{"id":2661,"date":"2023-07-21T06:56:19","date_gmt":"2023-07-21T06:56:19","guid":{"rendered":"https:\/\/statorials.org\/ru\/%d1%82%d0%b5%d1%81%d1%82-kpss-%d0%b2-python\/"},"modified":"2023-07-21T06:56:19","modified_gmt":"2023-07-21T06:56:19","slug":"%d1%82%d0%b5%d1%81%d1%82-kpss-%d0%b2-python","status":"publish","type":"post","link":"https:\/\/statorials.org\/ru\/%d1%82%d0%b5%d1%81%d1%82-kpss-%d0%b2-python\/","title":{"rendered":"\u041a\u0430\u043a \u0432\u044b\u043f\u043e\u043b\u043d\u0438\u0442\u044c \u0442\u0435\u0441\u0442 kpss \u043d\u0430 python"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><strong>\u0422\u0435\u0441\u0442 KPSS<\/strong> \u043c\u043e\u0436\u043d\u043e \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u043e\u0432\u0430\u0442\u044c \u0434\u043b\u044f \u043e\u043f\u0440\u0435\u0434\u0435\u043b\u0435\u043d\u0438\u044f \u0442\u043e\u0433\u043e, \u0438\u043c\u0435\u0435\u0442 \u043b\u0438 \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0439 \u0440\u044f\u0434 \u0441\u0442\u0430\u0446\u0438\u043e\u043d\u0430\u0440\u043d\u044b\u0439 \u0442\u0440\u0435\u043d\u0434.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\u0412 \u044d\u0442\u043e\u043c \u0442\u0435\u0441\u0442\u0435 \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u0443\u044e\u0442\u0441\u044f \u0441\u043b\u0435\u0434\u0443\u044e\u0449\u0438\u0435 \u043d\u0443\u043b\u0435\u0432\u0430\u044f \u0438 \u0430\u043b\u044c\u0442\u0435\u0440\u043d\u0430\u0442\u0438\u0432\u043d\u0430\u044f \u0433\u0438\u043f\u043e\u0442\u0435\u0437\u044b:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub><\/strong> : \u0412\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0439 \u0440\u044f\u0434 \u0438\u043c\u0435\u0435\u0442 \u0441\u0442\u0430\u0446\u0438\u043e\u043d\u0430\u0440\u043d\u044b\u0439 \u0442\u0440\u0435\u043d\u0434.<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>\u0425 <sub>\u0410<\/sub><\/strong> : \u0412\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0439 \u0440\u044f\u0434 <em>\u043d\u0435 \u0438\u043c\u0435\u0435\u0442<\/em> \u0441\u0442\u0430\u0446\u0438\u043e\u043d\u0430\u0440\u043d\u043e\u0433\u043e \u0442\u0440\u0435\u043d\u0434\u0430.<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">\u0415\u0441\u043b\u0438 <a href=\"https:\/\/statorials.org\/ru\/\u0441\u0442\u0430\u0442\u0438\u0441\u0442\u0438\u0447\u0435\u0441\u043a\u0430\u044f-\u0437\u043d\u0430\u0447\u0438\u043c\u043e\u0441\u0442\u044c-\u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0438-p\/\" target=\"_blank\" rel=\"noopener\">\u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0435 p<\/a> \u0442\u0435\u0441\u0442\u0430 \u043d\u0438\u0436\u0435 \u043e\u043f\u0440\u0435\u0434\u0435\u043b\u0435\u043d\u043d\u043e\u0433\u043e \u0443\u0440\u043e\u0432\u043d\u044f \u0437\u043d\u0430\u0447\u0438\u043c\u043e\u0441\u0442\u0438 (\u043d\u0430\u043f\u0440\u0438\u043c\u0435\u0440, \u03b1 = 0,05), \u0442\u043e \u043c\u044b \u043e\u0442\u0432\u0435\u0440\u0433\u0430\u0435\u043c \u043d\u0443\u043b\u0435\u0432\u0443\u044e \u0433\u0438\u043f\u043e\u0442\u0435\u0437\u0443 \u0438 \u0434\u0435\u043b\u0430\u0435\u043c \u0432\u044b\u0432\u043e\u0434, \u0447\u0442\u043e \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0439 \u0440\u044f\u0434 \u043d\u0435 \u0438\u043c\u0435\u0435\u0442 \u0441\u0442\u0430\u0446\u0438\u043e\u043d\u0430\u0440\u043d\u043e\u0439 \u0442\u0435\u043d\u0434\u0435\u043d\u0446\u0438\u0438.