4\ud589\ud558\ub294 \ubc29\ubc95\uc5d0 \ub300\ud55c \uc608\ub97c \ud3ec\ud568\ud558\uc5ec Ljung-Box \ud14c\uc2a4\ud2b8\uc5d0 \ub300\ud55c \uac04\ub2e8\ud55c \uc124\uba85\uc785\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\/\u110b\u1172\u11bc-\u1107\u1161\u11a8\u1109\u1173-\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=\"Ljung-Box \ud14c\uc2a4\ud2b8: \uc815\uc758 + \uc608 - 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