{"id":400,"date":"2020-12-13T21:58:14","date_gmt":"2020-12-13T12:58:14","guid":{"rendered":"https:\/\/best-biostatistics.com\/toukei-er\/entry\/time-series-analysis-calculating-autocorrelation-coefficeint-in-r\/"},"modified":"2024-10-04T23:14:47","modified_gmt":"2024-10-04T14:14:47","slug":"time-series-analysis-calculating-autocorrelation-coefficeint-in-r","status":"publish","type":"post","link":"https:\/\/best-biostatistics.com\/toukei-er\/entry\/time-series-analysis-calculating-autocorrelation-coefficeint-in-r\/","title":{"rendered":"R \u3067\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u81ea\u5df1\u76f8\u95a2\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5"},"content":{"rendered":"\n

\u81ea\u5df1\u76f8\u95a2\u3092\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3067\u8a08\u7b97\u3059\u308b\u65b9\u6cd5\u3092\u89e3\u8aac\u3057\u305f\u3002<\/p>\n\n\n\n\n\n\n\n

\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3068\u306f\uff1f<\/h2>\n\n\n\n

\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306f\u3001\u6642\u9593\u3068\u3068\u3082\u306b\u8a08\u6e2c\u3057\u305f\u30c7\u30fc\u30bf\u306e\u3053\u3068\u3002<\/p>\n\n\n\n

\u6bce\u65e5\u306e\u30c7\u30fc\u30bf\u3001\u6bce\u6708\u306e\u30c7\u30fc\u30bf\u3001\u56db\u534a\u671f\u306e\u30c7\u30fc\u30bf\u3001\u6bce\u5e74\u306e\u30c7\u30fc\u30bf\u3068\u3044\u3046\u3088\u3046\u306a\u5b9a\u671f\u7684\u306a\u6642\u9593\u3067\u53d6\u5f97\u3057\u305f\u30c7\u30fc\u30bf\u306e\u3053\u3068\u3002<\/p>\n\n\n\n

\u3053\u306e\u30c7\u30fc\u30bf\u3092\u5206\u6790\u3059\u308b\u3053\u3068\u3067\u3001\u30c7\u30fc\u30bf\u5909\u5316\u306e\u50be\u5411\u3092\u898b\u308b\u3053\u3068\u304c\u3067\u304d\u308b\u3002<\/p>\n\n\n\n

\u6bce\u65e5\u306e\u682a\u4fa1\u3001\u70ba\u66ff\u30ec\u30fc\u30c8\u3068\u304b\u3001\u6bce\u5e74\u306e\u6210\u4eba\u55ab\u7159\u7387\u306a\u3093\u304b\u3082\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3002<\/p>\n\n\n\n

\u81ea\u5df1\u76f8\u95a2\u3092\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3067\u8a08\u7b97\u3059\u308b<\/h2>\n\n\n\n

R\u306b\u306f acf() \u3068\u3044\u3046\u95a2\u6570\u304c\u3042\u308a\u3001\u3053\u306e\u95a2\u6570\u3067\u81ea\u5df1\u76f8\u95a2\u3092\u8a08\u7b97\u3067\u304d\u308b\u3002<\/p>\n\n\n\n

\u81ea\u5df1\u76f8\u95a2\u3068\u306f\u3001\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3092\u5206\u6790\u3059\u308b\u65b9\u6cd5\u306e\u4e00\u3064\u3067\u3001\u4f8b\u3048\u3070\u3001\u3042\u308b\u65e5\u306e\u30c7\u30fc\u30bf\u3068\u6b21\u306e\u65e5\u306e\u30c7\u30fc\u30bf\u3001\u307e\u305f\u3042\u308b\u65e5\u306e\u30c7\u30fc\u30bf\u3068\u305d\u306e\u6b21\u306e\u65e5\u306e\u30c7\u30fc\u30bf\u3068\u3044\u3046\u7d44\u307f\u5408\u308f\u305b\u3092\u4f5c\u3063\u305f\u3046\u3048\u3067\u306e\u76f8\u95a2\u4fc2\u6570\u3092\u8a08\u7b97\u3057\u305f\u3082\u306e\u3002<\/p>\n\n\n\n

