{"id":1370,"date":"2023-07-26T15:59:42","date_gmt":"2023-07-26T15:59:42","guid":{"rendered":"https:\/\/statorials.org\/ru\/%d1%82%d0%b5%d1%81%d1%82-%d0%bd%d0%b0-%d0%b5%d0%b4%d1%83-%d0%b2-%d0%b3\/"},"modified":"2023-07-26T15:59:42","modified_gmt":"2023-07-26T15:59:42","slug":"%d1%82%d0%b5%d1%81%d1%82-%d0%bd%d0%b0-%d0%b5%d0%b4%d1%83-%d0%b2-%d0%b3","status":"publish","type":"post","link":"https:\/\/statorials.org\/ru\/%d1%82%d0%b5%d1%81%d1%82-%d0%bd%d0%b0-%d0%b5%d0%b4%d1%83-%d0%b2-%d0%b3\/","title":{"rendered":"\u041a\u0430\u043a \u0432\u044b\u043f\u043e\u043b\u043d\u0438\u0442\u044c \u0442\u0435\u0441\u0442 \u0447\u043e\u0443 \u0432 r"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><a href=\"https:\/\/statorials.org\/ru\/\u043f\u0438\u0449\u0435\u0432\u043e\u0438-\u0442\u0435\u0441\u0442\/\" target=\"_blank\" rel=\"noopener\">\u0422\u0435\u0441\u0442 \u0427\u043e\u0443<\/a> \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u0443\u0435\u0442\u0441\u044f \u0434\u043b\u044f \u043f\u0440\u043e\u0432\u0435\u0440\u043a\u0438 \u0442\u043e\u0433\u043e, \u0440\u0430\u0432\u043d\u044b \u043b\u0438 \u043a\u043e\u044d\u0444\u0444\u0438\u0446\u0438\u0435\u043d\u0442\u044b \u0434\u0432\u0443\u0445 \u0440\u0430\u0437\u043d\u044b\u0445 \u043c\u043e\u0434\u0435\u043b\u0435\u0439 \u0440\u0435\u0433\u0440\u0435\u0441\u0441\u0438\u0438 \u0432 \u0440\u0430\u0437\u043d\u044b\u0445 \u043d\u0430\u0431\u043e\u0440\u0430\u0445 \u0434\u0430\u043d\u043d\u044b\u0445.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\u042d\u0442\u043e\u0442 \u0442\u0435\u0441\u0442 \u043e\u0431\u044b\u0447\u043d\u043e \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u0443\u0435\u0442\u0441\u044f \u0432 \u043e\u0431\u043b\u0430\u0441\u0442\u0438 \u044d\u043a\u043e\u043d\u043e\u043c\u0435\u0442\u0440\u0438\u043a\u0438 \u0441 \u0434\u0430\u043d\u043d\u044b\u043c\u0438 \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u044b\u0445 \u0440\u044f\u0434\u043e\u0432, \u0447\u0442\u043e\u0431\u044b \u043e\u043f\u0440\u0435\u0434\u0435\u043b\u0438\u0442\u044c, \u0435\u0441\u0442\u044c \u043b\u0438 \u0441\u0442\u0440\u0443\u043a\u0442\u0443\u0440\u043d\u044b\u0439 \u0440\u0430\u0437\u0440\u044b\u0432 \u0432 \u0434\u0430\u043d\u043d\u044b\u0445 \u0432 \u0434\u0430\u043d\u043d\u044b\u0439 \u043c\u043e\u043c\u0435\u043d\u0442 \u0432\u0440\u0435\u043c\u0435\u043d\u0438.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\u0412 \u044d\u0442\u043e\u043c \u0440\u0443\u043a\u043e\u0432\u043e\u0434\u0441\u0442\u0432\u0435 \u043f\u0440\u0435\u0434\u0441\u0442\u0430\u0432\u043b\u0435\u043d \u043f\u043e\u0448\u0430\u0433\u043e\u0432\u044b\u0439 \u043f\u0440\u0438\u043c\u0435\u0440 \u0432\u044b\u043f\u043e\u043b\u043d\u0435\u043d\u0438\u044f \u0442\u0435\u0441\u0442\u0430 \u0427\u043e\u0443 \u0432 R.