{"id":1761,"date":"2023-07-25T02:31:46","date_gmt":"2023-07-25T02:31:46","guid":{"rendered":"https:\/\/statorials.org\/tr\/rde-dickey-fuller-testi\/"},"modified":"2023-07-25T02:31:46","modified_gmt":"2023-07-25T02:31:46","slug":"rde-dickey-fuller-testi","status":"publish","type":"post","link":"https:\/\/statorials.org\/tr\/rde-dickey-fuller-testi\/","title":{"rendered":"R&#39;de art\u0131r\u0131lm\u0131\u015f dickey-fuller testi (\u00f6rnekle)"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">Bir zaman serisinin trendi yoksa, zaman i\u00e7inde sabit bir varyans sergiliyorsa ve zaman i\u00e7inde sabit bir otokorelasyon yap\u0131s\u0131na sahipse &#8220;dura\u011fan&#8221; oldu\u011fu s\u00f6ylenir.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Bir zaman serisinin dura\u011fan olup olmad\u0131\u011f\u0131n\u0131 test etmenin bir yolu, a\u015fa\u011f\u0131daki s\u0131f\u0131r ve alternatif hipotezleri kullanan <strong>geni\u015fletilmi\u015f Dickey-Fuller testinin<\/strong> ger\u00e7ekle\u015ftirilmesidir:<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub> :<\/strong> Zaman serisi dura\u011fan de\u011fildir. Yani yap\u0131s\u0131 zamana ba\u011fl\u0131d\u0131r ve zaman i\u00e7indeki de\u011fi\u015fimi sabit de\u011fildir.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>A<\/sub> :<\/strong> Zaman serisi dura\u011fand\u0131r.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Testin <a href=\"https:\/\/statorials.org\/tr\/p-degerleri-istatistiksel-anlamlilik\/\" target=\"_blank\" rel=\"noopener\">p de\u011feri<\/a> belirli bir anlaml\u0131l\u0131k d\u00fczeyinin alt\u0131ndaysa (\u00f6rne\u011fin \u03b1 = 0,05), s\u0131f\u0131r hipotezini reddedebilir ve zaman serisinin dura\u011fan oldu\u011fu sonucuna varabiliriz.<\/span><\/p>\n<p> <span style=\"color: #000000;\">A\u015fa\u011f\u0131daki ad\u0131m ad\u0131m \u00f6rnek, belirli bir zaman serisi i\u00e7in R&#8217;de art\u0131r\u0131lm\u0131\u015f Dickey-Fuller testinin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fini g\u00f6sterir.<\/span><\/p>\n<h2> <span style=\"color: #000000;\"><strong>\u00d6rnek: R&#8217;de art\u0131r\u0131lm\u0131\u015f Dickey-Fuller testi<\/strong><\/span><\/h2>\n<p> <span style=\"color: #000000;\">R&#8217;de a\u015fa\u011f\u0131daki zaman serisi verilerine sahip oldu\u011fumuzu varsayal\u0131m:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong>data &lt;- c(3, 4, 4, 5, 6, 7, 6, 6, 7, 8, 9, 12, 10)<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">Veriler \u00fczerinde art\u0131r\u0131lm\u0131\u015f Dickey-Fuller testi yapmadan \u00f6nce verileri g\u00f6rselle\u015ftirmek i\u00e7in h\u0131zl\u0131 bir grafik olu\u015fturabiliriz:<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong>plot(data, type=' <span style=\"color: #008000;\">l<\/span> ')\n<\/strong><\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-17239 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/adf2.png\" alt=\"\" width=\"407\" height=\"374\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\">Geni\u015fletilmi\u015f bir Dickey-Fuller testi ger\u00e7ekle\u015ftirmek i\u00e7in <b>tseries<\/b> k\u00fct\u00fcphanesindeki <a href=\"https:\/\/www.rdocumentation.org\/packages\/aTSA\/versions\/3.1.2\/topics\/adf.test\" target=\"_blank\" rel=\"noopener\">adf.test()<\/a> fonksiyonunu kullanabiliriz.