{"id":1105,"date":"2023-07-27T15:57:43","date_gmt":"2023-07-27T15:57:43","guid":{"rendered":"https:\/\/statorials.org\/tr\/ljung-kutusu-testi-pitonu\/"},"modified":"2023-07-27T15:57:43","modified_gmt":"2023-07-27T15:57:43","slug":"ljung-kutusu-testi-pitonu","status":"publish","type":"post","link":"https:\/\/statorials.org\/tr\/ljung-kutusu-testi-pitonu\/","title":{"rendered":"Python&#39;da ljung-box testi nas\u0131l yap\u0131l\u0131r"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><strong>Ljung-Box testi,<\/strong> bir zaman serisinde otokorelasyonun olup olmad\u0131\u011f\u0131n\u0131 kontrol eden istatistiksel bir testtir.<\/span><\/p>\n<p> <span style=\"color: #000000;\">A\u015fa\u011f\u0131daki varsay\u0131mlar\u0131 kullan\u0131r:<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub> :<\/strong> Art\u0131klar ba\u011f\u0131ms\u0131z olarak da\u011f\u0131t\u0131l\u0131r.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>A<\/sub> :<\/strong> Art\u0131klar ba\u011f\u0131ms\u0131z olarak da\u011f\u0131t\u0131lmaz; seri korelasyon sergilerler.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\u0130deal durumda s\u0131f\u0131r hipotezini reddetmemek isteriz. Yani testin p de\u011ferinin 0,05&#8217;ten b\u00fcy\u00fck olmas\u0131n\u0131 isteriz \u00e7\u00fcnk\u00fc bu, zaman serisi modelimizin art\u0131klar\u0131n\u0131n ba\u011f\u0131ms\u0131z oldu\u011fu anlam\u0131na gelir ki bu da genellikle bir model olu\u015ftururken yapt\u0131\u011f\u0131m\u0131z bir varsay\u0131md\u0131r.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Bu e\u011fitimde Python&#8217;da Ljung-Box testinin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fi a\u00e7\u0131klanmaktad\u0131r.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\u00d6rnek: Python&#8217;da Ljung-Box testi<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">Python&#8217;da bir veri serisi \u00fczerinde Ljung-Box testini ger\u00e7ekle\u015ftirmek i\u00e7in <strong>statsmodels<\/strong> k\u00fct\u00fcphanesindeki a\u015fa\u011f\u0131daki s\u00f6zdizimini kullanan <a href=\"https:\/\/www.statsmodels.org\/stable\/generated\/statsmodels.stats.diagnostic.acorr_ljungbox.html\" target=\"_blank\" rel=\"noopener noreferrer\">acorr_ljungbox()<\/a> fonksiyonunu kullanabilirsiniz:<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>acorr_ljungbox(x, ofsetler=Yok)<\/strong><\/span><\/p>\n<p> <span style=\"color: #000000;\">Alt\u0131n:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>x:<\/strong> veri serisi<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>gecikmeler:<\/strong> Test edilecek gecikme say\u0131s\u0131<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">Bu fonksiyon bir test istatisti\u011fi ve buna kar\u015f\u0131l\u0131k gelen bir p de\u011feri d\u00f6nd\u00fcr\u00fcr. P de\u011feri belirli bir e\u015fi\u011fin alt\u0131ndaysa (\u00f6rne\u011fin \u03b1 = 0,05), s\u0131f\u0131r hipotezini reddedebilir ve art\u0131klar\u0131n ba\u011f\u0131ms\u0131z olarak da\u011f\u0131lmad\u0131\u011f\u0131 sonucuna varabilirsiniz.<\/span><\/p>\n<p> <span style=\"color: #000000;\">A\u015fa\u011f\u0131daki kod, &#8220;SUNACTIVITY&#8221; ad\u0131 verilen yerle\u015fik istatistik modeli veri k\u00fcmesi \u00fczerinde Ljung-Box testini ger\u00e7ekle\u015ftirmek i\u00e7in bu i\u015flevin nas\u0131l kullan\u0131laca\u011f\u0131n\u0131 g\u00f6sterir:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #107d3f;\">import<\/span> statsmodels.api <span style=\"color: #107d3f;\">as<\/span> sm\n\n<span style=\"color: #008080;\">#load data series<\/span>\ndata = sm.datasets.sunspots.load_pandas().data\n\n<span style=\"color: #008080;\">#view first ten rows of data