{"id":410,"date":"2020-01-26T20:56:41","date_gmt":"2020-01-26T11:56:41","guid":{"rendered":"https:\/\/best-biostatistics.com\/toukei-er\/entry\/basics-of-time-series-analysis\/"},"modified":"2024-10-05T11:46:01","modified_gmt":"2024-10-05T02:46:01","slug":"basics-of-time-series-analysis","status":"publish","type":"post","link":"https:\/\/best-biostatistics.com\/toukei-er\/entry\/basics-of-time-series-analysis\/","title":{"rendered":"R \u3067\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u5206\u6790\u3092\u884c\u3046\u65b9\u6cd5"},"content":{"rendered":"\n<p>R \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<\/p>\n\n\n\n<!--more-->\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3068\u306f\u4f55\u304b\">\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3068\u306f\u4f55\u304b\uff1f<\/h2>\n\n\n\n<p>\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<\/p>\n\n\n\n<p>\u4f8b\u3068\u3057\u3066\u306f\u3001<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u56db\u534a\u671f\u3054\u3068\u306e\u58f2\u4e0a\u9ad8\u3002<\/li>\n\n\n\n<li>\u6bce\u6708\u306e\u7d4c\u8cbb\u3002<\/li>\n\n\n\n<li>\u9031\u5f53\u305f\u308a\u306e\u7d0d\u5165\u91cf\u3002<\/li>\n\n\n\n<li>\u6bce\u65e5\u306e\u682a\u4fa1\u30fb\u30c9\u30eb\u5186\u30ec\u30fc\u30c8\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u306a\u3069\u3002<\/p>\n\n\n\n<p>\u3053\u3046\u3044\u3046\u5b9a\u671f\u7684\u306b\u5f97\u3089\u308c\u305f\u30c7\u30fc\u30bf\u3092\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3068\u547c\u3076\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u5206\u6790\u3092\u5b9f\u65bd\u3059\u308b\u7406\u7531\u306f\">\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u5206\u6790\u3092\u5b9f\u65bd\u3059\u308b\u7406\u7531\u306f\uff1f<\/h2>\n\n\n\n<p>\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u5206\u6790\u306e\u76ee\u7684\u306e\u4e00\u3064\u306f\u672a\u6765\u4e88\u6e2c\u306b\u3042\u308b\u3002<\/p>\n\n\n\n<p>\u6642\u9593\u306b\u3088\u3063\u3066\u5024\u304c\u3069\u306e\u3088\u3046\u306b\u5909\u5316\u3057\u3066\u3044\u308b\u304b\u3001\u305d\u306e\u898f\u5247\u3092\u3068\u3089\u3048\u3066\u3001\u4eca\u5f8c\u3069\u306e\u3088\u3046\u306b\u63a8\u79fb\u3059\u308b\u304b\u3092\u4e88\u6e2c\u3057\u305f\u3044\u3002<\/p>\n\n\n\n<p>\u672a\u6765\u4e88\u6e2c\u304c\u5927\u304d\u306a\u76ee\u7684\u306e\u4e00\u3064\u3060\u3002<\/p>\n\n\n\n<div id=\"biost-639828431\" class=\"biost- biost-entity-placement\"><p style=\"text-align: center;\"><span style=\"font-size: 20px;\"><strong><a href=\"https:\/\/best-biostatistics.com\/kmhl\">\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 href=\"https:\/\/best-biostatistics.com\/kmhl\"><img class=\"aligncenter wp-image-2794 size-full\" src=\"https:\/\/best-biostatistics.com\/wp\/wp-content\/uploads\/2023\/11\/bn_r_03.png\" alt=\"\" width=\"500\" height=\"327\" \/><\/a>\r\n<p style=\"text-align: center;\"><span style=\"color: #ff0000; font-size: 20px;\"><strong><span class=\"marker2\">\u21911\u4e07\u4eba\u4ee5\u4e0a\u306e\u533b\u7642\u5f93\u4e8b\u8005\u304c\u8cfc\u8aad\u4e2d<\/span><\/strong><\/span><\/p><\/div><h2 class=\"wp-block-heading\" id=\"\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u4f8b\">\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u4f8b<\/h2>\n\n\n\n<p>\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u4f8b\u3068\u3057\u3066\u3001\u30c9\u30eb\u5186\u30ec\u30fc\u30c8\u3092\u6319\u3052\u308b\u3002<\/p>\n\n\n\n<p>\u307f\u305a\u307b\u9280\u884c\u306e<a href=\"https:\/\/www.mizuhobank.co.jp\/market\/historical.html\">\u30d2\u30b9\u30c8\u30ea\u30ab\u30eb\u30c7\u30fc\u30bf<\/a>\u3092\u30c0\u30a6\u30f3\u30ed\u30fc\u30c9\u3057\u3066\u4e00\u884c\u76ee\u3068\u4e8c\u884c\u76ee\u3092\u524a\u9664\u3059\u308b\u3002<\/p>\n\n\n\n<p>csv\u30d5\u30a1\u30a4\u30eb\u3092\u8aad\u307f\u8fbc\u3080\u3002<\/p>\n\n\n\n<p>Windows\u306e\u30c9\u30ad\u30e5\u30e1\u30f3\u30c8\u30d5\u30a9\u30eb\u30c0\u5185\u306e data \u3068\u3044\u3046\u30d5\u30a9\u30eb\u30c0\u306b\u5165\u308c\u305f\u3068\u3059\u308b\u3068\u4ee5\u4e0b\u306e\u30b9\u30af\u30ea\u30d7\u30c8\u3067\u8aad\u307f\u8fbc\u3081\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>dat<span class=\"synStatement\">&lt;-<\/span><span class=\"synIdentifier\">read.csv<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">\"data\/tm_quote.csv\"<\/span><span class=\"synSpecial\">,<\/span>header<span class=\"synStatement\">=<\/span><span class=\"synConstant\">TRUE<\/span><span