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\u0428\u0430\u0433&nbsp;1. \u0421\u043e\u0437\u0434\u0430\u0439\u0442\u0435 \u0434\u0430\u043d\u043d\u044b\u0435<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\u0421\u043d\u0430\u0447\u0430\u043b\u0430 \u043c\u044b \u0441\u043e\u0437\u0434\u0430\u0434\u0438\u043c \u043f\u043e\u0434\u0434\u0435\u043b\u044c\u043d\u044b\u0435 \u0434\u0430\u043d\u043d\u044b\u0435:<\/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>\u0428\u0430\u0433 2. \u0412\u0438\u0437\u0443\u0430\u043b\u0438\u0437\u0438\u0440\u0443\u0439\u0442\u0435 \u0434\u0430\u043d\u043d\u044b\u0435<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\u0414\u0430\u043b\u0435\u0435 \u043c\u044b \u0441\u043e\u0437\u0434\u0430\u0434\u0438\u043c \u043f\u0440\u043e\u0441\u0442\u0443\u044e \u0434\u0438\u0430\u0433\u0440\u0430\u043c\u043c\u0443 \u0440\u0430\u0441\u0441\u0435\u044f\u043d\u0438\u044f \u0434\u043b\u044f \u0432\u0438\u0437\u0443\u0430\u043b\u0438\u0437\u0430\u0446\u0438\u0438 \u0434\u0430\u043d\u043d\u044b\u0445:<\/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=\"\u0422\u0435\u0441\u0442\u0438\u0440\u043e\u0432\u0430\u043d\u0438\u0435 \u043f\u0440\u043e\u0434\u0443\u043a\u0442\u043e\u0432 \u043f\u0438\u0442\u0430\u043d\u0438\u044f \u0432 R\" width=\"419\" height=\"418\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\">\u0418\u0437 \u0434\u0438\u0430\u0433\u0440\u0430\u043c\u043c\u044b \u0440\u0430\u0441\u0441\u0435\u044f\u043d\u0438\u044f \u043c\u044b \u0432\u0438\u0434\u0438\u043c, \u0447\u0442\u043e \u043a\u0430\u0440\u0442\u0438\u043d\u0430 \u0432 \u0434\u0430\u043d\u043d\u044b\u0445 \u043c\u0435\u043d\u044f\u0435\u0442\u0441\u044f \u043f\u0440\u0438 x = 10. \u0422\u0430\u043a\u0438\u043c \u043e\u0431\u0440\u0430\u0437\u043e\u043c, \u043c\u044b \u043c\u043e\u0436\u0435\u043c \u0432\u044b\u043f\u043e\u043b\u043d\u0438\u0442\u044c \u0442\u0435\u0441\u0442 \u0427\u043e\u0443, \u0447\u0442\u043e\u0431\u044b \u043e\u043f\u0440\u0435\u0434\u0435\u043b\u0438\u0442\u044c, \u0435\u0441\u0442\u044c \u043b\u0438 \u0442\u043e\u0447\u043a\u0430 \u0441\u0442\u0440\u0443\u043a\u0442\u0443\u0440\u043d\u043e\u0433\u043e \u0440\u0430\u0437\u0440\u044b\u0432\u0430 \u0432 \u0434\u0430\u043d\u043d\u044b\u0445 \u043f\u0440\u0438 x = 10.