series<\/span> \ndata[:5]\n\nYEAR SUNACTIVITY\n0 1700.0 5.0\n1 1701.0 11.0\n2 1702.0 16.0\n3 1703.0 23.0\n4 1704.0 36.0\n\n<span style=\"color: #008080;\">#fit ARMA model to dataset\n<\/span>res = sm. <span style=\"color: #3366ff;\">tsa<\/span> . <span style=\"color: #3366ff;\">ARMA<\/span> (data[\" <span style=\"color: #993300;\">SUNACTIVITY<\/span> \"],(1,1)). <span style=\"color: #3366ff;\">fit<\/span> (disp=-1)\n\n<span style=\"color: #008080;\">#perform Ljung-Box test on residuals with lag=5<\/span>\nsm. <span style=\"color: #3366ff;\">stats<\/span> . <span style=\"color: #3366ff;\">acorr_ljungbox<\/span> (res. <span style=\"color: #3366ff;\">resid<\/span> , lags=[5], return_df= <span style=\"color: #008000;\">True<\/span> )\n\n          lb_stat lb_pvalue\n5 107.86488 1.157710e-21<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">Test istatisti\u011fi <strong>107,86488&#8217;dir<\/strong> ve test p de\u011feri <strong>1,157710e-21&#8217;dir<\/strong> ; bu da 0,05&#8217;ten \u00e7ok daha azd\u0131r. Dolay\u0131s\u0131yla testin s\u0131f\u0131r hipotezini reddediyoruz ve art\u0131klar\u0131n ba\u011f\u0131ms\u0131z olmad\u0131\u011f\u0131 sonucuna var\u0131yoruz.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Bu \u00f6rnekte 5 ofset de\u011ferini kullanmay\u0131 se\u00e7ti\u011fimizi unutmay\u0131n, ancak ofset i\u00e7in kullanmak istedi\u011finiz herhangi bir de\u011feri se\u00e7ebilirsiniz. \u00d6rne\u011fin bunun yerine 20 de\u011ferini kullanabiliriz:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#perform Ljung-Box test on residuals with lag=20<\/span>\nsm. <span style=\"color: #3366ff;\">stats<\/span> . <span style=\"color: #3366ff;\">acorr_ljungbox<\/span> (res. <span style=\"color: #3366ff;\">resid<\/span> , lags=[20], return_df= <span style=\"color: #008000;\">True<\/span> )\n\n           lb_stat lb_pvalue\n20 343.634016 9.117477e-61<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">Testin test istatisti\u011fi <strong>343.634016<\/strong> ve testin p de\u011feri <strong>9.117477e-61<\/strong> olup 0,05&#8217;ten \u00e7ok daha d\u00fc\u015f\u00fckt\u00fcr. B\u00f6ylece testin s\u0131f\u0131r hipotezini bir kez daha reddediyoruz ve art\u0131klar\u0131n ba\u011f\u0131ms\u0131z olmad\u0131\u011f\u0131 sonucuna var\u0131yoruz.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\u00d6zel durumunuza ba\u011fl\u0131 olarak ofset i\u00e7in kullan\u0131lacak daha d\u00fc\u015f\u00fck veya daha y\u00fcksek bir de\u011fer se\u00e7ebilirsiniz.<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Ljung-Box testi, bir zaman serisinde otokorelasyonun olup olmad\u0131\u011f\u0131n\u0131 kontrol eden istatistiksel bir testtir. A\u015fa\u011f\u0131daki varsay\u0131mlar\u0131 kullan\u0131r: H 0 : Art\u0131klar ba\u011f\u0131ms\u0131z olarak da\u011f\u0131t\u0131l\u0131r. H A : Art\u0131klar ba\u011f\u0131ms\u0131z olarak da\u011f\u0131t\u0131lmaz; seri korelasyon sergilerler. \u0130deal durumda s\u0131f\u0131r hipotezini reddetmemek isteriz. Yani testin p de\u011ferinin 0,05&#8217;ten b\u00fcy\u00fck olmas\u0131n\u0131 isteriz \u00e7\u00fcnk\u00fc bu, zaman serisi modelimizin art\u0131klar\u0131n\u0131n ba\u011f\u0131ms\u0131z oldu\u011fu [&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-1105","post","type-post","status-publish","format-standard","hentry","category-rehber"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.3 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Python&#039;da Ljung-Box testi nas\u0131l yap\u0131l\u0131r - Statorials<\/title>\n<meta name=\"description\" content=\"Bu e\u011fitimde Python&#039;da Ljung-Box testinin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fi bir \u00f6rnekle a\u00e7\u0131klanmaktad\u0131r.