\u76f8\u95a2\u4fc2\u6570\u3092\u8a08\u7b97\u3059\u308b\u30c7\u30fc\u30bf\u540c\u58eb\u306f\u3001\u7fcc\u65e5\u3060\u3051\u3067\u306a\u304f\u3001\u3042\u308b\u65e5\u3068\u7fcc\u3005\u65e5\u3067\u3082\u3044\u3044\u3057\u3001\u3042\u308b\u65e5\u3068\u4e09\u65e5\u5f8c\u3067\u3082\u3044\u3044\u3002\u305d\u3046\u3044\u3046\u9593\u9694\u3067\u76f8\u95a2\u4fc2\u6570\u3092\u8a08\u7b97\u3059\u308b\u3068\u3044\u3046\u3082\u306e\u3002<\/p>\n\n\n\n

R\u306e\u4f8b\u3068\u3057\u3066\u3001ldeaths\u3068\u3044\u3046\u30c7\u30fc\u30bf\u304c\u3042\u308b\u3002\u3053\u308c\u306f1974\u5e74\u304b\u30891979\u5e74\u306e\u30a4\u30ae\u30ea\u30b9\u306e\u30c7\u30fc\u30bf\u3067\u3001\u6c17\u7ba1\u652f\u708e\u3001\u80ba\u6c17\u816b\u3001\u5598\u606f\u3067\u4ea1\u304f\u306a\u3063\u305f\u4eba\u306e\u6708\u3054\u3068\u306e\u4eba\u6570\u306e\u30c7\u30fc\u30bf\u3067\u3042\u308b\u3002<\/p>\n\n\n\n

\u3069\u3093\u306a\u30c7\u30fc\u30bf\u304b\u8868\u793a\u3057\u3066\u307f\u308b\u3068\u4ee5\u4e0b\u306e\u901a\u308a\u3002<\/p>\n\n\n\n

><\/span> ldeaths\nJan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec\n1974<\/span> 3035<\/span> 2552<\/span> 2704<\/span> 2554<\/span> 2014<\/span> 1655<\/span> 1721<\/span> 1524<\/span> 1596<\/span> 2074<\/span> 2199<\/span> 2512<\/span>\n1975<\/span> 2933<\/span> 2889<\/span> 2938<\/span> 2497<\/span> 1870<\/span> 1726<\/span> 1607<\/span> 1545<\/span> 1396<\/span> 1787<\/span> 2076<\/span> 2837<\/span>\n1976<\/span> 2787<\/span> 3891<\/span> 3179<\/span> 2011<\/span> 1636<\/span> 1580<\/span> 1489<\/span> 1300<\/span> 1356<\/span> 1653<\/span> 2013<\/span> 2823<\/span>\n1977<\/span> 3102<\/span> 2294<\/span> 2385<\/span> 2444<\/span> 1748<\/span> 1554<\/span> 1498<\/span> 1361<\/span> 1346<\/span> 1564<\/span> 1640<\/span> 2293<\/span>\n1978<\/span> 2815<\/span> 3137<\/span> 2679<\/span> 1969<\/span> 1870<\/span> 1633<\/span> 1529<\/span> 1366<\/span> 1357<\/span> 1570<\/span> 1535<\/span> 2491<\/span>\n1979<\/span> 3084<\/span> 2605<\/span> 2573<\/span> 2143<\/span> 1693<\/span> 1504<\/span> 1461<\/span> 1354<\/span> 1333<\/span> 1492<\/span> 1781<\/span> 1915<\/span>\n<\/code><\/pre>\n\n\n\n
\u884c\u306f\u3042\u308b\u5e74\u306e\u6708\u5225\u306e\u6b7b\u4ea1\u8005\u6570\u3001\u5217\u306f\u6bce\u5e74\u306e\u3042\u308b\u6708\u306e\u6b7b\u4ea1\u8005\u6570\u3001\u3068\u3044\u3046\u3075\u3046\u306b\u4e26\u3093\u3067\u3044\u308b\u3002<\/p>\n\n\n\n
\u3053\u306e\u30c7\u30fc\u30bf\u3092\u4f7f\u3063\u3066\u3001\u81ea\u5df1\u76f8\u95a2\u3092\u8a08\u7b97\u3057\u3066\u307f\u308b\u3002<\/p>\n\n\n\n
