{"id":2660,"date":"2023-07-21T07:21:55","date_gmt":"2023-07-21T07:21:55","guid":{"rendered":"https:\/\/statorials.org\/tr\/rde-kpss-testi\/"},"modified":"2023-07-21T07:21:55","modified_gmt":"2023-07-21T07:21:55","slug":"rde-kpss-testi","status":"publish","type":"post","link":"https:\/\/statorials.org\/tr\/rde-kpss-testi\/","title":{"rendered":"R&#39;de kpss testi nas\u0131l yap\u0131l\u0131r (\u00f6rnek dahil)"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">Bir zaman serisinin dura\u011fan bir trende sahip olup olmad\u0131\u011f\u0131n\u0131 belirlemek i\u00e7in <strong>KPSS testi<\/strong> kullan\u0131labilir.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Bu test a\u015fa\u011f\u0131daki bo\u015f ve alternatif hipotezi kullan\u0131r:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub><\/strong> : Zaman serisi dura\u011fan bir trende sahiptir.<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>H <sub>A<\/sub><\/strong> : Zaman serisi dura\u011fan bir trende <em>sahip de\u011fildir<\/em> .<\/span><\/li>\n<\/ul>\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), bo\u015f hipotezi reddeder ve zaman serisinin dura\u011fan bir trende sahip olmad\u0131\u011f\u0131 sonucuna var\u0131r\u0131z.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Aksi halde s\u0131f\u0131r hipotezini reddetmede ba\u015far\u0131s\u0131z oluruz.<\/span><\/p>\n<p> <span style=\"color: #000000;\">A\u015fa\u011f\u0131daki \u00f6rnekler R&#8217;de KPSS testinin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fini g\u00f6stermektedir.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\u00d6rnek 1: R&#8217;de KPSS testi (dura\u011fan verilerle)<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\u00d6ncelikle R&#8217;de \u00e7al\u0131\u015fmak \u00fczere baz\u0131 sahte veriler olu\u015ftural\u0131m:<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#make this example reproducible\n<span style=\"color: #000000;\">set. <span style=\"color: #3366ff;\">seeds<\/span> (100)\n\n<span style=\"color: #008080;\">#create time series data\n<\/span>data&lt;-rnorm(100)\n\n<span style=\"color: #008080;\">#plot time series data as line plot\n<\/span>plot(data, type=' <span style=\"color: #ff0000;\">l<\/span> ')<\/span><\/span><\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-23441 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/kpss1.jpg\" alt=\"\" width=\"441\" height=\"404\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\">Bu zaman serisi verileri \u00fczerinde KPSS testi ger\u00e7ekle\u015ftirmek i\u00e7in <strong>tseries<\/strong> paketindeki <strong>kpss.test()<\/strong> fonksiyonunu kullanabiliriz:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008000;\">library<\/span> (tseries)\n\n<span style=\"color: #008080;\">#perform KPSS test<\/span>\nkpss. <span style=\"color: #3366ff;\">test<\/span> (data, null=\" <span style=\"color: #008000;\">Trend<\/span> \")\n\n\tKPSS Test for Trend Stationarity\n\ndata:data\nKPSS Trend = 0.034563, Truncation lag parameter = 4, p-value = 0.1\n\nWarning message:\nIn kpss.test(data, null = \"Trend\"): p-value greater than printed p-value\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">P de\u011feri <strong>0,1&#8217;dir<\/strong> . Bu de\u011fer 0,05&#8217;ten k\u00fc\u00e7\u00fck olmad\u0131\u011f\u0131 i\u00e7in KPSS testinin s\u0131f\u0131r hipotezini reddedemiyoruz.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Bu, zaman serisinin dura\u011fan bir trende sahip oldu\u011funu varsayabilece\u011fimiz anlam\u0131na gelir.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>Not<\/strong> : P de\u011feri ger\u00e7ekte hala 0,1&#8217;den b\u00fcy\u00fckt\u00fcr, ancak kpss.test() i\u015flevinin \u00fcretece\u011fi en d\u00fc\u015f\u00fck de\u011fer 0,1&#8217;dir.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\u00d6rnek 2: R&#8217;de KPSS testi (dura\u011fan olmayan verilerle)<\/strong><\/span><\/h3>\n<p> <span style=\"color: #000000;\">\u00d6ncelikle R&#8217;de \u00e7al\u0131\u015fmak \u00fczere baz\u0131 sahte veriler olu\u015ftural\u0131m:<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#make this example reproducible<span style=\"color: #000000;\">\n\n<span style=\"color: #008080;\">#create time series data\n<\/span>data &lt;-c(0, 3, 4, 3, 6, 7, 5, 8, 15, 13, 19, 12, 29, 15, 45, 23, 67, 45)\n\n<span style=\"color: #008080;\">#plot time series data as line plot\n<\/span>plot(data, type=' <span style=\"color: #ff0000;\">l<\/span> ')<\/span><\/span><\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-23443 