{"id":2472,"date":"2023-07-22T03:17:44","date_gmt":"2023-07-22T03:17:44","guid":{"rendered":"https:\/\/statorials.org\/tr\/pythonda-granger-nedensellik-testi\/"},"modified":"2023-07-22T03:17:44","modified_gmt":"2023-07-22T03:17:44","slug":"pythonda-granger-nedensellik-testi","status":"publish","type":"post","link":"https:\/\/statorials.org\/tr\/pythonda-granger-nedensellik-testi\/","title":{"rendered":"Python'da granger nedensellik testi nas\u0131l yap\u0131l\u0131r?"},"content":{"rendered":"

<\/p>\n

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Granger nedensellik testi,<\/strong> bir zaman serisinin di\u011ferini tahmin etmede yararl\u0131 olup olmad\u0131\u011f\u0131n\u0131 belirlemek i\u00e7in kullan\u0131l\u0131r.<\/span><\/p>\n

Bu test a\u015fa\u011f\u0131daki bo\u015f ve alternatif hipotezleri kullan\u0131r:<\/span><\/p>\n

Bo\u015f hipotez (H 0<\/sub> ):<\/strong> x<\/em> zaman serisi, y<\/em> zaman serisinin Granger’a gitmesine neden olmaz<\/span><\/p>\n

Alternatif hipotez ( HA<\/sub> ):<\/strong> Zaman serisi x<\/em> Granger’\u0131n zaman serisi y’ye<\/em> neden olur<\/span><\/p>\n

“Granger nedenleri” terimi, x<\/em> zaman serisinin de\u011ferini belirli bir gecikmeyle bilmenin, y<\/em> zaman serisinin de\u011ferini daha sonraki bir d\u00f6nemde tahmin etmek i\u00e7in yararl\u0131 oldu\u011fu anlam\u0131na gelir.<\/span><\/p>\n

Bu test, kar\u015f\u0131l\u0131k gelen p de\u011ferine<\/a> sahip bir F testi istatisti\u011fi \u00fcretir. E\u011fer p de\u011feri<\/span> belirli bir anlaml\u0131l\u0131k seviyesinin alt\u0131ndaysa (yani \u03b1 = 0,05), o zaman s\u0131f\u0131r hipotezini reddedebilir ve x<\/em> Granger zaman serisinin y zaman serisine neden oldu\u011funu iddia etmek i\u00e7in yeterli kan\u0131ta sahip oldu\u011fumuz sonucuna varabiliriz.<\/span><\/p>\n

Python’da Granger-Nedensellik testi ger\u00e7ekle\u015ftirmek i\u00e7in statsmodels paketindeki grangercausalitytests()<\/a> fonksiyonunu kullanabiliriz:<\/span><\/p>\n