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\u0412 \u043f\u0440\u043e\u0442\u0438\u0432\u043d\u043e\u043c \u0441\u043b\u0443\u0447\u0430\u0435 \u043c\u044b \u043d\u0435 \u0441\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.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\u0412 \u0441\u043b\u0435\u0434\u0443\u044e\u0449\u0438\u0445 \u043f\u0440\u0438\u043c\u0435\u0440\u0430\u0445 \u043f\u043e\u043a\u0430\u0437\u0430\u043d\u043e, \u043a\u0430\u043a \u0432\u044b\u043f\u043e\u043b\u043d\u0438\u0442\u044c \u0442\u0435\u0441\u0442 KPSS \u0432 Python.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\u041f\u0440\u0438\u043c\u0435\u0440 1: \u0442\u0435\u0441\u0442 KPSS \u043d\u0430 Python (\u0441\u043e \u0441\u0442\u0430\u0446\u0438\u043e\u043d\u0430\u0440\u043d\u044b\u043c\u0438 \u0434\u0430\u043d\u043d\u044b\u043c\u0438)<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\u0412\u043e-\u043f\u0435\u0440\u0432\u044b\u0445, \u0434\u0430\u0432\u0430\u0439\u0442\u0435 \u0441\u043e\u0437\u0434\u0430\u0434\u0438\u043c \u043d\u0435\u0441\u043a\u043e\u043b\u044c\u043a\u043e \u043f\u043e\u0434\u0434\u0435\u043b\u044c\u043d\u044b\u0445 \u0434\u0430\u043d\u043d\u044b\u0445 \u0432 Python \u0434\u043b\u044f \u0440\u0430\u0431\u043e\u0442\u044b:<\/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;\">\u041c\u044b \u043c\u043e\u0436\u0435\u043c \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u043e\u0432\u0430\u0442\u044c \u0444\u0443\u043d\u043a\u0446\u0438\u044e <strong>kpss()<\/strong> \u0438\u0437 \u043f\u0430\u043a\u0435\u0442\u0430 <b>statsmodels<\/b> \u0434\u043b\u044f \u0432\u044b\u043f\u043e\u043b\u043d\u0435\u043d\u0438\u044f \u0442\u0435\u0441\u0442\u0430 KPSS \u043d\u0430 \u0434\u0430\u043d\u043d\u044b\u0445 \u044d\u0442\u043e\u0433\u043e \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0433\u043e \u0440\u044f\u0434\u0430:<\/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;\">\u0412\u043e\u0442 \u043a\u0430\u043a \u0438\u043d\u0442\u0435\u0440\u043f\u0440\u0435\u0442\u0438\u0440\u043e\u0432\u0430\u0442\u044c \u0440\u0435\u0437\u0443\u043b\u044c\u0442\u0430\u0442:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\">\u0421\u0442\u0430\u0442\u0438\u0441\u0442\u0438\u043a\u0430 \u0442\u0435\u0441\u0442\u0430 \u041a\u041f\u0421\u0421: <strong>0,04776.<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">\u0417\u043d\u0430\u0447\u0435\u043d\u0438\u0435 p: <strong>0,1<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">\u041f\u0430\u0440\u0430\u043c\u0435\u0442\u0440 \u0441\u043c\u0435\u0449\u0435\u043d\u0438\u044f \u0443\u0441\u0435\u0447\u0435\u043d\u0438\u044f: <strong>1<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">\u041a\u0440\u0438\u0442\u0438\u0447\u0435\u0441\u043a\u0438\u0435 \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u044f \u043d\u0430 <strong>10%<\/strong> , <strong>5%<\/strong> , <strong>2,5%<\/strong> \u0438 <strong>1%.