{"id":2658,"date":"2023-07-21T07:21:55","date_gmt":"2023-07-21T07:21:55","guid":{"rendered":"https:\/\/statorials.org\/pl\/test-kpss-w-r\/"},"modified":"2023-07-21T07:21:55","modified_gmt":"2023-07-21T07:21:55","slug":"test-kpss-w-r","status":"publish","type":"post","link":"https:\/\/statorials.org\/pl\/test-kpss-w-r\/","title":{"rendered":"Jak wykona\u0107 test kpss w r (wraz z przyk\u0142adem)"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><strong>Test KPSS<\/strong> mo\u017cna zastosowa\u0107 do ustalenia, czy szereg czasowy ma trend stacjonarny.<\/span><\/p>\n<p> <span style=\"color: #000000;\">W te\u015bcie tym wykorzystuje si\u0119 nast\u0119puj\u0105c\u0105 hipotez\u0119 zerow\u0105 i alternatywn\u0105:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub><\/strong> : Szereg czasowy ma trend stacjonarny.<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>H <sub>A<\/sub><\/strong> : Szereg czasowy <em>nie ma<\/em> trendu stacjonarnego.<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">Je\u017celi <a href=\"https:\/\/statorials.org\/pl\/p-oznacza-istotnosc-statystyczna\/\" target=\"_blank\" rel=\"noopener\">warto\u015b\u0107 p<\/a> testu jest poni\u017cej pewnego poziomu istotno\u015bci (np. \u03b1 = 0,05), w\u00f3wczas odrzucamy hipotez\u0119 zerow\u0105 i stwierdzamy, \u017ce szereg czasowy nie ma tendencji stacjonarnej.<\/span><\/p>\n<p> <span style=\"color: #000000;\">W przeciwnym razie nie uda nam si\u0119 odrzuci\u0107 hipotezy zerowej.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Poni\u017csze przyk\u0142ady pokazuj\u0105, jak wykona\u0107 test KPSS w R.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>Przyk\u0142ad 1: Test KPSS w R (z danymi stacjonarnymi)<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">Najpierw utw\u00f3rzmy fa\u0142szywe dane w R, z kt\u00f3rymi b\u0119dziemy mogli pracowa\u0107:<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#make this example reproducible\n<span style=\"color: #000000;\">set. <span style=\"color: #3366ff;\">seeds<\/span> (100)\n\n<span style=\"color: #008080;\">#create time series data\n<\/span>data&lt;-rnorm(100)\n\n<span style=\"color: #008080;\">#plot time series data as line plot\n<\/span>plot(data, type=' <span style=\"color: #ff0000;\">l<\/span> ')<\/span><\/span><\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-23441 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/kpss1.jpg\" alt=\"\" width=\"441\" height=\"404\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\">Mo\u017cemy u\u017cy\u0107 funkcji <strong>kpss.test()<\/strong> z pakietu <strong>tseries<\/strong> , aby przeprowadzi\u0107 test KPSS na danych szeregu czasowego:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008000;\">library<\/span> (tseries)\n\n<span style=\"color: #008080;\">#perform KPSS test<\/span>\nkpss. <span style=\"color: #3366ff;\">test<\/span> (data, null=\" <span style=\"color: #008000;\">Trend<\/span> \")\n\n\tKPSS Test for Trend Stationarity\n\ndata:data\nKPSS Trend = 0.034563, Truncation lag parameter = 4, p-value = 0.1\n\nWarning message:\nIn kpss.test(data, null = \"Trend\"): p-value greater than printed p-value\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">Warto\u015b\u0107 p wynosi <strong>0,1<\/strong> . Poniewa\u017c warto\u015b\u0107 ta jest nie mniejsza ni\u017c 0,05, nie mo\u017cna odrzuci\u0107 hipotezy zerowej testu KPSS.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Oznacza to, \u017ce mo\u017cemy za\u0142o\u017cy\u0107, \u017ce szereg czasowy ma trend stacjonarny.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>Uwaga<\/strong> : Warto\u015b\u0107 p jest w rzeczywisto\u015bci nadal wi\u0119ksza ni\u017c 0,1, ale najni\u017csza warto\u015b\u0107, jak\u0105 wygeneruje funkcja kpss.test() to 0,1.