\u8a08\u7b97\u3059\u308b\u30b9\u30af\u30ea\u30d7\u30c8\u306f\u3068\u3066\u3082\u7c21\u5358\u3002<\/p>\n\n\n\n
acf<\/span>(<\/span>ldeaths)<\/span>\n<\/code><\/pre>\n\n\n\n
\u30c7\u30d5\u30a9\u30eb\u30c8\u3067\u306f\u56f3\u3067\u8868\u793a\u3055\u308c\u308b\u306e\u307f\u306b\u306a\u3063\u3066\u3044\u308b\u3002<\/p>\n\n\n\n
\"\"<\/figure>\n\n\n\n
\u7e26\u8ef8\u304c\u81ea\u5df1\u76f8\u95a2\u306e\u5024\u3002\u901a\u5e38\u306e\u76f8\u95a2\u4fc2\u6570\u3068\u540c\u3058\u304f\u3001-1\u304b\u30891\u304c\u7bc4\u56f2\u306b\u306a\u3063\u3066\u3044\u308b\u30021\u304c\u6b63\u306e\u76f8\u95a2Max\u3001-1\u304c\u8ca0\u306e\u76f8\u95a2Max\u3002<\/p>\n\n\n\n
\u6a2a\u8ef8\u306fLag\u3068\u3042\u308b\u304c\u3001\u3053\u308c\u304c\u3044\u304f\u3064\u306e\u30ba\u30ec\u304b\u3068\u3044\u3046\u3082\u306e\u3002<\/p>\n\n\n\n
1\u306f1\u5e74\u3067\u3001\u305d\u306e\u9593\u306b12\u500b\u7e26\u68d2\u304c\u3042\u308b\u3002\u9806\u756a\u306b0\u304b\u6708\u305a\u308c\uff08\u540c\u3058\u5024\uff09\u30011\u304b\u6708\u305a\u308c\u30012\u304b\u6708\u305a\u308c\u3001\u3001\u3001\u3068\u306a\u3063\u3066\u3044\u308b\u3002\u306a\u305c\u30011\u304b\u6708\u30012\u304b\u6708\u304c1,2\u3068\u306a\u3063\u3066\u3044\u306a\u3044\u306e\u304b\u306f\u3001\u6b21\u3092\u898b\u308c\u3070\u308f\u304b\u308b\u3002\u6b21\u306f\u81ea\u5df1\u76f8\u95a2\u306e\u5024\u3092\u8868\u793a\u3055\u305b\u3066\u307f\u308b\u3002<\/p>\n\n\n\n
acf<\/span>(<\/span>ldeaths,<\/span> plot=<\/span>FALSE<\/span>)<\/span>\n<\/code><\/pre>\n\n\n\n
plot=FALSE\u3068\u3044\u3046\u30aa\u30d7\u30b7\u30e7\u30f3\u3092\u3064\u3051\u308b\u3068\u4ee5\u4e0b\u304c\u51fa\u529b\u3055\u308c\u308b\u3002<\/p>\n\n\n\n
><\/span> acf<\/span>(<\/span>ldeaths,<\/span>plot=<\/span>FALSE<\/span>)<\/span>\nAutocorrelations of series \u2018ldeaths\u2019,<\/span> by lag\n0.0000<\/span> 0.0833<\/span> 0.1667<\/span> 0.2500<\/span> 0.3333<\/span> 0.4167<\/span> 0.5000<\/span> 0.5833<\/span> 0.6667<\/span>\n1.000<\/span>  0.755<\/span>  0.397<\/span>  0.019<\/span> -<\/span>0.356<\/span> -<\/span>0.609<\/span> -<\/span>0.681<\/span> -<\/span>0.608<\/span> -<\/span>0.378<\/span>\n0.7500<\/span> 0.8333<\/span> 0.9167<\/span> 1.0000<\/span> 1.0833<\/span> 1.1667<\/span> 1.2500<\/span> 1.3333<\/span> 1.4167<\/span>\n-<\/span>0.013<\/span>  0.383<\/span>  0.650<\/span>  0.723<\/span>  0.638<\/span>  0.372<\/span>  0.009<\/span> -<\/span>0.294<\/span> -<\/span>0.497<\/span>\n1.5000<\/span>\n-<\/span>0.586<\/span>\n<\/code><\/pre>\n\n\n\n
0.0000, 0.0833, 0.1667, 0.2500, …\u3068\u306a\u3063\u3066\u3044\u308b\u306e\u306f\u30011\/12=0.0833\u3060\u304b\u3089\u3060\u30021\u304b\u6708\u304c0.0833\u3068\u8a08\u7b97\u3055\u308c\u3066\u3044\u3066\u300112\u304b\u6708\u306f12\/12=1\u3068\u306a\u3063\u3066\u3044\u308b\u3002<\/p>\n\n\n\n