<\/strong><\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">\u0417\u043d\u0430\u0447\u0435\u043d\u0438\u0435 p \u0441\u043e\u0441\u0442\u0430\u0432\u043b\u044f\u0435\u0442 <strong>0,1<\/strong> . \u041f\u043e\u0441\u043a\u043e\u043b\u044c\u043a\u0443 \u044d\u0442\u043e \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0435 \u043d\u0435 \u043c\u0435\u043d\u044c\u0448\u0435 0,05, \u043c\u044b \u043d\u0435 \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 KPSS.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\u042d\u0442\u043e \u043e\u0437\u043d\u0430\u0447\u0430\u0435\u0442, \u0447\u0442\u043e \u043c\u044b \u043c\u043e\u0436\u0435\u043c \u043f\u0440\u0435\u0434\u043f\u043e\u043b\u043e\u0436\u0438\u0442\u044c, \u0447\u0442\u043e \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0439 \u0440\u044f\u0434 \u0438\u043c\u0435\u0435\u0442 \u0441\u0442\u0430\u0446\u0438\u043e\u043d\u0430\u0440\u043d\u044b\u0439 \u0442\u0440\u0435\u043d\u0434.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>\u041f\u0440\u0438\u043c\u0435\u0447\u0430\u043d\u0438\u0435 1.<\/strong> \u0417\u043d\u0430\u0447\u0435\u043d\u0438\u0435 p \u043d\u0430 \u0441\u0430\u043c\u043e\u043c \u0434\u0435\u043b\u0435 \u0432\u0441\u0435 \u0435\u0449\u0435 \u0431\u043e\u043b\u044c\u0448\u0435 0,1, \u043d\u043e \u043d\u0430\u0438\u043c\u0435\u043d\u044c\u0448\u0435\u0435 \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0435, \u043a\u043e\u0442\u043e\u0440\u043e\u0435 \u043c\u043e\u0436\u0435\u0442 \u0432\u044b\u0434\u0430\u0442\u044c \u0444\u0443\u043d\u043a\u0446\u0438\u044f kpss(), \u0440\u0430\u0432\u043d\u043e 0,1.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>\u041f\u0440\u0438\u043c\u0435\u0447\u0430\u043d\u0438\u0435 2.<\/strong> \u0412\u044b \u0434\u043e\u043b\u0436\u043d\u044b \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u043e\u0432\u0430\u0442\u044c \u0430\u0440\u0433\u0443\u043c\u0435\u043d\u0442 <strong>re\u0433\u0440\u0435\u0441\u0441\u0438\u044f=&#8217;ct&#8217;<\/strong> , \u0447\u0442\u043e\u0431\u044b \u0443\u043a\u0430\u0437\u0430\u0442\u044c, \u0447\u0442\u043e \u043d\u0443\u043b\u0435\u0432\u0430\u044f \u0433\u0438\u043f\u043e\u0442\u0435\u0437\u0430 \u0442\u0435\u0441\u0442\u0430 \u0437\u0430\u043a\u043b\u044e\u0447\u0430\u0435\u0442\u0441\u044f \u0432 \u0442\u043e\u043c, \u0447\u0442\u043e \u0434\u0430\u043d\u043d\u044b\u0435 \u0438\u043c\u0435\u044e\u0442 \u0441\u0442\u0430\u0446\u0438\u043e\u043d\u0430\u0440\u043d\u044b\u0439 \u0442\u0440\u0435\u043d\u0434.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\u041f\u0440\u0438\u043c\u0435\u0440 2: \u0442\u0435\u0441\u0442 KPSS \u043d\u0430 Python (\u0441 \u043d\u0435\u0441\u0442\u0430\u0446\u0438\u043e\u043d\u0430\u0440\u043d\u044b\u043c\u0438 \u0434\u0430\u043d\u043d\u044b\u043c\u0438)<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\u0412\u043e-\u043f\u0435\u0440\u0432\u044b\u0445, \u0434\u0430\u0432\u0430\u0439\u0442\u0435 \u0441\u043e\u0437\u0434\u0430\u0434\u0438\u043c \u043d\u0435\u0441\u043a\u043e\u043b\u044c\u043a\u043e \u043f\u043e\u0434\u0434\u0435\u043b\u044c\u043d\u044b\u0445 \u0434\u0430\u043d\u043d\u044b\u0445 \u0432 Python \u0434\u043b\u044f \u0440\u0430\u0431\u043e\u0442\u044b:<\/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;\">\u041e\u043f\u044f\u0442\u044c \u0436\u0435, \u043c\u044b \u043c\u043e\u0436\u0435\u043c \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u043e\u0432\u0430\u0442\u044c \u0444\u0443\u043d\u043a\u0446\u0438\u044e <strong>kpss()<\/strong> \u0438\u0437 \u043f\u0430\u043a\u0435\u0442\u0430 <b>statsmodels<\/b> \u0434\u043b\u044f \u0432\u044b\u043f\u043e\u043b\u043d\u0435\u043d\u0438\u044f \u0442\u0435\u0441\u0442\u0430 KPSS \u043d\u0430 \u0434\u0430\u043d\u043d\u044b\u0445 \u044d\u0442\u043e\u0433\u043e \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0433\u043e \u0440\u044f\u0434\u0430:<\/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;\">\u0412\u043e\u0442 \u043a\u0430\u043a \u0438\u043d\u0442\u0435\u0440\u043f\u0440\u0435\u0442\u0438\u0440\u043e\u0432\u0430\u0442\u044c \u0440\u0435\u0437\u0443\u043b\u044c\u0442\u0430\u0442:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\">\u0421\u0442\u0430\u0442\u0438\u0441\u0442\u0438\u043a\u0430 \u0442\u0435\u0441\u0442\u0430 \u041a\u041f\u0421\u0421: <strong>0,1509.<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">\u0417\u043d\u0430\u0447\u0435\u043d\u0438\u0435 p: <strong>0,0458<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">\u041f\u0430\u0440\u0430\u043c\u0435\u0442\u0440 \u0441\u043c\u0435\u0449\u0435\u043d\u0438\u044f \u0443\u0441\u0435\u0447\u0435\u043d\u0438\u044f: <strong>3<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">\u041a\u0440\u0438\u0442\u0438\u0447\u0435\u0441\u043a\u0438\u0435 \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u044f \u043d\u0430 <strong>10%<\/strong> , <strong>5%<\/strong> , <strong>2,5%<\/strong> \u0438 <strong>1%.<\/strong><\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">\u0417\u043d\u0430\u0447\u0435\u043d\u0438\u0435 p \u0441\u043e\u0441\u0442\u0430\u0432\u043b\u044f\u0435\u0442 <strong>0,0458<\/strong> . \u041f\u043e\u0441\u043a\u043e\u043b\u044c\u043a\u0443 \u044d\u0442\u043e \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0435 \u043c\u0435\u043d\u044c\u0448\u0435 0,05, \u043c\u044b \u043e\u0442\u0432\u0435\u0440\u0433\u0430\u0435\u043c \u043d\u0443\u043b\u0435\u0432\u0443\u044e \u0433\u0438\u043f\u043e\u0442\u0435\u0437\u0443 \u0442\u0435\u0441\u0442\u0430 KPSS.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\u042d\u0442\u043e \u043e\u0437\u043d\u0430\u0447\u0430\u0435\u0442, \u0447\u0442\u043e \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0439 \u0440\u044f\u0434 <em>\u043d\u0435 \u044f\u0432\u043b\u044f\u0435\u0442\u0441\u044f<\/em> \u0441\u0442\u0430\u0446\u0438\u043e\u043d\u0430\u0440\u043d\u044b\u043c.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>\u041f\u0440\u0438\u043c\u0435\u0447\u0430\u043d\u0438\u0435<\/strong> . \u041f\u043e\u043b\u043d\u0443\u044e \u0434\u043e\u043a\u0443\u043c\u0435\u043d\u0442\u0430\u0446\u0438\u044e \u043f\u043e \u0444\u0443\u043d\u043a\u0446\u0438\u0438 kpss() \u0438\u0437 \u043f\u0430\u043a\u0435\u0442\u0430 statsmodels \u0432\u044b \u043c\u043e\u0436\u0435\u0442\u0435 \u043d\u0430\u0439\u0442\u0438 <a href=\"https:\/\/www.statsmodels.org\/stable\/generated\/statsmodels.tsa.stattools.kpss.html\" target=\"_blank\" rel=\"noopener\">\u0437\u0434\u0435\u0441\u044c<\/a> .