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>Przyk\u0142ad 2: Test KPSS w R (z danymi niestacjonarnymi)<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">Najpierw utw\u00f3rzmy fa\u0142szywe dane w R, z kt\u00f3rymi b\u0119dziemy mogli pracowa\u0107:<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#make this example reproducible<span style=\"color: #000000;\">\n\n<span style=\"color: #008080;\">#create time series data\n<\/span>data &lt;-c(0, 3, 4, 3, 6, 7, 5, 8, 15, 13, 19, 12, 29, 15, 45, 23, 67, 45)\n\n<span style=\"color: #008080;\">#plot time series data as line plot\n<\/span>plot(data, type=' <span style=\"color: #ff0000;\">l<\/span> ')<\/span><\/span><\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-23443 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/kpss2.jpg\" alt=\"\" width=\"408\" height=\"369\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\">Ponownie mo\u017cemy u\u017cy\u0107 funkcji <strong>kpss.test()<\/strong> z pakietu <strong>tseries<\/strong> , aby przeprowadzi\u0107 test KPSS na danych szeregu czasowego:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008000;\">library<\/span> (tseries)\n\n<span style=\"color: #008080;\">#perform KPSS test<\/span>\nkpss. <span style=\"color: #3366ff;\">test<\/span> (data, null=\" <span style=\"color: #008000;\">Trend<\/span> \")\n\n\tKPSS Test for Trend Stationarity\n\ndata:data\nKPSS Trend = 0.149, Truncation lag parameter = 2, p-value = 0.04751<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">Warto\u015b\u0107 p wynosi <strong>0,04751<\/strong> . Warto\u015b\u0107 ta jest mniejsza ni\u017c 0,05, wi\u0119c odrzucamy hipotez\u0119 zerow\u0105 testu KPSS.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Oznacza to, \u017ce szereg czasowy <em>nie jest<\/em> stacjonarny.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>Dodatkowe zasoby<\/strong><\/span><span style=\"color: #000000;\"><br \/><\/span><\/h3>\n<p> <span style=\"color: #000000;\">Poni\u017csze samouczki zawieraj\u0105 dodatkowe informacje na temat pracy z danymi szereg\u00f3w czasowych w j\u0119zyku R:<\/span><\/p>\n<p> <a href=\"https:\/\/statorials.org\/pl\/wykresl-szeregi-czasowe-w-r\/\" target=\"_blank\" rel=\"noopener\">Jak wykre\u015bli\u0107 szereg czasowy w R<\/a><br \/> <a href=\"https:\/\/statorials.org\/pl\/test-dickey\u2019ego-fullera-w-r\/\" target=\"_blank\" rel=\"noopener\">Jak wykona\u0107 rozszerzony test Dickeya-Fullera w R<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Test KPSS mo\u017cna zastosowa\u0107 do ustalenia, czy szereg czasowy ma trend stacjonarny. W te\u015bcie tym wykorzystuje si\u0119 nast\u0119puj\u0105c\u0105 hipotez\u0119 zerow\u0105 i alternatywn\u0105: H 0 : Szereg czasowy ma trend stacjonarny. H A : Szereg czasowy nie ma trendu stacjonarnego. Je\u017celi warto\u015b\u0107 p testu jest poni\u017cej pewnego poziomu istotno\u015bci (np. \u03b1 = 0,05), w\u00f3wczas odrzucamy hipotez\u0119 [&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-2658","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 KPSS w R (z przyk\u0142adem) - Statorials<\/title>\n<meta name=\"description\" content=\"W tym samouczku wyja\u015bniono, jak wykona\u0107 test KPSS w j\u0119zyku R, podaj\u0105c pe\u0142ny przyk\u0142ad.\" \/>\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-kpss-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 KPSS w R (z przyk\u0142adem) - Statorials\" \/>\n<meta property=\"og:description\" content=\"W tym samouczku wyja\u015bniono, jak wykona\u0107 test KPSS w j\u0119zyku R, podaj\u0105c pe\u0142ny przyk\u0142ad.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/statorials.org\/pl\/test-kpss-w-r\/\" \/>\n<meta property=\"og:site_name\" content=\"Statorials\" \/>\n<meta property=\"article:published_time\" content=\"2023-07-21T07:21:55+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/kpss1.jpg\" \/>\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=\"2 minuty\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/statorials.org\/pl\/test-kpss-w-r\/\",\"url\":\"https:\/\/statorials.org\/pl\/test-kpss-w-r\/\",\"name\":\"Jak wykona\u0107 test KPSS w R (z przyk\u0142adem) - Statorials\",\"isPartOf\":{\"@id\":\"https:\/\/statorials.org\/pl\/#website\"},\"datePublished\":\"2023-07-21T07:21:55+00:00\",\"dateModified\":\"2023-07-21T07:21:55+00:00\",\"author\":{\"@id\":\"https:\/\/statorials.org\/pl\/#\/schema\/person\/6484727a4612df3e69f016c3129c6965\"},\"description\":\"W tym samouczku wyja\u015bniono, jak wykona\u0107 test KPSS w j\u0119zyku R, podaj\u0105c pe\u0142ny przyk\u0142ad.