\u3053\u308c\u304cLag\u3068\u3057\u3066\u30d7\u30ed\u30c3\u30c8\u3055\u308c\u3066\u3044\u308b\u3002\u3053\u308c\u3067Lag\u306e1,2\u304c\u30011\u304b\u6708\u30012\u304b\u6708\u3067\u306f\u306a\u3044\u3053\u3068\u304c\u308f\u304b\u308b\u3060\u308d\u3046\u3002<\/p>\n\n\n\n
\u81ea\u5df1\u76f8\u95a2\u306e\u56f3\u3092\u898b\u3066\u307f\u308b\u3068\u3001Lag\u304c0.5\u306e\u3068\u304d\u304c\u4e00\u756a\u5f37\u3044\u8ca0\u306e\u76f8\u95a2\u3067\u30011\u306e\u3068\u304d\u304c\u4e00\u756a\u5f37\u3044\u6b63\u306e\u76f8\u95a2\u304c\u3042\u308b\u3002<\/p>\n\n\n\n
\u3053\u308c\u306f\u3082\u3068\u3082\u3068\u306e\u30c7\u30fc\u30bf\u3092\u30d7\u30ed\u30c3\u30c8\u3057\u3066\u307f\u308b\u3068\u3001\u7d0d\u5f97\u304c\u3044\u304f\u3002<\/p>\n\n\n\n
plot<\/span>(<\/span>ldeaths)<\/span>\n<\/code><\/pre>\n\n\n\n
\"\"<\/figure>\n\n\n\n
\u3053\u306e\u7d4c\u5e74\u5909\u5316\u306e\u56f3\u3092\u898b\u308b\u3068\u308f\u304b\u308b\u304c\u3001\u5e74\u306e\u521d\u3081\u3068\u7d42\u308f\u308a\u306b\u30d4\u30fc\u30af\u304c\u6765\u3066\u3044\u3066\u3001\u5e74\u306e\u771f\u3093\u4e2d\u306b\u5e95\u304c\u3042\u308b\u3002<\/p>\n\n\n\n
\u3053\u308c\u306f\u3001\u51ac\u306b\u547c\u5438\u5668\u75be\u60a3\u3067\u4ea1\u304f\u306a\u308b\u4eba\u304c\u591a\u304f\u3001\u590f\u306b\u306f\u5c11\u306a\u3044\u3068\u3044\u3046\u50be\u5411\u3092\u793a\u3057\u3066\u3044\u308b\u3002<\/p>\n\n\n\n
\u547c\u5438\u5668\u306b\u30ea\u30b9\u30af\u3092\u62b1\u3048\u3066\u3044\u308b\u4eba\u306f\u3001\u51ac\u306e\u611f\u67d3\u75c7\u306e\u5b63\u7bc0\u306b\u306f\u4ea1\u304f\u306a\u308b\u30ea\u30b9\u30af\u304c\u9ad8\u304f\u306a\u308b\u3068\u3044\u3046\u308f\u3051\u3060\u3002<\/p>\n\n\n\n
\u3053\u306e\u95a2\u4fc2\u3092\u547c\u5438\u5668\u75be\u60a3\u306b\u3088\u308b\u6b7b\u4ea1\u8005\u6570\u3068\u3044\u3046\u30c7\u30fc\u30bf\u306e\u81ea\u5df1\u76f8\u95a2\u89e3\u6790\u3067\u6539\u3081\u3066\u793a\u3057\u305f\u5f62\u306b\u306a\u308b\u3002<\/p>\n\n\n\n
\u3053\u306e\u3088\u3046\u306b\u30c7\u30fc\u30bf\u3067\u793a\u3055\u308c\u308b\u3068\u8aac\u5f97\u529b\u304c\u5897\u3059\u3002<\/p>\n\n\n\n
\uff1e\uff1e\u3082\u3046\u7d71\u8a08\u3067\u60a9\u3080\u306e\u306f\u7d42\u308f\u308a\u306b\u3057\u307e\u305b\u3093\u304b\uff1f\u00a0<\/a><\/strong><\/span><\/p>\r\n\"\"<\/a>\r\n
\u21911\u4e07\u4eba\u4ee5\u4e0a\u306e\u533b\u7642\u5f93\u4e8b\u8005\u304c\u8cfc\u8aad\u4e2d<\/span><\/strong><\/span><\/p><\/div>
\u81ea\u5df1\u76f8\u95a2\u3092\u8a08\u7b97\u3059\u308b\u3068\u304d\u306f\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3078\u306e\u5909\u63db\u304c\u5fc5\u8981<\/h2>\n\n\n\n