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/kpss2.jpg\" alt=\"\" width=\"408\" height=\"369\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\">Yine bu zaman serisi verileri \u00fczerinde KPSS testi ger\u00e7ekle\u015ftirmek i\u00e7in <strong>tseries<\/strong> paketindeki <strong>kpss.test()<\/strong> fonksiyonunu kullanabiliriz:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008000;\">library<\/span> (tseries)\n\n<span style=\"color: #008080;\">#perform KPSS test<\/span>\nkpss. <span style=\"color: #3366ff;\">test<\/span> (data, null=\" <span style=\"color: #008000;\">Trend<\/span> \")\n\n\tKPSS Test for Trend Stationarity\n\ndata:data\nKPSS Trend = 0.149, Truncation lag parameter = 2, p-value = 0.04751<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">P de\u011feri <strong>0,04751&#8217;dir<\/strong> . Bu de\u011ferin 0,05&#8217;ten k\u00fc\u00e7\u00fck olmas\u0131 nedeniyle KPSS testinin s\u0131f\u0131r hipotezini reddediyoruz.<\/span><\/p>\n<p> <span style=\"color: #000000;\">Bu durum zaman serisinin dura\u011fan <em>olmad\u0131\u011f\u0131<\/em> anlam\u0131na gelmektedir.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>Ek kaynaklar<\/strong><\/span><span style=\"color: #000000;\"><br \/><\/span><\/h3>\n<p> <span style=\"color: #000000;\">A\u015fa\u011f\u0131daki e\u011fitimler, R&#8217;de zaman serisi verileriyle nas\u0131l \u00e7al\u0131\u015f\u0131laca\u011f\u0131na ili\u015fkin ek bilgiler sa\u011flar:<\/span><\/p>\n<p> <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\/rde-dickey-fuller-testi\/\" target=\"_blank\" rel=\"noopener\">R&#8217;de art\u0131r\u0131lm\u0131\u015f Dickey-Fuller testi nas\u0131l yap\u0131l\u0131r<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Bir zaman serisinin dura\u011fan bir trende sahip olup olmad\u0131\u011f\u0131n\u0131 belirlemek i\u00e7in KPSS testi kullan\u0131labilir. Bu test a\u015fa\u011f\u0131daki bo\u015f ve alternatif hipotezi kullan\u0131r: H 0 : Zaman serisi dura\u011fan bir trende sahiptir. H A : Zaman serisi dura\u011fan bir trende sahip de\u011fildir . Testin p de\u011feri belirli bir anlaml\u0131l\u0131k d\u00fczeyinin alt\u0131ndaysa (\u00f6rne\u011fin \u03b1 = 0,05), bo\u015f [&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-2660","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 KPSS testi nas\u0131l yap\u0131l\u0131r (\u00f6rnekle) - Statorials<\/title>\n<meta name=\"description\" content=\"Bu e\u011fitimde R&#039;de KPSS testinin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fi eksiksiz 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\/rde-kpss-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 KPSS testi nas\u0131l yap\u0131l\u0131r (\u00f6rnekle) - Statorials\" \/>\n<meta property=\"og:description\" content=\"Bu e\u011fitimde R&#039;de KPSS testinin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fi eksiksiz bir \u00f6rnekle a\u00e7\u0131klanmaktad\u0131r.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/statorials.org\/tr\/rde-kpss-testi\/\" \/>\n<meta property=\"og:site_name\" content=\"Statorials\" \/>\n<meta property=\"article:published_time\" content=\"2023-07-21T07:21:55+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/kpss1.jpg\" \/>\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\/rde-kpss-testi\/\",\"url\":\"https:\/\/statorials.org\/tr\/rde-kpss-testi\/\",\"name\":\"R&#39;de KPSS testi nas\u0131l yap\u0131l\u0131r (\u00f6rnekle) - Statorials\",\"isPartOf\":{\"@id\":\"https:\/\/statorials.org\/tr\/#website\"},\"datePublished\":\"2023-07-21T07:21:55+00:00\",\"dateModified\":\"2023-07-21T07:21:55+00:00\",\"author\":{\"@id\":\"https:\/\/statorials.org\/tr\/#\/schema\/person\/365dc158a39a7c8ae256355451e3de48\"},\"description\":\"Bu e\u011fitimde R&#39;de KPSS testinin nas\u0131l ger\u00e7ekle\u015ftirilece\u011fi eksiksiz bir \u00f6rnekle a\u00e7\u0131klanmaktad\u0131r.\",\"breadcrumb\":{\"@id\":\"https:\/\/statorials.org\/tr\/rde-kpss-testi\/#breadcrumb\"},\"inLanguage\":\"tr\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/statorials.org\/tr\/rde-kpss-testi\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/statorials.org\/tr\/rde-kpss-testi\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Ev\",\"item\":\"https:\/\/statorials.org\/tr\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"R&#39;de kpss testi nas\u0131l yap\u0131l\u0131r (\u00f6rnek dahil)\"}]},{\"@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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