 from<\/span> statsmodels. tsa<\/span> . stattools<\/span> import<\/span> grangercausalitytests\n\n#perform Granger-Causality test<\/span>\ngrangercausalitytests(df[[' column1<\/span> ', ' column2<\/span> ']], maxlag=[ 3<\/span> ])\n<\/strong><\/pre>\n
 maxlag’in<\/strong> ilk zaman serisinde kullan\u0131lacak gecikme say\u0131s\u0131n\u0131 belirtti\u011fini unutmay\u0131n.<\/span><\/span><\/p>\n
 A\u015fa\u011f\u0131daki ad\u0131m ad\u0131m \u00f6rnek, bu i\u015flevin pratikte nas\u0131l kullan\u0131laca\u011f\u0131n\u0131 g\u00f6sterir.<\/span><\/p>\n
 1. Ad\u0131m: Verileri y\u00fckleyin<\/strong><\/span><\/h3>\n
 Bu \u00f6rnek i\u00e7in, Amerika Birle\u015fik Devletleri’nde 1930’dan 1983’e kadar yap\u0131lan yumurta say\u0131s\u0131 ve tavuk say\u0131s\u0131na ili\u015fkin de\u011ferleri i\u00e7eren bir veri k\u00fcmesi kullanaca\u011f\u0131z:<\/span><\/p>\n
 import<\/span> pandas as<\/span> pd\n\n#define URL where dataset is located\n<\/span>url = \"https:\/\/raw.githubusercontent.com\/Statorials\/Miscellaneous\/main\/chicken_egg.txt\"\n\n#read in dataset as pandas DataFrame\n<\/span>df = pd. read_csv<\/span> (url, sep=\" \")\n\n#view first five rows of DataFrame\n<\/span>df. head<\/span> ()\n\n\tyear chicken egg\n0 1930 468491 3581\n1 1931 449743 3532\n2 1932 436815 3327\n3 1933 444523 3255\n4 1934 433937 3156\n<\/strong><\/pre>\n
 Ad\u0131m 2: Granger nedensellik testini ger\u00e7ekle\u015ftirin<\/strong><\/span><\/h3>\n
 Daha sonra, yap\u0131lan yumurta say\u0131s\u0131n\u0131n gelecekteki tavuk say\u0131s\u0131n\u0131 tahmin edip etmedi\u011fini g\u00f6rmek amac\u0131yla Granger nedensellik testi yapmak i\u00e7in granger<\/strong> nedensellik testleri ()<\/strong> fonksiyonunu kullanaca\u011f\u0131z. Testi \u00fc\u00e7 ofset kullanarak ger\u00e7ekle\u015ftirece\u011fiz:<\/span><\/p>\n
 from<\/span> statsmodels. tsa<\/span> . stattools<\/span> import<\/span> grangercausalitytests<\/span>\n\n#perform Granger-Causality test<\/span>\ngrangercausalitytests(df[[' chicken<\/span> ', ' egg<\/span> ']], maxlag=[ 3<\/span> ])\n\nGranger Causality\nnumber of lags (no zero) 3\nssr based F test: F=5.4050, p=0.0030, df_denom=44, df_num=3\nssr based chi2 test: chi2=18.7946, p=0.0003, df=3\nlikelihood ratio test: chi2=16.0003, p=0.0011, df=3\nparameter F test: F=5.4050, p=0.0030, df_denom=44, df_num=3<\/strong><\/pre>\n
 F testi istatisti\u011fi 5,405<\/strong> ve buna kar\u015f\u0131l\u0131k gelen p de\u011feri 0,0030<\/strong> olarak ortaya \u00e7\u0131k\u0131yor.<\/span><\/p>\n
 P de\u011feri 0,05’ten k\u00fc\u00e7\u00fck oldu\u011fundan testin s\u0131f\u0131r hipotezini reddedebilir ve yumurta say\u0131s\u0131n\u0131 bilmenin gelecekteki tavuk say\u0131s\u0131n\u0131 tahmin etmede faydal\u0131 oldu\u011fu sonucuna varabiliriz.<\/span><\/p>\n
 Ad\u0131m 3: Granger Nedensellik Testini Tersine Yap\u0131n<\/strong><\/span><\/h3>\n
 Testin s\u0131f\u0131r hipotezini reddetmi\u015f olsak da asl\u0131nda ters nedensellik durumunun ortaya \u00e7\u0131kmas\u0131 m\u00fcmk\u00fcnd\u00fcr. Yani tavuk say\u0131s\u0131n\u0131n yumurta say\u0131s\u0131nda de\u011fi\u015fikli\u011fe neden olmas\u0131 m\u00fcmk\u00fcnd\u00fcr.<\/span><\/p>\n
 Bu olas\u0131l\u0131\u011f\u0131 d\u0131\u015flamak i\u00e7in, \u00f6ng\u00f6r\u00fcc\u00fc de\u011fi\u015fken olarak tavuklar\u0131 ve yan\u0131t de\u011fi\u015fkeni<\/a> olarak yumurtalar\u0131 kullanarak Granger-Nedensellik testini tersten uygulamam\u0131z gerekir:<\/span><\/p>\n
 from<\/span> statsmodels. tsa<\/span> . stattools<\/span> import<\/span> grangercausalitytests<\/span>\n\n#perform Granger-Causality test<\/span>\ngrangercausalitytests(df[[' egg<\/span> ', ' chicken<\/span> ']], maxlag=[ 3<\/span> ])\n\nGranger Causality\nnumber of lags (no zero) 3\nssr based F test: F=0.5916, p=0.6238, df_denom=44, df_num=3\nssr based chi2 test: chi2=2.0572, p=0.5606, df=3\nlikelihood ratio test: chi2=2.0168, p=0.5689, df=3\nparameter F test: F=0.5916, p=0.6238, df_denom=44, df_num=3\n<\/strong><\/pre>\n
 F testi istatisti\u011fi 0,5916<\/strong> ve buna kar\u015f\u0131l\u0131k gelen p de\u011feri 0,6238<\/strong> olarak ortaya \u00e7\u0131k\u0131yor.<\/span><\/p>\n
 P de\u011feri 0,05’ten k\u00fc\u00e7\u00fck olmad\u0131\u011f\u0131ndan s\u0131f\u0131r hipotezini reddedemeyiz. Ba\u015fka bir deyi\u015fle, tavuk say\u0131s\u0131 gelecekteki yumurta say\u0131s\u0131n\u0131 \u00f6ng\u00f6rmemektedir.<\/span><\/p>\n
 Dolay\u0131s\u0131yla yumurta say\u0131s\u0131n\u0131 bilmenin gelecekteki tavuk say\u0131s\u0131n\u0131 tahmin etmede faydal\u0131 oldu\u011fu sonucuna varabiliriz.<\/span><\/p>\n
 Ek kaynaklar<\/strong><\/span><\/h3>\n
 A\u015fa\u011f\u0131daki e\u011fitimlerde Python’da zaman serileriyle di\u011fer ortak g\u00f6revlerin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fi a\u00e7\u0131klanmaktad\u0131r:<\/span><\/p>\n
 Seaborn’da Zaman Serisi Grafi\u011fi Nas\u0131l Olu\u015fturulur<\/a>
 Matplotlib’de zaman serisi grafi\u011fi nas\u0131l olu\u015fturulur<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"
Granger nedensellik testi, bir zaman serisinin di\u011ferini tahmin etmede yararl\u0131 olup olmad\u0131\u011f\u0131n\u0131 belirlemek i\u00e7in kullan\u0131l\u0131r. Bu test a\u015fa\u011f\u0131daki bo\u015f ve alternatif hipotezleri kullan\u0131r: Bo\u015f hipotez (H 0 ): x zaman serisi, y zaman serisinin Granger’a gitmesine neden olmaz Alternatif hipotez ( HA ): Zaman serisi x Granger’\u0131n zaman serisi y’ye neden olur “Granger nedenleri” terimi, […]<\/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-2472","post","type-post","status-publish","format-standard","hentry","category-rehber"],"yoast_head":"\nPython'da Granger Nedensellik Testi Nas\u0131l Yap\u0131l\u0131r - Statorials<\/title>\n<meta name=\"description\" content=\"Bu e\u011fitimde tam bir \u00f6rnek de dahil olmak \u00fczere Python'da Granger-Nedensellik 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\/pythonda-granger-nedensellik-testi\/\" \/>\n<meta property=\"og:locale\" content=\"tr_TR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Python'da Granger Nedensellik Testi Nas\u0131l Yap\u0131l\u0131r - 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 \u0130lgili:<\/strong><\/span> Pandalarla CSV Dosyalar\u0131 Nas\u0131l Okunur?<\/a><\/p>\n