class=\"synSpecial\">)<\/span>\n<\/code><\/pre>\n\n\n\n<p>\u65e5\u4ed8\u3068\u30c9\u30eb\u5186\u30ec\u30fc\u30c8\u306e\u30c7\u30fc\u30bf\u3060\u3051\u3092\u53d6\u308a\u51fa\u3057\u3066\u3001\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306b\u3059\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>d1 <span class=\"synStatement\">&lt;-<\/span> <span class=\"synSpecial\">(<\/span>dat<span class=\"synSpecial\">&#91;,<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">])<\/span>\n<\/code><\/pre>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u6642\u7cfb\u5217\u5206\u6790\u306e\u4f8b\">\u6642\u7cfb\u5217\u5206\u6790\u306e\u4f8b<\/h2>\n\n\n\n<p>\u6642\u7cfb\u5217\u89e3\u6790\u3092 R \u3067\u5b9f\u65bd\u3059\u308b\u305f\u3081\u306b\u3001\u307e\u305a\u306f\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3067\u3042\u308b\u3053\u3068\u3092\u77e5\u3089\u305b\u308b\u5fc5\u8981\u304c\u3042\u308b\u3002<\/p>\n\n\n\n<p>\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3067\u3042\u308b\u3053\u3068\u3092\u77e5\u3089\u305b\u308b\u95a2\u6570\u306f ts() \u3067\u3042\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>ts.d1 <span class=\"synStatement\">&lt;-<\/span> <span class=\"synIdentifier\">ts<\/span><span class=\"synSpecial\">(<\/span>d1<span class=\"synSpecial\">)<\/span>\n<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u56f3\u793a\">\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u56f3\u793a<\/h3>\n\n\n\n<p>\u3069\u3093\u306a\u30c7\u30fc\u30bf\u3082\u307e\u305a\u306f\u56f3\u793a\u3057\u3066\u307f\u308b\u3068\u5168\u4f53\u304c\u3064\u304b\u3081\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synIdentifier\">plot<\/span><span class=\"synSpecial\">(<\/span>ts.d1<span class=\"synSpecial\">,<\/span>xlab<span class=\"synStatement\">=<\/span><span class=\"synConstant\">\"Working Day from 06-Jan-2020\"<\/span><span class=\"synSpecial\">,<\/span>ylab<span class=\"synStatement\">=<\/span><span class=\"synConstant\">\"USD-JPY rate\"<\/span><span class=\"synSpecial\">,<\/span>las<span class=\"synStatement\">=<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">)<\/span>\n<\/code><\/pre>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"653\" height=\"653\" src=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204818.png\" alt=\"\" class=\"wp-image-2391\" title=\"\" srcset=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204818.png 653w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204818-300x300.png 300w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204818-150x150.png 150w\" sizes=\"(max-width: 653px) 100vw, 653px\" \/><\/figure>\n\n\n\n<p><span itemscope=\"\" itemtype=\"http:\/\/schema.org\/Photograph\"><\/span><\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u5dee\u5206\u3092\u6c42\u3081\u308b\">\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u5dee\u5206\u3092\u6c42\u3081\u308b<\/h3>\n\n\n\n<p>\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u5206\u6790\u306e\u76ee\u7684\u306e\u4e00\u3064\u306f\u30d1\u30bf\u30fc\u30f3\u3092\u898b\u51fa\u3059\u3053\u3068\u3060\u3002<\/p>\n\n\n\n<p>\u4e00\u3064\u524d\u3068\u306e\u5dee\u5206\u3001\u4e8c\u3064\u524d\u3068\u306e\u5dee\u5206\u3001\u4e09\u3064\u524d\u3068\u306e\u5dee\u5206\u30fb\u30fb\u30fb\u306a\u3069\u3001\u3044\u304f\u3064\u304b\u524d\u3068\u306e\u5dee\u5206\u3092\u53d6\u308b\u3053\u3068\u3067\u3001\u30d1\u30bf\u30fc\u30f3\u304c\u898b\u3048\u3066\u304d\u305f\u308a\u3059\u308b\u3002<\/p>\n\n\n\n<p>\u5dee\u5206\u3092\u53d6\u308b\u3068\u304d\u306e\u95a2\u6570\u304c diff() \u3067\u3001\u3069\u306e\u304f\u3089\u3044\u524d\u306e\u5dee\u5206\u3092\u53d6\u308b\u304b\u304c lag= \u3068\u3044\u3046\u5909\u6570\u3060\u3002<\/p>\n\n\n\n<p>\u4f8b\u3048\u3070\u4e00\u55b6\u696d\u65e5\u524d\u3068\u3059\u308b\u3068\u3001<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synIdentifier\">plot<\/span><span class=\"synSpecial\">(<\/span><span class=\"synIdentifier\">diff<\/span><span class=\"synSpecial\">(<\/span>ts.d1<span class=\"synSpecial\">,<\/span>lag<span class=\"synStatement\">=<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">))<\/span>\n<\/code><\/pre>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"653\" height=\"653\" src=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204839.png\" alt=\"\" class=\"wp-image-2392\" title=\"\" srcset=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204839.png 653w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204839-300x300.png 