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\u0428\u0430\u0433 3: \u041f\u0440\u043e\u0432\u0435\u0434\u0438\u0442\u0435 \u0442\u0435\u0441\u0442 \u0447\u0430\u0443<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\u041c\u044b \u043c\u043e\u0436\u0435\u043c \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u043e\u0432\u0430\u0442\u044c<\/span> \u0444\u0443\u043d\u043a\u0446\u0438\u044e <a href=\"https:\/\/www.rdocumentation.org\/packages\/strucchange\/versions\/1.5-2\/topics\/sctest\" target=\"_blank\" rel=\"noopener\">sctest<\/a> <span style=\"color: #000000;\">\u0438\u0437 \u043f\u0430\u043a\u0435\u0442\u0430 <strong>strucchange<\/strong> \u0434\u043b\u044f \u0432\u044b\u043f\u043e\u043b\u043d\u0435\u043d\u0438\u044f \u0442\u0435\u0441\u0442\u0430 \u0427\u043e\u0443:<\/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;\">\u041f\u043e \u0440\u0435\u0437\u0443\u043b\u044c\u0442\u0430\u0442\u0430\u043c \u0442\u0435\u0441\u0442\u0430 \u043c\u044b \u0432\u0438\u0434\u0438\u043c:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>\u0421\u0442\u0430\u0442\u0438\u0441\u0442\u0438\u043a\u0430<\/strong> <strong>F-\u0442\u0435\u0441\u0442\u0430<\/strong> : 110,14<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>p-\u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0435:<\/strong> &lt;.0000<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">\u041f\u043e\u0441\u043a\u043e\u043b\u044c\u043a\u0443 \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0435 p \u043c\u0435\u043d\u044c\u0448\u0435 0,05, \u043c\u044b \u043c\u043e\u0436\u0435\u043c \u043e\u0442\u0432\u0435\u0440\u0433\u043d\u0443\u0442\u044c \u043d\u0443\u043b\u0435\u0432\u0443\u044e \u0433\u0438\u043f\u043e\u0442\u0435\u0437\u0443 \u0442\u0435\u0441\u0442\u0430. \u042d\u0442\u043e \u043e\u0437\u043d\u0430\u0447\u0430\u0435\u0442, \u0447\u0442\u043e \u0443 \u043d\u0430\u0441 \u0435\u0441\u0442\u044c \u0434\u043e\u0441\u0442\u0430\u0442\u043e\u0447\u043d\u043e \u0434\u043e\u043a\u0430\u0437\u0430\u0442\u0435\u043b\u044c\u0441\u0442\u0432, \u0447\u0442\u043e\u0431\u044b \u0441\u043a\u0430\u0437\u0430\u0442\u044c, \u0447\u0442\u043e \u0432 \u0434\u0430\u043d\u043d\u044b\u0445 \u043f\u0440\u0438\u0441\u0443\u0442\u0441\u0442\u0432\u0443\u0435\u0442 \u0441\u0442\u0440\u0443\u043a\u0442\u0443\u0440\u043d\u0430\u044f \u0442\u043e\u0447\u043a\u0430 \u0438\u0437\u043b\u043e\u043c\u0430.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\u0414\u0440\u0443\u0433\u0438\u043c\u0438 \u0441\u043b\u043e\u0432\u0430\u043c\u0438, \u0434\u0432\u0435 \u043b\u0438\u043d\u0438\u0438 \u0440\u0435\u0433\u0440\u0435\u0441\u0441\u0438\u0438 \u043c\u043e\u0433\u0443\u0442 \u0431\u043e\u043b\u0435\u0435 \u044d\u0444\u0444\u0435\u043a\u0442\u0438\u0432\u043d\u043e \u0441\u043e\u043e\u0442\u0432\u0435\u0442\u0441\u0442\u0432\u043e\u0432\u0430\u0442\u044c \u043c\u043e\u0434\u0435\u043b\u0438 \u0434\u0430\u043d\u043d\u044b\u043c, \u0447\u0435\u043c \u043e\u0434\u043d\u0430 \u043b\u0438\u043d\u0438\u044f \u0440\u0435\u0433\u0440\u0435\u0441\u0441\u0438\u0438.