\u6c17\u3092\u4ed8\u3051\u306a\u3051\u308c\u3070\u3044\u3051\u306a\u3044\u306e\u306f\u3001\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u89e3\u6790\u3092R\u3067\u884c\u3046\u3068\u304d\u306b\u306f\u3001\u307e\u305a\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3078\u306e\u5909\u63db\u304c\u5fc5\u8981\u3067\u3042\u308b\u3053\u3068\u3060\u3002<\/p>\n\n\n\n
ldeaths \u306f\u3001\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\uff08time series\uff09\u306b\u5909\u63db\u3055\u308c\u3066\u3044\u308b\u30c7\u30fc\u30bf\u306a\u306e\u3067\u7c21\u5358\u306b\u6271\u3048\u305f\u3002<\/p>\n\n\n\n
><\/span> str<\/span>(<\/span>ldeaths)<\/span>\nTime-<\/span>Series [<\/span>1<\/span>:<\/span>72<\/span>]<\/span> from 1974<\/span> to 1980<\/span>:<\/span> 3035<\/span> 2552<\/span> 2704<\/span> 2554<\/span> 2014<\/span> ...\n<\/code><\/pre>\n\n\n\n
\u901a\u5e38\u306e\u30c7\u30fc\u30bf\u306f\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306b\u5909\u63db\u3057\u3066\u304b\u3089\u4f7f\u308f\u306a\u3044\u3068\u3044\u3051\u306a\u3044\u3002<\/p>\n\n\n\n
\u4f8b\u3048\u3070\u3001\u30c9\u30eb\u5186\u70ba\u66ff\u30ec\u30fc\u30c8\u306e\u30c7\u30fc\u30bf\u3067\u3001\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3078\u306e\u5909\u63db\u3068\u81ea\u5df1\u76f8\u95a2\u89e3\u6790\u3092\u3057\u3066\u307f\u3088\u3046\u3002<\/p>\n\n\n\n
\u904e\u53bb\u8a18\u4e8b\u306e\u30c7\u30fc\u30bf\u3092\u4f7f\u3063\u3066\u307f\u308b\u3002<\/p>\n\n\n
\t\t\t
\n\t\t\t\t
\n\t\t\t\t\t\u3042\u308f\u305b\u3066\u8aad\u307f\u305f\u3044<\/span>\n\t\t\t\t\t
\"\"<\/figure><\/div>\t\t\t\t\t
\n\t\t\t\t\t\tR \u3067\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u5206\u6790\u3092\u884c\u3046\u65b9\u6cd5<\/a>\n\t\t\t\t\t\tR \u3067\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3092\u5206\u6790\u3059\u308b\u305f\u3081\u306e\u57fa\u790e\u7684\u306a\u65b9\u6cd5\u306e\u89e3\u8aac\u3002 \u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3068\u306f\u4f55\u304b\uff1f \u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3068\u306f\u3001\u65e5\u6642\u306e\u30c7\u30fc\u30bf\u3068\u5024\u306e\u30c7\u30fc\u30bf\u306e\u30da\u30a2\u306e\u3053\u3068\u3002 \u4f8b\u3068\u3057\u3066\u306f\u3001 \u56db\u534a\u671f\u3054\u3068…<\/span>\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t<\/div>\n\t\t<\/div>\n\n\n
\u307e\u305a\u30c7\u30fc\u30bf\u3092\u8aad\u307f\u8fbc\u3080\u3002<\/p>\n\n\n\n
Windows\u306e\u30c9\u30ad\u30e5\u30e1\u30f3\u30c8\u30d5\u30a9\u30eb\u30c0\u306bdata\u30d5\u30a9\u30eb\u30c0\u3092\u4f5c\u308a\u305d\u306e\u4e2d\u306bCSV\u30c7\u30fc\u30bf\u3092\u5165\u308c\u308b\u3002<\/p>\n\n\n\n
dat <-<\/span> read.csv<\/span>(<\/span>\"data\/tm_quote.csv\"<\/span>)<\/span>\n<\/code><\/pre>\n\n\n\n