<\/span><\/p>\n<p> <span style=\"color: #000000;\">A\u015fa\u011f\u0131daki kod 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: #993300;\">library<\/span> (tseries)\n\n<span style=\"color: #008080;\">#perform augmented Dickey-Fuller test<\/span> \nadf.test(data)\n\n\tAugmented Dickey-Fuller Test\n\ndata:data\nDickey-Fuller = -2.2048, Lag order = 2, p-value = 0.4943\nalternative hypothesis: stationary\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">Sonucun en \u00f6nemli de\u011ferlerinin nas\u0131l yorumlanaca\u011f\u0131 a\u015fa\u011f\u0131da a\u00e7\u0131klanm\u0131\u015ft\u0131r:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\">Test istatisti\u011fi: <strong>-2.2048<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">P de\u011feri: <strong>0,4943<\/strong><\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">P de\u011feri 0,05&#8217;ten k\u00fc\u00e7\u00fck olmad\u0131\u011f\u0131ndan s\u0131f\u0131r hipotezini reddedemiyoruz.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Bu durum zaman serisinin dura\u011fan olmad\u0131\u011f\u0131 anlam\u0131na gelmektedir. Yani yap\u0131s\u0131 zamana ba\u011fl\u0131d\u0131r ve zaman i\u00e7indeki de\u011fi\u015fimi sabit de\u011fildir.<\/span><\/p>\n<h2> <span style=\"color: #000000;\"><strong>Ek kaynaklar<\/strong><\/span><\/h2>\n<p> <span style=\"color: #000000;\">A\u015fa\u011f\u0131daki e\u011fitimlerde R&#8217;de di\u011fer ortak g\u00f6revlerin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fi a\u00e7\u0131klanmaktad\u0131r:<\/span><\/p>\n<p> <a href=\"https:\/\/statorials.org\/tr\/mann-kendall-trend-testi-r\/\" target=\"_blank\" rel=\"noopener\">R&#8217;de Mann-Kendall trend testi nas\u0131l yap\u0131l\u0131r?<\/a><br \/> <a href=\"https:\/\/statorials.org\/tr\/rde-zaman-serisini-cizin\/\" target=\"_blank\" rel=\"noopener\">R&#8217;de bir zaman serisi nas\u0131l \u00e7izilir<\/a><br \/> <a href=\"https:\/\/statorials.org\/tr\/egilim-verileri\/\" target=\"_blank\" rel=\"noopener\">Veri trendleri nas\u0131l azalt\u0131l\u0131r?<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Bir zaman serisinin trendi yoksa, zaman i\u00e7inde sabit bir varyans sergiliyorsa ve zaman i\u00e7inde sabit bir otokorelasyon yap\u0131s\u0131na sahipse &#8220;dura\u011fan&#8221; oldu\u011fu s\u00f6ylenir. Bir zaman serisinin dura\u011fan olup olmad\u0131\u011f\u0131n\u0131 test etmenin bir yolu, a\u015fa\u011f\u0131daki s\u0131f\u0131r ve alternatif hipotezleri kullanan geni\u015fletilmi\u015f Dickey-Fuller testinin ger\u00e7ekle\u015ftirilmesidir: H 0 : Zaman serisi dura\u011fan de\u011fildir. Yani yap\u0131s\u0131 zamana ba\u011fl\u0131d\u0131r ve zaman [&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-1761","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>R&#039;de art\u0131r\u0131lm\u0131\u015f Dickey-Fuller testi (\u00f6rnekle) - Statorials<\/title>\n<meta name=\"description\" content=\"Bu e\u011fitimde, ad\u0131m ad\u0131m bir \u00f6rnek de dahil olmak \u00fczere R&#039;de art\u0131r\u0131lm\u0131\u015f Dickey-Fuller testinin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fi 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\/rde-dickey-fuller-testi\/\" \/>\n<meta property=\"og:locale\" content=\"tr_TR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"R&#039;de art\u0131r\u0131lm\u0131\u015f Dickey-Fuller testi (\u00f6rnekle) - 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