\",\"breadcrumb\":{\"@id\":\"https:\/\/statorials.org\/pl\/test-kpss-w-r\/#breadcrumb\"},\"inLanguage\":\"pl-PL\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/statorials.org\/pl\/test-kpss-w-r\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/statorials.org\/pl\/test-kpss-w-r\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Dom\",\"item\":\"https:\/\/statorials.org\/pl\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Jak wykona\u0107 test kpss w r (wraz z przyk\u0142adem)\"}]},{\"@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. Dzi\u0119ki bogatemu do\u015bwiadczeniu i wiedzy specjalistycznej w dziedzinie statystyki ch\u0119tnie dziel\u0119 si\u0119 swoj\u0105 wiedz\u0105, aby wzmocni\u0107 pozycj\u0119 uczni\u00f3w za po\u015brednictwem Statorials. Wiedzie\u0107 wi\u0119cej\",\"sameAs\":[\"https:\/\/statorials.org\/pl\"]}]}<\/script>\n<!-- \/ Yoast SEO plugin. -->","yoast_head_json":{"title":"Jak wykona\u0107 test KPSS w R (z przyk\u0142adem) - Statorials","description":"W tym samouczku wyja\u015bniono, jak wykona\u0107 test KPSS w j\u0119zyku R, podaj\u0105c pe\u0142ny przyk\u0142ad.","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/statorials.org\/pl\/test-kpss-w-r\/","og_locale":"pl_PL","og_type":"article","og_title":"Jak wykona\u0107 test KPSS w R (z przyk\u0142adem) - Statorials","og_description":"W tym samouczku wyja\u015bniono, jak wykona\u0107 test KPSS w j\u0119zyku R, podaj\u0105c pe\u0142ny przyk\u0142ad.","og_url":"https:\/\/statorials.org\/pl\/test-kpss-w-r\/","og_site_name":"Statorials","article_published_time":"2023-07-21T07:21:55+00:00","og_image":[{"url":"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/kpss1.jpg"}],"author":"Benjamin Anderson","twitter_card":"summary_large_image","twitter_misc":{"Napisane przez":"Benjamin Anderson","Szacowany czas czytania":"2 minuty"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"WebPage","@id":"https:\/\/statorials.org\/pl\/test-kpss-w-r\/","url":"https:\/\/statorials.org\/pl\/test-kpss-w-r\/","name":"Jak wykona\u0107 test KPSS w R (z przyk\u0142adem) - Statorials","isPartOf":{"@id":"https:\/\/statorials.org\/pl\/#website"},"datePublished":"2023-07-21T07:21:55+00:00","dateModified":"2023-07-21T07:21:55+00:00","author":{"@id":"https:\/\/statorials.org\/pl\/#\/schema\/person\/6484727a4612df3e69f016c3129c6965"},"description":"W tym samouczku wyja\u015bniono, jak wykona\u0107 test KPSS w j\u0119zyku R, podaj\u0105c pe\u0142ny przyk\u0142ad.","breadcrumb":{"@id":"https:\/\/statorials.org\/pl\/test-kpss-w-r\/#breadcrumb"},"inLanguage":"pl-PL","potentialAction":[{"@type":"ReadAction","target":["https:\/\/statorials.org\/pl\/test-kpss-w-r\/"]}]},{"@type":"BreadcrumbList","@id":"https:\/\/statorials.org\/pl\/test-kpss-w-r\/#breadcrumb","itemListElement":[{"@type":"ListItem","position":1,"name":"Dom","item":"https:\/\/statorials.org\/pl\/"},{"@type":"ListItem","position":2,"name":"Jak wykona\u0107 test kpss w r (wraz z przyk\u0142adem)"}]},{"@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. Dzi\u0119ki bogatemu do\u015bwiadczeniu i wiedzy specjalistycznej w dziedzinie statystyki ch\u0119tnie dziel\u0119 si\u0119 swoj\u0105 wiedz\u0105, aby wzmocni\u0107 pozycj\u0119 uczni\u00f3w za po\u015brednictwem Statorials. Wiedzie\u0107 wi\u0119cej","sameAs":["https:\/\/statorials.org\/pl"]}]}},"yoast_meta":{"yoast_wpseo_title":"","yoast_wpseo_metadesc":"","yoast_wpseo_canonical":""},"_links":{"self":[{"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/posts\/2658","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/comments?post=2658"}],"version-history":[{"count":0,"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/posts\/2658\/revisions"}],"wp:attachment":[{"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/media?parent=2658"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/categories?post=2658"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/statorials.org\/pl\/wp-json\/wp\/v2\/tags?post=2658"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}