\u3053\u306e\u30c7\u30fc\u30bf\u306f2020\u5e74\u306e\u5e74\u59cb\u306e14\u55b6\u696d\u65e5\u306e\u5186\u306e\u70ba\u66ff\u30ec\u30fc\u30c8\u3067\u3042\u308b\u3002<\/p>\n\n\n\n
\u30c9\u30eb\u5186\u306e\u30c7\u30fc\u30bf\u3060\u3051\u3092\u53d6\u308a\u51fa\u3057\u3066\u307f\u3066\u307f\u308b\u3002<\/p>\n\n\n\n
><\/span> dat[,<\/span>1<\/span>:<\/span>2<\/span>]<\/span>\nX    USD\n1<\/span>   2020<\/span>\/<\/span>1<\/span>\/<\/span>6<\/span> 108.12<\/span>\n2<\/span>   2020<\/span>\/<\/span>1<\/span>\/<\/span>7<\/span> 108.45<\/span>\n3<\/span>   2020<\/span>\/<\/span>1<\/span>\/<\/span>8<\/span> 107.85<\/span>\n4<\/span>   2020<\/span>\/<\/span>1<\/span>\/<\/span>9<\/span> 109.25<\/span>\n5<\/span>  2020<\/span>\/<\/span>1<\/span>\/<\/span>10<\/span> 109.55<\/span>\n6<\/span>  2020<\/span>\/<\/span>1<\/span>\/<\/span>14<\/span> 110.16<\/span>\n7<\/span>  2020<\/span>\/<\/span>1<\/span>\/<\/span>15<\/span> 109.95<\/span>\n8<\/span>  2020<\/span>\/<\/span>1<\/span>\/<\/span>16<\/span> 109.96<\/span>\n9<\/span>  2020<\/span>\/<\/span>1<\/span>\/<\/span>17<\/span> 110.33<\/span>\n10<\/span> 2020<\/span>\/<\/span>1<\/span>\/<\/span>20<\/span> 110.19<\/span>\n11<\/span> 2020<\/span>\/<\/span>1<\/span>\/<\/span>21<\/span> 110.24<\/span>\n12<\/span> 2020<\/span>\/<\/span>1<\/span>\/<\/span>22<\/span> 109.91<\/span>\n13<\/span> 2020<\/span>\/<\/span>1<\/span>\/<\/span>23<\/span> 109.72<\/span>\n14<\/span> 2020<\/span>\/<\/span>1<\/span>\/<\/span>24<\/span> 109.59<\/span>\n<\/code><\/pre>\n\n\n\n
\u3053\u306edat\u306e\u4e2d\u306e\u3001USD\u3092\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306b\u5909\u63db\u3059\u308b\u3002ts()\u3068\u3044\u3046\u95a2\u6570\u3092\u4f7f\u3046\u3002<\/p>\n\n\n\n
ts.usd <-<\/span> ts<\/span>(<\/span>dat[,<\/span>2<\/span>])<\/span>\n<\/code><\/pre>\n\n\n\n
ts.usd\u3092\u78ba\u8a8d\u3057\u3066\u307f\u308b\u3068\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u306a\u3063\u3066\u3044\u308b\u3002<\/p>\n\n\n\n
\u3053\u308c\u3067\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306b\u5909\u63db\u3067\u304d\u305f\u3002<\/p>\n\n\n\n
><\/span> ts.usd\nTime Series:<\/span>\nStart =<\/span> 1<\/span>\nEnd =<\/span> 14<\/span>\nFrequency =<\/span> 1<\/span>\n[<\/span>1<\/span>]<\/span> 108.12<\/span> 108.45<\/span> 107.85<\/span> 109.25<\/span> 109.55<\/span> 110.16<\/span> 109.95<\/span> 109.96<\/span> 110.33<\/span> 110.19<\/span> 110.24<\/span> 109.91<\/span> 109.72<\/span> 109.59<\/span>\n><\/span> str<\/span>(<\/span>ts.usd)<\/span>\nTime-<\/span>Series [<\/span>1<\/span>:<\/span>14<\/span>]<\/span> from 1<\/span> to 14<\/span>:<\/span> 108<\/span> 108<\/span> 108<\/span> 109<\/span> 110<\/span> ...\n<\/code><\/pre>\n\n\n\n
