{"id":1371,"date":"2023-07-26T15:59:42","date_gmt":"2023-07-26T15:59:42","guid":{"rendered":"https:\/\/statorials.org\/pl\/test-chow-w-r\/"},"modified":"2023-07-26T15:59:42","modified_gmt":"2023-07-26T15:59:42","slug":"test-chow-w-r","status":"publish","type":"post","link":"https:\/\/statorials.org\/pl\/test-chow-w-r\/","title":{"rendered":"Jak wykona\u0107 test chow w r"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><a href=\"https:\/\/statorials.org\/pl\/proba-jedzenia\/\" target=\"_blank\" rel=\"noopener\">Test Chowa<\/a> s\u0142u\u017cy do sprawdzania, czy wsp\u00f3\u0142czynniki dw\u00f3ch r\u00f3\u017cnych modeli regresji na r\u00f3\u017cnych zbiorach danych s\u0105 r\u00f3wne.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Test ten jest zwykle stosowany w dziedzinie ekonometrii z danymi szereg\u00f3w czasowych w celu ustalenia, czy w danym momencie wyst\u0119puje strukturalna przerwa w danych.<\/span><\/p>\n<p> <span style=\"color: #000000;\">W tym samouczku przedstawiono krok po kroku przyk\u0142ad wykonania testu Chow w j\u0119zyku R.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>Krok 1: Utw\u00f3rz dane<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">Najpierw stworzymy fa\u0142szywe dane:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#create data<\/span>\ndata &lt;- data.frame(x = c(1, 1, 2, 3, 4, 4, 5, 5, 6, 7, 7, 8, 8, 9, 10, 10,\n                         11, 12, 12, 13, 14, 15, 15, 16, 17, 18, 18, 19, 20, 20),\n                   y = c(3, 5, 6, 10, 13, 15, 17, 14, 20, 23, 25, 27, 30, 30, 31,\n                         33, 32, 32, 30, 32, 34, 34, 37, 35, 34, 36, 34, 37, 38, 36))\n\n<span style=\"color: #008080;\">#view first six rows of data<\/span>\nhead(data)\n\n  xy\n1 1 3\n2 1 5\n3 2 6\n4 3 10\n5 4 13\n6 4 15\n<\/strong><\/pre>\n<h3> <span style=\"color: #000000;\"><strong>Krok 2: Wizualizuj dane<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">Nast\u0119pnie utworzymy prosty wykres rozrzutu do wizualizacji danych:<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#load ggplot2 visualization package\n<\/span><span style=\"color: #993300;\">library<\/span> (ggplot2)\n\n<span style=\"color: #008080;\">#create scatterplot\n<\/span>ggplot(data, <span style=\"color: #3366ff;\">aes<\/span> (x = x, y = y)) +\n    geom_point(col=' <span style=\"color: #008000;\">steelblue<\/span> ', size= <span style=\"color: #008000;\">3<\/span> )\n<\/strong><\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-13615 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/bouffer1.png\" alt=\"Testy \u017cywno\u015bci w R\" width=\"419\" height=\"418\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\">Z wykresu rozrzutu widzimy, \u017ce wz\u00f3r danych wydaje si\u0119 zmienia\u0107 przy x = 10. W zwi\u0105zku z tym mo\u017cemy wykona\u0107 test Chow, aby okre\u015bli\u0107, czy istnieje strukturalny punkt za\u0142amania danych przy x = 10.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>Krok 3: Wykonaj test Chow<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">Mo\u017cemy u\u017cy\u0107<\/span> funkcji <a href=\"https:\/\/www.rdocumentation.org\/packages\/strucchange\/versions\/1.5-2\/topics\/sctest\" target=\"_blank\" rel=\"noopener\">sctest<\/a> <span style=\"color: #000000;\">z pakietu <strong>strukturchange<\/strong> , aby wykona\u0107 test Chow:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#load strucchange package\n<\/span><span style=\"color: #993300;\">library<\/span> (strucchange)\n\n<span style=\"color: #008080;\">#perform Chow test<\/span>\nsctest(data$y ~ data$x, type = \" <span style=\"color: #008000;\">Chow<\/span> \", point = <span style=\"color: #008000;\">10<\/span> )\n\n\tChow test\n\ndata: data$y ~ data$x\nF = 110.14, p-value = 2.023e-13\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">Z wyniku testu mo\u017cemy zobaczy\u0107:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>Statystyka<\/strong> <strong>testu F<\/strong> : 110.14<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>Warto\u015b\u0107 p:<\/strong> &lt;.0000<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">Poniewa\u017c warto\u015b\u0107 p jest mniejsza ni\u017c 0,05, mo\u017cemy odrzuci\u0107 hipotez\u0119 zerow\u0105 testu. Oznacza to, \u017ce mamy wystarczaj\u0105ce dowody, aby stwierdzi\u0107, \u017ce w danych wyst\u0119puje strukturalny punkt przerwania.