<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u0422\u0435\u0441\u0442 \u0427\u043e\u0443 \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u0443\u0435\u0442\u0441\u044f \u0434\u043b\u044f \u043f\u0440\u043e\u0432\u0435\u0440\u043a\u0438 \u0442\u043e\u0433\u043e, \u0440\u0430\u0432\u043d\u044b \u043b\u0438 \u043a\u043e\u044d\u0444\u0444\u0438\u0446\u0438\u0435\u043d\u0442\u044b \u0434\u0432\u0443\u0445 \u0440\u0430\u0437\u043d\u044b\u0445 \u043c\u043e\u0434\u0435\u043b\u0435\u0439 \u0440\u0435\u0433\u0440\u0435\u0441\u0441\u0438\u0438 \u0432 \u0440\u0430\u0437\u043d\u044b\u0445 \u043d\u0430\u0431\u043e\u0440\u0430\u0445 \u0434\u0430\u043d\u043d\u044b\u0445. \u042d\u0442\u043e\u0442 \u0442\u0435\u0441\u0442 \u043e\u0431\u044b\u0447\u043d\u043e \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u0443\u0435\u0442\u0441\u044f \u0432 \u043e\u0431\u043b\u0430\u0441\u0442\u0438 \u044d\u043a\u043e\u043d\u043e\u043c\u0435\u0442\u0440\u0438\u043a\u0438 \u0441 \u0434\u0430\u043d\u043d\u044b\u043c\u0438 \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u044b\u0445 \u0440\u044f\u0434\u043e\u0432, \u0447\u0442\u043e\u0431\u044b \u043e\u043f\u0440\u0435\u0434\u0435\u043b\u0438\u0442\u044c, \u0435\u0441\u0442\u044c \u043b\u0438 \u0441\u0442\u0440\u0443\u043a\u0442\u0443\u0440\u043d\u044b\u0439 \u0440\u0430\u0437\u0440\u044b\u0432 \u0432 \u0434\u0430\u043d\u043d\u044b\u0445 \u0432 \u0434\u0430\u043d\u043d\u044b\u0439 \u043c\u043e\u043c\u0435\u043d\u0442 \u0432\u0440\u0435\u043c\u0435\u043d\u0438. \u0412 \u044d\u0442\u043e\u043c \u0440\u0443\u043a\u043e\u0432\u043e\u0434\u0441\u0442\u0432\u0435 \u043f\u0440\u0435\u0434\u0441\u0442\u0430\u0432\u043b\u0435\u043d \u043f\u043e\u0448\u0430\u0433\u043e\u0432\u044b\u0439 \u043f\u0440\u0438\u043c\u0435\u0440 \u0432\u044b\u043f\u043e\u043b\u043d\u0435\u043d\u0438\u044f \u0442\u0435\u0441\u0442\u0430 \u0427\u043e\u0443 \u0432 R. \u0428\u0430\u0433&nbsp;1. \u0421\u043e\u0437\u0434\u0430\u0439\u0442\u0435 \u0434\u0430\u043d\u043d\u044b\u0435 \u0421\u043d\u0430\u0447\u0430\u043b\u0430 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-1370","post","type-post","status-publish","format-standard","hentry","category-11"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>\u041a\u0430\u043a \u0432\u044b\u043f\u043e\u043b\u043d\u0438\u0442\u044c \u0442\u0435\u0441\u0442 \u0427\u043e\u0443 \u0432 R \u2014 Statorials<\/title>\n<meta name=\"description\" content=\"\u0412 \u044d\u0442\u043e\u043c \u0440\u0443\u043a\u043e\u0432\u043e\u0434\u0441\u0442\u0432\u0435 \u043e\u0431\u044a\u044f\u0441\u043d\u044f\u0435\u0442\u0441\u044f, \u043a\u0430\u043a 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