300w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204839-150x150.png 150w\" sizes=\"(max-width: 653px) 100vw, 653px\" \/><\/figure>\n\n\n\n<p><span itemscope=\"\" itemtype=\"http:\/\/schema.org\/Photograph\"><\/span><\/p>\n\n\n\n<p>\u4e8c\u55b6\u696d\u65e5\u3068\u3059\u308b\u3068\u3001<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synIdentifier\">plot<\/span><span class=\"synSpecial\">(<\/span><span class=\"synIdentifier\">diff<\/span><span class=\"synSpecial\">(<\/span>ts.d1<span class=\"synSpecial\">,<\/span>lag<span class=\"synStatement\">=<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">))<\/span>\n<\/code><\/pre>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"653\" height=\"653\" src=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204853.png\" alt=\"\" class=\"wp-image-2393\" title=\"\" srcset=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204853.png 653w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204853-300x300.png 300w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204853-150x150.png 150w\" sizes=\"(max-width: 653px) 100vw, 653px\" \/><\/figure>\n\n\n\n<p><span itemscope=\"\" itemtype=\"http:\/\/schema.org\/Photograph\"><\/span><\/p>\n\n\n\n<p>\u4e09\u55b6\u696d\u65e5\u3068\u3059\u308b\u3068\u3001<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synIdentifier\">plot<\/span><span class=\"synSpecial\">(<\/span><span class=\"synIdentifier\">diff<\/span><span class=\"synSpecial\">(<\/span>ts.d1<span class=\"synSpecial\">,<\/span>lag<span class=\"synStatement\">=<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">))<\/span>\n<\/code><\/pre>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"653\" height=\"653\" src=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204906.png\" alt=\"\" class=\"wp-image-2394\" title=\"\" srcset=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204906.png 653w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204906-300x300.png 300w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204906-150x150.png 150w\" sizes=\"(max-width: 653px) 100vw, 653px\" \/><\/figure>\n\n\n\n<p><span itemscope=\"\" itemtype=\"http:\/\/schema.org\/Photograph\"><\/span><\/p>\n\n\n\n<p>\u56db\u55b6\u696d\u65e5\u3068\u3059\u308b\u3068\u3001<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synIdentifier\">plot<\/span><span class=\"synSpecial\">(<\/span><span class=\"synIdentifier\">diff<\/span><span class=\"synSpecial\">(<\/span>ts.d1<span class=\"synSpecial\">,<\/span>lag<span class=\"synStatement\">=<\/span><span class=\"synConstant\">4<\/span><span class=\"synSpecial\">))<\/span>\n<\/code><\/pre>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"653\" height=\"653\" src=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204921.png\" alt=\"\" class=\"wp-image-2395\" title=\"\" srcset=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204921.png 653w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204921-300x300.png 300w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204921-150x150.png 150w\" sizes=\"(max-width: 653px) 100vw, 653px\" \/><\/figure>\n\n\n\n<p><span itemscope=\"\" itemtype=\"http:\/\/schema.org\/Photograph\"><\/span><\/p>\n\n\n\n<p>\u4e00\u9031\u9593\u524d\u306e\u4e94\u55b6\u696d\u65e5\u3068\u3059\u308b\u3068\u3001<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synIdentifier\">plot<\/span><span class=\"synSpecial\">(<\/span><span class=\"synIdentifier\">diff<\/span><span class=\"synSpecial\">(<\/span>ts.d1<span class=\"synSpecial\">,<\/span>lag<span class=\"synStatement\">=<\/span><span class=\"synConstant\">5<\/span><span class=\"synSpecial\">))<\/span>\n<\/code><\/pre>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"653\" height=\"653\" src=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204938.png\" alt=\"\" class=\"wp-image-2396\" title=\"\" srcset=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204938.png 653w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204938-300x300.png 300w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126204938-150x150.png 150w\" sizes=\"(max-width: 653px) 100vw, 653px\" \/><\/figure>\n\n\n\n<p><span