\u3053\u3053\u3067\u3001\u30d7\u30ed\u30c3\u30c8\u3057\u3066\u307f\u3066\u3001\u81ea\u5df1\u76f8\u95a2\u4fc2\u6570\u306e\u56f3\u3082\u63cf\u3044\u3066\u307f\u308b\u3002<\/p>\n\n\n\n
\u3055\u3089\u306b\u81ea\u5df1\u76f8\u95a2\u4fc2\u6570\u306e\u6570\u5024\u3092\u51fa\u529b\u3057\u3066\u307f\u308b\u3002<\/p>\n\n\n\n
plot<\/span>(<\/span>ts.usd)<\/span>\nacf<\/span>(<\/span>ts.usd)<\/span>\nacf<\/span>(<\/span>ts.usd,<\/span>plot=<\/span>FALSE<\/span>)<\/span>\n<\/code><\/pre>\n\n\n\n
\u5358\u306a\u308b\u30d7\u30ed\u30c3\u30c8\u3067\u306f\u50be\u5411\u306f\u898b\u3048\u3066\u3053\u306a\u3044\u3002<\/p>\n\n\n\n
\"\"<\/figure>\n\n\n\n
\u81ea\u5df1\u76f8\u95a2\u306f8\u55b6\u696d\u65e5\u9593\u9694\u306b\u5411\u304b\u3063\u3066\u3001\u3069\u3093\u3069\u3093\u9006\u76f8\u95a2\u306b\u5411\u304b\u3063\u3066\u3044\u308b\u50be\u5411\u304c\u898b\u3048\u308b\u3002<\/p>\n\n\n\n
\"\"<\/figure>\n\n\n\n
\u81ea\u5df1\u76f8\u95a2\u306e\u89e3\u6790\u7d50\u679c\u306f\u3001\u4ee5\u4e0b\u306e\u3068\u304a\u308a\u3002<\/p>\n\n\n\n
><\/span> plot<\/span>(<\/span>ts.usd)<\/span>\n><\/span> acf<\/span>(<\/span>ts.usd)<\/span>\n><\/span> acf<\/span>(<\/span>ts.usd,<\/span>plot=<\/span>FALSE<\/span>)<\/span>\nAutocorrelations of series \u2018ts.usd\u2019,<\/span> by lag\n0<\/span>      1<\/span>      2<\/span>      3<\/span>      4<\/span>      5<\/span>      6<\/span>      7<\/span>      8<\/span>      9<\/span>\n1.000<\/span>  0.696<\/span>  0.508<\/span>  0.093<\/span> -<\/span>0.049<\/span> -<\/span>0.177<\/span> -<\/span>0.259<\/span> -<\/span>0.306<\/span> -<\/span>0.362<\/span> -<\/span>0.281<\/span>\n10<\/span>     11<\/span>\n-<\/span>0.208<\/span> -<\/span>0.103<\/span>\n<\/code><\/pre>\n\n\n\n
\u5b9f\u969b\u306b\u306f\u300114\u65e5\u55b6\u696d\u65e5\u3060\u3051\u306e\u30c7\u30fc\u30bf\u3067\u306f\u5c11\u306a\u3059\u304e\u308b\u305f\u3081\u3001\u3082\u3063\u3068\u305f\u304f\u3055\u3093\u306e\u30c7\u30fc\u30bf\u3092\u7528\u3044\u305f\u307b\u3046\u304c\u3001\u3088\u308a\u5f37\u56fa\u306a\u89e3\u6790\u7d50\u679c\u306b\u306a\u308b\u3068\u601d\u3046\u3002<\/p>\n\n\n\n
\u307e\u3068\u3081<\/h2>\n\n\n\n
\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3068\u306f\u4f55\u304b\u3092\u7c21\u5358\u306b\u8aac\u660e\u3057\u305f\u3002<\/p>\n\n\n\n
\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u81ea\u5df1\u76f8\u95a2\u3092R\u3067\u8a08\u7b97\u3057\u3066\u307f\u305f\u3002<\/p>\n\n\n\n
\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u89e3\u6790\u306e\u524d\u306b\u306f\u3001\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3078\u306e\u5909\u63db\u304c\u5fc5\u8981\u3067\u3001\u305d\u306e\u65b9\u6cd5\u3092\u89e3\u8aac\u3057\u305f\u3002<\/p>\n\n\n\n