\" \/>\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\/tr\/ljung-kutusu-testi-pitonu\/\" \/>\n<meta property=\"og:locale\" content=\"tr_TR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Python&#039;da Ljung-Box testi nas\u0131l yap\u0131l\u0131r - Statorials\" \/>\n<meta property=\"og:description\" content=\"Bu e\u011fitimde Python&#039;da Ljung-Box testinin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fi bir \u00f6rnekle a\u00e7\u0131klanmaktad\u0131r.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/statorials.org\/tr\/ljung-kutusu-testi-pitonu\/\" \/>\n<meta property=\"og:site_name\" content=\"Statorials\" \/>\n<meta property=\"article:published_time\" content=\"2023-07-27T15:57:43+00:00\" \/>\n<meta name=\"author\" content=\"Dr.benjamin anderson\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Yazan:\" \/>\n\t<meta name=\"twitter:data1\" content=\"Dr.benjamin anderson\" \/>\n\t<meta name=\"twitter:label2\" content=\"Tahmini okuma s\u00fcresi\" \/>\n\t<meta name=\"twitter:data2\" content=\"2 dakika\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/statorials.org\/tr\/ljung-kutusu-testi-pitonu\/\",\"url\":\"https:\/\/statorials.org\/tr\/ljung-kutusu-testi-pitonu\/\",\"name\":\"Python&#39;da Ljung-Box testi nas\u0131l yap\u0131l\u0131r - Statorials\",\"isPartOf\":{\"@id\":\"https:\/\/statorials.org\/tr\/#website\"},\"datePublished\":\"2023-07-27T15:57:43+00:00\",\"dateModified\":\"2023-07-27T15:57:43+00:00\",\"author\":{\"@id\":\"https:\/\/statorials.org\/tr\/#\/schema\/person\/365dc158a39a7c8ae256355451e3de48\"},\"description\":\"Bu e\u011fitimde Python&#39;da Ljung-Box testinin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fi bir \u00f6rnekle a\u00e7\u0131klanmaktad\u0131r.\",\"breadcrumb\":{\"@id\":\"https:\/\/statorials.org\/tr\/ljung-kutusu-testi-pitonu\/#breadcrumb\"},\"inLanguage\":\"tr\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/statorials.org\/tr\/ljung-kutusu-testi-pitonu\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/statorials.org\/tr\/ljung-kutusu-testi-pitonu\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Ev\",\"item\":\"https:\/\/statorials.org\/tr\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Python&#39;da ljung-box testi nas\u0131l yap\u0131l\u0131r\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\/\/statorials.org\/tr\/#website\",\"url\":\"https:\/\/statorials.org\/tr\/\",\"name\":\"Statorials\",\"description\":\"\u0130statistik okuryazarl\u0131\u011f\u0131 rehberiniz!\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\/\/statorials.org\/tr\/?s={search_term_string}\"},\"query-input\":\"required name=search_term_string\"}],\"inLanguage\":\"tr\"},{\"@type\":\"Person\",\"@id\":\"https:\/\/statorials.org\/tr\/#\/schema\/person\/365dc158a39a7c8ae256355451e3de48\",\"name\":\"Dr.benjamin anderson\",\"image\":{\"@type\":\"ImageObject\",\"inLanguage\":\"tr\",\"@id\":\"https:\/\/statorials.org\/tr\/#\/schema\/person\/image\/\",\"url\":\"https:\/\/statorials.org\/tr\/wp-content\/uploads\/2023\/10\/Dr.-Benjamin-Anderson-96x96.jpg\",\"contentUrl\":\"https:\/\/statorials.org\/tr\/wp-content\/uploads\/2023\/10\/Dr.-Benjamin-Anderson-96x96.jpg\",\"caption\":\"Dr.benjamin anderson\"},\"description\":\"Merhaba, ben Benjamin, emekli bir istatistik profes\u00f6r\u00fc ve Statorials \u00f6\u011fretmenine d\u00f6n\u00fc\u015ft\u00fcm. \u0130statistik alan\u0131ndaki kapsaml\u0131 deneyimim ve uzmanl\u0131\u011f\u0131mla, \u00f6\u011frencilerimi Statorials arac\u0131l\u0131\u011f\u0131yla g\u00fc\u00e7lendirmek i\u00e7in bilgilerimi payla\u015fmaya can at\u0131yorum. 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