itemscope=\"\" itemtype=\"http:\/\/schema.org\/Photograph\"><\/span><\/p>\n\n\n\n<p>\u3068\u3044\u3046\u611f\u3058\u3067\u3001\u5dee\u5206\u3092\u56f3\u793a\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u308b\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u81ea\u5df1\u76f8\u95a2\">\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u81ea\u5df1\u76f8\u95a2<\/h3>\n\n\n\n<p>\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u3044\u304f\u3064\u304b\u524d\u306e\u30c7\u30fc\u30bf\u3068\u306e\u76f8\u95a2\u3092\u81ea\u5df1\u76f8\u95a2\u3068\u547c\u3076\u3002<\/p>\n\n\n\n<p>\u81ea\u5df1\u76f8\u95a2\u95a2\u6570 autocorrelation function \u3068\u3057\u3066\u3001acf() \u304c\u3042\u308b\u3002<\/p>\n\n\n\n<p>acf() \u306f\u56f3\u3067\u7d50\u679c\u3092\u793a\u3057\u3066\u304f\u308c\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synIdentifier\">acf<\/span><span class=\"synSpecial\">(<\/span>ts.d1<span class=\"synSpecial\">)<\/span>\n<\/code><\/pre>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"653\" height=\"653\" src=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205001.png\" alt=\"\" class=\"wp-image-2397\" title=\"\" srcset=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205001.png 653w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205001-300x300.png 300w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205001-150x150.png 150w\" sizes=\"(max-width: 653px) 100vw, 653px\" \/><\/figure>\n\n\n\n<p><span itemscope=\"\" itemtype=\"http:\/\/schema.org\/Photograph\"><\/span><\/p>\n\n\n\n<p>\u56f3\u306b\u3088\u308b\u3068\u3001\u4e00\u3064\u524d\u3068\u306e\u81ea\u5df1\u76f8\u95a2\u304c\u4e00\u756a\u9ad8\u3044\u3053\u3068\u304c\u308f\u304b\u308b\u3002<\/p>\n\n\n\n<p>\u307e\u305f\u516b\u3064\u524d\u3068\u306e\u81ea\u5df1\u76f8\u95a2\u304c\u6700\u3082\u5f37\u304f\u771f\u9006\u3067\u3042\u308b\u3053\u3068\u3082\u308f\u304b\u308b\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u304c\u30e9\u30f3\u30c0\u30e0\u30a6\u30a9\u30fc\u30af\u304b\u4f55\u304b\u50be\u5411\u304c\u3042\u308b\u304b\u306e\u691c\u5b9a\">\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u304c\u30e9\u30f3\u30c0\u30e0\u30a6\u30a9\u30fc\u30af\u304b\u4f55\u304b\u50be\u5411\u304c\u3042\u308b\u304b\u306e\u691c\u5b9a<\/h3>\n\n\n\n<p>\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u304c\u30e9\u30f3\u30c0\u30e0\u306b\u3075\u3089\u3075\u3089\u3057\u3066\u3044\u308b\u3060\u3051\u306a\u306e\u304b\u3001\u3042\u308b\u4e00\u5b9a\u306e\u50be\u5411\u304c\u3042\u308b\u306e\u304b\u3092\u691c\u5b9a\u3059\u308b\u65b9\u6cd5\u304cPhillips-Perron\u691c\u5b9a\u3060\u3002<\/p>\n\n\n\n<p>R \u3067\u306f\u3001PP.test() \u304c\u7528\u610f\u3055\u308c\u3066\u3044\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synIdentifier\">PP.test<\/span><span class=\"synSpecial\">(<\/span>ts.d1<span class=\"synSpecial\">)<\/span>\n<\/code><\/pre>\n\n\n\n<p>\u7d50\u679c\u306f\u4ee5\u4e0b\u306e\u901a\u308a\u3001\u30e9\u30f3\u30c0\u30e0\u3067\u3042\u308b\u3053\u3068\u306f\u5426\u5b9a\u3067\u304d\u306a\u3044\uff08\u5e30\u7121\u4eee\u8aac\u306f\u30e9\u30f3\u30c0\u30e0\u30a6\u30a9\u30fc\u30af\u3067\u3042\u308b\uff09\u3002<\/p>\n\n\n\n<p>\u3088\u3063\u3066\u3001\u4f55\u3089\u304b\u306e\u50be\u5411\u304c\u3042\u308b\u3068\u306f\u3044\u3044\u304c\u305f\u3044\u3002\u3068\u3044\u3046\u7d50\u679c\u306b\u306a\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>&gt; PP.test(ts.d1)\nPhillips-Perron Unit Root Test\ndata:  ts.d1\nDickey-Fuller = -0.93029, Truncation lag parameter = 2,\np-value = 0.9308\n<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3092\u7528\u3044\u3066\u81ea\u5df1\u76f8\u95a2\u30e2\u30c7\u30eb\u306b\u5f53\u3066\u306f\u3081\u3066\u307f\u308b\">\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3092\u7528\u3044\u3066\u81ea\u5df1\u76f8\u95a2\u30e2\u30c7\u30eb\u306b\u5f53\u3066\u306f\u3081\u3066\u307f\u308b<\/h3>\n\n\n\n<p>PP.test() \u3067\u50be\u5411\u306f\u306a\u3044\u3068\u306e\u7d50\u679c\u3067\u3042\u3063\u305f\u304c\u3001\u305d\u306e\u307e\u307e\u6642\u7cfb\u5217\u5206\u6790\u3092\u9032\u3081\u3066\u307f\u308b\u3002<\/p>\n\n\n\n<p>\u81ea\u5df1\u76f8\u95a2 AutoRegressive AR \u30e2\u30c7\u30eb\u3092\u5f53\u3066\u306f\u3081\u3066\u307f\u308b\u3002<\/p>\n\n\n\n<p>\u7d71\u8a08\u30bd\u30d5\u30c8R\u3067\u306f ar() \u3068\u3044\u3046\u95a2\u6570\u304c\u4f7f\u3048\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>ar1 <span class=\"synStatement\">&lt;-<\/span> <span class=\"synIdentifier\">ar<\/span><span class=\"synSpecial\">(<\/span>ts.d1<span class=\"synSpecial\">)<\/span>\n<\/code><\/pre>\n\n\n\n<p>\u7d50\u679c\u306f\u4ee5\u4e0b\u306e\u901a\u308a\u3002<\/p>\n\n\n\n<p>\u4e09\u3064\u524d\u307e\u3067\u3092\u4f7f\u3063\u3066\u3001coefficients \uff13\u3064\u3067\u3001\u6b21\u306e\u5024\u3092\u4e88\u6e2c\u3067\u304d\u308b\u3068\u3044\u3046\u7d50\u679c\u3060\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synStatement\">&gt;<\/span> ar1\nCall<span class=\"synSpecial\">:<\/span>\n<span class=\"synIdentifier\">ar<\/span><span class=\"synSpecial\">(<\/span>x <span class=\"synStatement\">=<\/span> ts.d1<span class=\"synSpecial\">)<\/span>\nCoefficients<span class=\"synSpecial\">:<\/span>\n<span class=\"synConstant\">1<\/span>        <span class=\"synConstant\">2<\/span>        <span class=\"synConstant\">3<\/span>\n<span class=\"synConstant\">0.6883<\/span>   <span class=\"synConstant\">0.4029<\/span>  <span class=\"synStatement\">-<\/span><span class=\"synConstant\">0.5368<\/span>\nOrder selected <span class=\"synConstant\">3<\/span>  sigma<span class=\"synStatement\">^<\/span><span class=\"synConstant\">2<\/span> estimated as  <span class=\"synConstant\">0.3143<\/span>\n<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u81ea\u5df1\u76f8\u95a2\u30e2\u30c7\u30eb\u3067\u305d\u306e\u5f8c\u306e\u30c7\u30fc\u30bf\u3092\u4e88\u6e2c\u3057\u3066\u307f\u308b\">\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u81ea\u5df1\u76f8\u95a2\u30e2\u30c7\u30eb\u3067\u305d\u306e\u5f8c\u306e\u30c7\u30fc\u30bf\u3092\u4e88\u6e2c\u3057\u3066\u307f\u308b<\/h3>\n\n\n\n<p>\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u81ea\u5df1\u76f8\u95a2\u30e2\u30c7\u30eb\u89e3\u6790\u3067\u5f97\u305f\u30e2\u30c7\u30eb\u3067\u3001\u672a\u6765\u4e88\u6e2c\u3092\u3057\u3066\u307f\u308b\u3002<\/p>\n\n\n\n<p>10\u55b6\u696d\u65e5\u3042\u3068\u307e\u3067\u3092\u4e88\u6e2c\u3057\u3066\u307f\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-preformatted\">pred1 <span class=\"synStatement\">&lt;-<\/span> <span class=\"synIdentifier\">predict<\/span><span class=\"synSpecial\">(<\/span>ar1<span class=\"synSpecial\">,<\/span>n.ahead<span class=\"synStatement\">=<\/span><span class=\"synConstant\">10<\/span><span class=\"synSpecial\">)<\/span>\n<\/pre>\n\n\n\n<p>\u7d50\u679c\u306f\u4ee5\u4e0b\u306e\u901a\u308a\u3002<\/p>\n\n\n\n<p>\u4e88\u6e2c\u5024\u3068\u6a19\u6e96\u8aa4\u5dee\u304c\u7b97\u51fa\u3055\u308c\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synStatement\">&gt;<\/span> pred1\n<span class=\"synSpecial\">$<\/span>pred\nTime Series<span class=\"synSpecial\">:<\/span>\nStart <span class=\"synStatement\">=<\/span> <span class=\"synConstant\">15<\/span>\nEnd <span class=\"synStatement\">=<\/span> <span class=\"synConstant\">24<\/span>\nFrequency <span class=\"synStatement\">=<\/span> <span class=\"synConstant\">1<\/span>\n<span class=\"synSpecial\">&#91;<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">]<\/span> <span class=\"synConstant\">109.4391<\/span> <span class=\"synConstant\">109.3848<\/span> <span class=\"synConstant\">109.3565<\/span> <span class=\"synConstant\">109.3961<\/span> <span class=\"synConstant\">109.4411<\/span> <span class=\"synConstant\">109.5032<\/span> <span class=\"synConstant\">109.5429<\/span>\n<span class=\"synSpecial\">&#91;<\/span><span class=\"synConstant\">8<\/span><span class=\"synSpecial\">]<\/span> <span class=\"synConstant\">109.5710<\/span> <span class=\"synConstant\">109.5730<\/span> <span class=\"synConstant\">109.5644<\/span>\n<span class=\"synSpecial\">$<\/span>se\nTime Series<span class=\"synSpecial\">:<\/span>\nStart <span class=\"synStatement\">=<\/span> <span class=\"synConstant\">15<\/span>\nEnd <span class=\"synStatement\">=<\/span> <span class=\"synConstant\">24<\/span>\nFrequency <span class=\"synStatement\">=<\/span> <span class=\"synConstant\">1<\/span>\n<span class=\"synSpecial\">&#91;<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">]<\/span> <span class=\"synConstant\">0.5606187<\/span> <span class=\"synConstant\">0.6805665<\/span> <span class=\"synConstant\">0.8394544<\/span> <span class=\"synConstant\">0.8612986<\/span> <span class=\"synConstant\">0.8701131<\/span> <span class=\"synConstant\">0.8759700<\/span>\n<span class=\"synSpecial\">&#91;<\/span><span class=\"synConstant\">7<\/span><span class=\"synSpecial\">]<\/span> <span class=\"synConstant\">0.8846047<\/span> <span class=\"synConstant\">0.9051845<\/span> <span class=\"synConstant\">0.9141172<\/span> <span class=\"synConstant\">0.9194495<\/span>\n<\/code><\/pre>\n\n\n\n<p>\u56f3\u793a\u3057\u3066\u307f\u308b\u3068\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u306a\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>UL <span class=\"synStatement\">&lt;-<\/span> pred1<span class=\"synSpecial\">$<\/span>pred<span class=\"synStatement\">+<\/span><span class=\"synConstant\">1.96<\/span><span class=\"synStatement\">*<\/span>pred1<span class=\"synSpecial\">$<\/span>se\nLL <span class=\"synStatement\">&lt;-<\/span> pred1<span class=\"synSpecial\">$<\/span>pred<span class=\"synStatement\">-<\/span><span class=\"synConstant\">1.96<\/span><span class=\"synStatement\">*<\/span>pred1<span class=\"synSpecial\">$<\/span>se\n<span class=\"synIdentifier\">ts.plot<\/span><span class=\"synSpecial\">(<\/span>ts.d1<span class=\"synSpecial\">,<\/span>pred1<span class=\"synSpecial\">$<\/span>pred<span class=\"synSpecial\">)<\/span>\n<\/code><\/pre>\n\n\n\n<p>\u7a7a\u767d\u306e\u53f3\u5074\u304c\u4e88\u6e2c\u5024\u3060\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"653\" height=\"653\" src=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205050.png\" alt=\"\" class=\"wp-image-2398\" title=\"\" srcset=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205050.png 653w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205050-300x300.png 300w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205050-150x150.png 150w\" sizes=\"(max-width: 653px) 100vw, 653px\" \/><\/figure>\n\n\n\n<p><span itemscope=\"\" itemtype=\"http:\/\/schema.org\/Photograph\"><\/span><\/p>\n\n\n\n<p>95%\u4fe1\u983c\u533a\u9593\u3082\u63cf\u304d\u5165\u308c\u3066\u307f\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synIdentifier\">ts.plot<\/span><span class=\"synSpecial\">(<\/span>ts.d1<span class=\"synSpecial\">,<\/span>pred1<span class=\"synSpecial\">$<\/span>pred<span class=\"synSpecial\">,<\/span>UL<span class=\"synSpecial\">,<\/span>LL<span class=\"synSpecial\">,<\/span>gpars<span class=\"synStatement\">=<\/span><span class=\"synType\">list<\/span><span class=\"synSpecial\">(<\/span>lty<span class=\"synStatement\">=<\/span><span class=\"synIdentifier\">c<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">),<\/span>col<span class=\"synStatement\">=<\/span><span class=\"synIdentifier\">c<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">4<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">4<\/span><span class=\"synSpecial\">)))<\/span>\n<\/code><\/pre>\n\n\n\n<p>\u9752\u3044\u70b9\u7dda\u304c95%\u4fe1\u983c\u533a\u9593\u306e\u4e0a\u9650\u3068\u4e0b\u9650\u3002\u8d64\u3044\u7834\u7dda\u304c\u4e88\u6e2c\u5024\u3060\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"653\" height=\"653\" src=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205103.png\" alt=\"\" class=\"wp-image-2399\" title=\"\" srcset=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205103.png 653w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205103-300x300.png 300w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205103-150x150.png 150w\" sizes=\"(max-width: 653px) 100vw, 653px\" \/><\/figure>\n\n\n\n<p><span itemscope=\"\" itemtype=\"http:\/\/schema.org\/Photograph\"><\/span><\/p>\n\n\n\n<p>\u51e1\u4f8b\u3092\u5de6\u306e\u4e0a\u306b\u66f8\u304d\u5165\u308c\u3066\u307f\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synIdentifier\">legend<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">\"topleft\"<\/span><span class=\"synSpecial\">,<\/span><span class=\"synIdentifier\">c<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">\"\u5b9f\u6e2c\u5024\"<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">\"\u4e88\u6e2c\u5024\"<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">\"1.96xSE\"<\/span><span class=\"synSpecial\">),<\/span>lty<span class=\"synStatement\">=<\/span><span class=\"synIdentifier\">c<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">),<\/span>col<span class=\"synStatement\">=<\/span><span class=\"synIdentifier\">c<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">4<\/span><span class=\"synSpecial\">))<\/span>\n<\/code><\/pre>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"653\" height=\"653\" src=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205116.png\" alt=\"\" class=\"wp-image-2400\" title=\"\" srcset=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205116.png 653w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205116-300x300.png 300w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205116-150x150.png 150w\" sizes=\"(max-width: 653px) 100vw, 653px\" \/><\/figure>\n\n\n\n<p><span