\u95a2\u9023\u8a18\u4e8b<\/h2>\n\n\n\n
\u4ee5\u4e0b\u306e\u8a18\u4e8b\u3067\u306f\u3001\u672a\u6765\u4e88\u6e2c\u307e\u3067\u884c\u3063\u3066\u3044\u308b\u3002\u3088\u3051\u308c\u3070\u3053\u3061\u3089\u3082\u3069\u3046\u305e\u3002<\/p>\n\n\n
\t\t\t
\n\t\t\t\t
\n\t\t\t\t\t\u3042\u308f\u305b\u3066\u8aad\u307f\u305f\u3044<\/span>\n\t\t\t\t\t
\"\"<\/figure><\/div>\t\t\t\t\t
\n\t\t\t\t\t\tR \u3067\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u5206\u6790\u3092\u884c\u3046\u65b9\u6cd5<\/a>\n\t\t\t\t\t\tR \u3067\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3092\u5206\u6790\u3059\u308b\u305f\u3081\u306e\u57fa\u790e\u7684\u306a\u65b9\u6cd5\u306e\u89e3\u8aac\u3002 \u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3068\u306f\u4f55\u304b\uff1f \u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3068\u306f\u3001\u65e5\u6642\u306e\u30c7\u30fc\u30bf\u3068\u5024\u306e\u30c7\u30fc\u30bf\u306e\u30da\u30a2\u306e\u3053\u3068\u3002 \u4f8b\u3068\u3057\u3066\u306f\u3001 \u56db\u534a\u671f\u3054\u3068…<\/span>\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t<\/div>\n\t\t<\/div>\n\n\n\n","protected":false},"excerpt":{"rendered":"
\u81ea\u5df1\u76f8\u95a2\u3092\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3067\u8a08\u7b97\u3059\u308b\u65b9\u6cd5\u3092\u89e3\u8aac\u3057\u305f\u3002<\/p>\n","protected":false},"author":2,"featured_media":2360,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"swell_btn_cv_data":"","_jetpack_memberships_contains_paid_content":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":false,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2}},"categories":[5,54],"tags":[],"class_list":["post-400","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-r","category-54"],"jetpack_publicize_connections":[],"jetpack_featured_media_url":"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/12\/20201213214321.png","jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts\/400","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/comments?post=400"}],"version-history":[{"count":1,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts\/400\/revisions"}],"predecessor-version":[{"id":2361,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts\/400\/revisions\/2361"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/media\/2360"}],"wp:attachment":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/media?parent=400"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/categories?post=400"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/tags?post=400"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}