<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\u0414\u043e\u043f\u043e\u043b\u043d\u0438\u0442\u0435\u043b\u044c\u043d\u044b\u0435 \u0440\u0435\u0441\u0443\u0440\u0441\u044b<\/strong><\/span><span style=\"color: #000000;\"><br \/><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\u0421\u043b\u0435\u0434\u0443\u044e\u0449\u0438\u0435 \u0440\u0443\u043a\u043e\u0432\u043e\u0434\u0441\u0442\u0432\u0430 \u043f\u0440\u0435\u0434\u043e\u0441\u0442\u0430\u0432\u043b\u044f\u044e\u0442 \u0434\u043e\u043f\u043e\u043b\u043d\u0438\u0442\u0435\u043b\u044c\u043d\u0443\u044e \u0438\u043d\u0444\u043e\u0440\u043c\u0430\u0446\u0438\u044e \u043e \u0442\u043e\u043c, \u043a\u0430\u043a \u0440\u0430\u0431\u043e\u0442\u0430\u0442\u044c \u0441 \u0434\u0430\u043d\u043d\u044b\u043c\u0438 \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u044b\u0445 \u0440\u044f\u0434\u043e\u0432 \u0432 Python:<\/span><\/p>\n<p> <a href=\"https:\/\/statorials.org\/ru\/\u0442\u0435\u0441\u0442-\u0434\u0438\u043a\u0438-\u0444\u0443\u043b\u043b\u0435\u0440\u0430-\u043d\u0430-python\/\" target=\"_blank\" rel=\"noopener\">\u041a\u0430\u043a \u0432\u044b\u043f\u043e\u043b\u043d\u0438\u0442\u044c \u0440\u0430\u0441\u0448\u0438\u0440\u0435\u043d\u043d\u044b\u0439 \u0442\u0435\u0441\u0442 \u0414\u0438\u043a\u043a\u0438-\u0424\u0443\u043b\u043b\u0435\u0440\u0430 \u0432 Python<\/a><br \/> <a href=\"https:\/\/statorials.org\/ru\/\u043c\u0430\u043d\u043d-\u043a\u0435\u043d\u0434\u0430\u043b\u043b-\u0442\u0435\u0441\u0442\u0438\u0440\u0443\u0435\u0442-python\/\" target=\"_blank\" rel=\"noopener\">\u041a\u0430\u043a \u0432\u044b\u043f\u043e\u043b\u043d\u0438\u0442\u044c \u0442\u0435\u0441\u0442 \u0442\u0440\u0435\u043d\u0434\u0430 \u041c\u0430\u043d\u043d\u0430-\u041a\u0435\u043d\u0434\u0430\u043b\u043b\u0430 \u0432 Python<\/a><br \/> <a href=\"https:\/\/statorials.org\/ru\/\u0432\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0438-\u0440\u044f\u0434-matplotlib\/\" target=\"_blank\" rel=\"noopener\">\u041a\u0430\u043a \u043f\u043e\u0441\u0442\u0440\u043e\u0438\u0442\u044c \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0439 \u0440\u044f\u0434 \u0432 Matplotlib<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u0422\u0435\u0441\u0442 KPSS \u043c\u043e\u0436\u043d\u043e \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u043e\u0432\u0430\u0442\u044c \u0434\u043b\u044f \u043e\u043f\u0440\u0435\u0434\u0435\u043b\u0435\u043d\u0438\u044f \u0442\u043e\u0433\u043e, \u0438\u043c\u0435\u0435\u0442 \u043b\u0438 \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0439 \u0440\u044f\u0434 \u0441\u0442\u0430\u0446\u0438\u043e\u043d\u0430\u0440\u043d\u044b\u0439 \u0442\u0440\u0435\u043d\u0434. \u0412 \u044d\u0442\u043e\u043c \u0442\u0435\u0441\u0442\u0435 \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u0443\u044e\u0442\u0441\u044f \u0441\u043b\u0435\u0434\u0443\u044e\u0449\u0438\u0435 \u043d\u0443\u043b\u0435\u0432\u0430\u044f \u0438 \u0430\u043b\u044c\u0442\u0435\u0440\u043d\u0430\u0442\u0438\u0432\u043d\u0430\u044f \u0433\u0438\u043f\u043e\u0442\u0435\u0437\u044b: H 0 : \u0412\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0439 \u0440\u044f\u0434 \u0438\u043c\u0435\u0435\u0442 \u0441\u0442\u0430\u0446\u0438\u043e\u043d\u0430\u0440\u043d\u044b\u0439 \u0442\u0440\u0435\u043d\u0434. \u0425 \u0410 : \u0412\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0439 \u0440\u044f\u0434 \u043d\u0435 \u0438\u043c\u0435\u0435\u0442 \u0441\u0442\u0430\u0446\u0438\u043e\u043d\u0430\u0440\u043d\u043e\u0433\u043e \u0442\u0440\u0435\u043d\u0434\u0430. \u0415\u0441\u043b\u0438 \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0435 p \u0442\u0435\u0441\u0442\u0430 \u043d\u0438\u0436\u0435 \u043e\u043f\u0440\u0435\u0434\u0435\u043b\u0435\u043d\u043d\u043e\u0433\u043e \u0443\u0440\u043e\u0432\u043d\u044f \u0437\u043d\u0430\u0447\u0438\u043c\u043e\u0441\u0442\u0438 (\u043d\u0430\u043f\u0440\u0438\u043c\u0435\u0440, \u03b1 = 0,05), \u0442\u043e \u043c\u044b \u043e\u0442\u0432\u0435\u0440\u0433\u0430\u0435\u043c \u043d\u0443\u043b\u0435\u0432\u0443\u044e [&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-2661","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 KPSS \u043d\u0430 Python \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 \u0432\u044b\u043f\u043e\u043b\u043d\u0438\u0442\u044c \u0442\u0435\u0441\u0442 KPSS \u043d\u0430 Python, \u0441 \u043d\u0435\u0441\u043a\u043e\u043b\u044c\u043a\u0438\u043c\u0438 \u043f\u0440\u0438\u043c\u0435\u0440\u0430\u043c\u0438.\" \/>\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\/ru\/\u0442\u0435\u0441\u0442-kpss-\u0432-python\/\" \/>\n<meta property=\"og:locale\" content=\"ru_RU\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"\u041a\u0430\u043a \u0432\u044b\u043f\u043e\u043b\u043d\u0438\u0442\u044c \u0442\u0435\u0441\u0442 KPSS \u043d\u0430 Python \u2014 Statorials\" \/>\n<meta property=\"og: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 \u0432\u044b\u043f\u043e\u043b\u043d\u0438\u0442\u044c \u0442\u0435\u0441\u0442 KPSS \u043d\u0430 Python, \u0441 \u043d\u0435\u0441\u043a\u043e\u043b\u044c\u043a\u0438\u043c\u0438 \u043f\u0440\u0438\u043c\u0435\u0440\u0430\u043c\u0438.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/statorials.org\/ru\/\u0442\u0435\u0441\u0442-kpss-\u0432-python\/\" \/>\n<meta property=\"og:site_name\" content=\"Statorials\" \/>\n<meta property=\"article:published_time\" content=\"2023-07-21T06:56:19+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/kpss3.jpg\" \/>\n<meta name=\"author\" content=\"\u0431\u0435\u043d\u0434\u0436\u0430\u043c\u0438\u043d \u0430\u043d\u0434\u0435\u0440\u0441\u043e\u043d\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"\u041d\u0430\u043f\u0438\u0441\u0430\u043d\u043e \u0430\u0432\u0442\u043e\u0440\u043e\u043c\" \/>\n\t<meta name=\"twitter:data1\" content=\"\u0431\u0435\u043d\u0434\u0436\u0430\u043c\u0438\u043d \u0430\u043d\u0434\u0435\u0440\u0441\u043e\u043d\" 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