itemscope=\"\" itemtype=\"http:\/\/schema.org\/Photograph\"><\/span><\/p>\n\n\n\n<p>\u30c9\u30eb\u5186\u30ec\u30fc\u30c8\u306f\u3001\u4eca\u5f8c10\u55b6\u696d\u65e5\u306f\u3001110\u5186\u524d\u5f8c\u3067\u63a8\u79fb\u3057\u305d\u3046\u3068\u3044\u3046\u4e88\u6e2c\u304c\u51fa\u305f\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3092\u81ea\u5df1\u76f8\u95a2\u3068\u548c\u5206\u3068\u79fb\u52d5\u5e73\u5747\u3067\u5206\u6790\u3057\u3066\u307f\u308b\">\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3092\u81ea\u5df1\u76f8\u95a2\u3068\u548c\u5206\u3068\u79fb\u52d5\u5e73\u5747\u3067\u5206\u6790\u3057\u3066\u307f\u308b<\/h3>\n\n\n\n<p>\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306f\u3001\u81ea\u5df1\u76f8\u95a2\u3060\u3051\u3067\u306a\u304f\u3001\u548c\u5206\u904e\u7a0b\u3068\u79fb\u52d5\u5e73\u5747\u3092\u540c\u6642\u306b\u8003\u616e\u3057\u305f autoregressive integrated moving average (ARIMA) \u306b\u3088\u3063\u3066\u5206\u6790\u3055\u308c\u308b\u3002<\/p>\n\n\n\n<p>ARIMA\u306e\u6700\u9069\u30e2\u30c7\u30eb\u3092 R \u3067\u306f auto.arima() \u3067\u898b\u3064\u3051\u3066\u304f\u308c\u308b\u3002<\/p>\n\n\n\n<p>auto.arima() \u3092\u4f7f\u3046\u306b\u306f\u3001forecast \u30d1\u30c3\u30b1\u30fc\u30b8\u306e\u30a4\u30f3\u30b9\u30c8\u30fc\u30eb\u304c\u5fc5\u8981\u3060\u3002<\/p>\n\n\n\n<p>\u30a4\u30f3\u30b9\u30c8\u30fc\u30eb\u306f\u6700\u521d\u306e\u4e00\u56de\u3060\u3051\u5fc5\u8981\u306b\u306a\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synIdentifier\">install.packages<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">\"forecast\"<\/span><span class=\"synSpecial\">)<\/span>\n<\/code><\/pre>\n\n\n\n<p>auto.arima() \u3092\u4f7f\u7528\u3059\u308b\u3068\u304d\u306f\u3001\u6bce\u56de library() \u3067\u547c\u3073\u51fa\u3059\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synPreProc\">library<\/span><span class=\"synSpecial\">(<\/span>forecast<span class=\"synSpecial\">)<\/span>\n<\/code><\/pre>\n\n\n\n<p>auto.arima() \u3092\u5b9f\u884c\u3059\u308b\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><p>trace=TRUE \u306f\u8a08\u7b97\u904e\u7a0b\u3092\u8868\u793a\u305b\u3088\u3068\u3044\u3046\u6307\u793a\u3002<\/p><\/li>\n\n\n\n<li><p>stepwise=FALSE \u306f\u30b9\u30c6\u30c3\u30d7\u3067\u7d5e\u3063\u3066\u3044\u304f\u306e\u3067\u306f\u306a\u304f\u7dcf\u5f53\u305f\u308a\u3067\u304a\u9858\u3044\u3068\u3044\u3046\u6307\u793a\u3002<\/p><\/li>\n\n\n\n<li><p>max.p, max.q \u306f\u305d\u308c\u305e\u308c\u81ea\u5df1\u76f8\u95a2\u3068\u79fb\u52d5\u5e73\u5747\u306e\u30e9\u30b0\u309210\u56de\u307e\u3067\u691c\u8a0e\u3057\u3066\u3068\u3044\u3046\u6307\u793a\u3002<\/p><\/li>\n<\/ul>\n\n\n\n<pre class=\"wp-block-code\"><code>aa1 <span class=\"synStatement\">&lt;-<\/span> <span class=\"synIdentifier\">auto.arima<\/span><span class=\"synSpecial\">(<\/span>ts.d1<span class=\"synSpecial\">,<\/span> trace<span class=\"synStatement\">=<\/span><span class=\"synConstant\">TRUE<\/span><span class=\"synSpecial\">,<\/span> stepwise<span class=\"synStatement\">=<\/span><span class=\"synConstant\">FALSE<\/span><span class=\"synSpecial\">,<\/span> max.p<span class=\"synStatement\">=<\/span><span class=\"synConstant\">10<\/span><span class=\"synSpecial\">,<\/span> max.q<span class=\"synStatement\">=<\/span><span class=\"synConstant\">10<\/span><span class=\"synSpecial\">)<\/span>\n<\/code><\/pre>\n\n\n\n<p>\u7d50\u679c\u306f\u4ee5\u4e0b\u306e\u901a\u308a\u3002<\/p>\n\n\n\n<p>\u548c\u5206\u904e\u7a0b\u304c1\u3068\u51fa\u305f\u3002<\/p>\n\n\n\n<p>\u30c7\u30fc\u30bf\u540c\u58eb\u306e\u5dee\u5206\u3092\u53d6\u3063\u305f\u5024\u3067\u5206\u6790\u3059\u308b\u3068\u3088\u3044\u3068\u3044\u3046\u7d50\u679c\u3060\u3002<\/p>\n\n\n\n<p>\u81ea\u5df1\u76f8\u95a2\u3084\u79fb\u52d5\u5e73\u5747\u306f\u8003\u616e\u4e0d\u8981\u3068\u3044\u3046\u7d50\u679c\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synStatement\">&gt;<\/span> aa1 <span class=\"synStatement\">&lt;-<\/span> <span class=\"synIdentifier\">auto.arima<\/span><span class=\"synSpecial\">(<\/span>ts.d1<span class=\"synSpecial\">,<\/span> trace<span class=\"synStatement\">=<\/span><span class=\"synConstant\">TRUE<\/span><span class=\"synSpecial\">,<\/span> stepwise<span class=\"synStatement\">=<\/span><span class=\"synConstant\">FALSE<\/span><span class=\"synSpecial\">,<\/span> max.p<span class=\"synStatement\">=<\/span><span class=\"synConstant\">10<\/span><span class=\"synSpecial\">,<\/span> max.q<span