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Innymi s\u0142owy, dwie linie regresji mog\u0105 skuteczniej dopasowa\u0107 model do danych ni\u017c pojedyncza linia regresji.<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Test Chowa s\u0142u\u017cy do sprawdzania, czy wsp\u00f3\u0142czynniki dw\u00f3ch r\u00f3\u017cnych modeli regresji na r\u00f3\u017cnych zbiorach danych s\u0105 r\u00f3wne. Test ten jest zwykle stosowany w dziedzinie ekonometrii z danymi szereg\u00f3w czasowych w celu ustalenia, czy w danym momencie wyst\u0119puje strukturalna przerwa w danych. W tym samouczku przedstawiono krok po kroku przyk\u0142ad wykonania testu Chow w j\u0119zyku R. [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3],"tags":[],"class_list":["post-1371","post","type-post","status-publish","format-standard","hentry","category-przewodnik"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Jak wykona\u0107 test Chow w R - Statology<\/title>\n<meta name=\"description\" content=\"W tym samouczku wyja\u015bniono, jak wykona\u0107 test Chow w j\u0119zyku R, \u0142\u0105cznie z przyk\u0142adem krok po kroku.\" \/>\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\/pl\/test-chow-w-r\/\" \/>\n<meta property=\"og:locale\" content=\"pl_PL\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Jak wykona\u0107 test Chow w R - Statology\" \/>\n<meta property=\"og:description\" content=\"W tym samouczku wyja\u015bniono, jak wykona\u0107 test Chow w j\u0119zyku R, \u0142\u0105cznie z przyk\u0142adem krok po kroku.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/statorials.org\/pl\/test-chow-w-r\/\" \/>\n<meta property=\"og:site_name\" content=\"Statorials\" \/>\n<meta property=\"article:published_time\" content=\"2023-07-26T15:59:42+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/bouffer1.png\" \/>\n<meta name=\"author\" content=\"Benjamin Anderson\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Napisane przez\" \/>\n\t<meta name=\"twitter:data1\" content=\"Benjamin Anderson\" \/>\n\t<meta name=\"twitter:label2\" content=\"Szacowany czas czytania\" \/>\n\t<meta name=\"twitter:data2\" content=\"1 minuta\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/statorials.org\/pl\/test-chow-w-r\/\",\"url\":\"https:\/\/statorials.org\/pl\/test-chow-w-r\/\",\"name\":\"Jak wykona\u0107 test Chow w R - Statology\",\"isPartOf\":{\"@id\":\"https:\/\/statorials.org\/pl\/#website\"},\"datePublished\":\"2023-07-26T15:59:42+00:00\",\"dateModified\":\"2023-07-26T15:59:42+00:00\",\"author\":{\"@id\":\"https:\/\/statorials.org\/pl\/#\/schema\/person\/6484727a4612df3e69f016c3129c6965\"},\"description\":\"W tym samouczku wyja\u015bniono, jak wykona\u0107 test Chow w j\u0119zyku R, \u0142\u0105cznie z przyk\u0142adem krok po kroku.\",\"breadcrumb\":{\"@id\":\"https:\/\/statorials.org\/pl\/test-chow-w-r\/#breadcrumb\"},\"inLanguage\":\"pl-PL\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/statorials.org\/pl\/test-chow-w-r\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/statorials.org\/pl\/test-chow-w-r\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Dom\",\"item\":\"https:\/\/statorials.org\/pl\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Jak wykona\u0107 test chow w r\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\/\/statorials.org\/pl\/#website\",\"url\":\"https:\/\/statorials.org\/pl\/\",\"name\":\"Statorials\",\"description\":\"Tw\u00f3j przewodnik po kompetencjach statystycznych!\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\/\/statorials.org\/pl\/?s={search_term_string}\"},\"query-input\":\"required name=search_term_string\"}],\"inLanguage\":\"pl-PL\"},{\"@type\":\"Person\",\"@id\":\"https:\/\/statorials.org\/pl\/#\/schema\/person\/6484727a4612df3e69f016c3129c6965\",\"name\":\"Benjamin Anderson\",\"image\":{\"@type\":\"ImageObject\",\"inLanguage\":\"pl-PL\",\"@id\":\"https:\/\/statorials.org\/pl\/#\/schema\/person\/image\/\",\"url\":\"https:\/\/statorials.org\/pl\/wp-content\/uploads\/2023\/11\/Benjamin-Anderson-96x96.jpg\",\"contentUrl\":\"https:\/\/statorials.org\/pl\/wp-content\/uploads\/2023\/11\/Benjamin-Anderson-96x96.jpg\",\"caption\":\"Benjamin Anderson\"},\"description\":\"Cze\u015b\u0107, jestem Benjamin i jestem emerytowanym profesorem statystyki, kt\u00f3ry zosta\u0142 oddanym nauczycielem Statorials. 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