class=\"synStatement\">=<\/span><span class=\"synConstant\">10<\/span><span class=\"synSpecial\">)<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">21.25859<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">23.41377<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">23.8725<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">26.41808<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">26.16093<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">30.14083<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">4<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">4<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">23.73315<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">26.21159<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">26.41278<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">29.89844<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">4<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">4<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">25.73261<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">29.7048<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">29.81339<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">29.36422<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">34.28436<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">34.9161<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">41.6409<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">3<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">2<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">Inf<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">4<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">34.85462<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">4<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">41.49691<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">4<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">)<\/span>                    <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">41.36168<\/span>\n<span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">4<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">)<\/span> with drift         <span class=\"synSpecial\">:<\/span> <span class=\"synConstant\">50.91271<\/span>\nBest model<span class=\"synSpecial\">:<\/span> <span class=\"synIdentifier\">ARIMA<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">1<\/span><span class=\"synSpecial\">,<\/span><span class=\"synConstant\">0<\/span><span class=\"synSpecial\">)<\/span>\n<\/code><\/pre>\n\n\n\n<p>\u30d9\u30b9\u30c8\u30e2\u30c7\u30eb\u306710\u55b6\u696d\u65e5\u5148\u307e\u3067\u3092\u4e88\u6e2c\u3059\u308b\u3068\u4ee5\u4e0b\u306e\u901a\u308a\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>fc1 <span class=\"synStatement\">&lt;-<\/span> <span class=\"synIdentifier\">forecast<\/span><span class=\"synSpecial\">(<\/span>aa1<span class=\"synSpecial\">,<\/span>h<span class=\"synStatement\">=<\/span><span class=\"synConstant\">10<\/span><span class=\"synSpecial\">)<\/span>\n<\/code><\/pre>\n\n\n\n<p>\u8981\u3059\u308b\u306b\u540c\u3058\u5024\u3068\u3057\u304b\u63a8\u5b9a\u3067\u304d\u306a\u3044\u3002<\/p>\n\n\n\n<p>PP.test() \u306e\u7d50\u679c\u3001\u50be\u5411\u304c\u3042\u308b\u3068\u306f\u8a00\u3044\u96e3\u3044\u3068\u3044\u3046\u7d50\u8ad6\u3060\u3063\u305f\u306e\u3068\u7b26\u5408\u3059\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synStatement\">&gt;<\/span> fc1\nPoint Forecast    Lo <span class=\"synConstant\">80<\/span>    Hi <span class=\"synConstant\">80<\/span>    Lo <span class=\"synConstant\">95<\/span>    Hi <span class=\"synConstant\">95<\/span>\n<span class=\"synConstant\">15<\/span>         <span class=\"synConstant\">109.59<\/span> <span class=\"synConstant\">108.9475<\/span> <span class=\"synConstant\">110.2325<\/span> <span class=\"synConstant\">108.6073<\/span> <span class=\"synConstant\">110.5727<\/span>\n<span class=\"synConstant\">16<\/span>         <span class=\"synConstant\">109.59<\/span> <span class=\"synConstant\">108.6813<\/span> <span class=\"synConstant\">110.4987<\/span> <span class=\"synConstant\">108.2003<\/span> <span class=\"synConstant\">110.9797<\/span>\n<span class=\"synConstant\">17<\/span>         <span class=\"synConstant\">109.59<\/span> <span class=\"synConstant\">108.4771<\/span> <span class=\"synConstant\">110.7029<\/span> <span class=\"synConstant\">107.8880<\/span> <span class=\"synConstant\">111.2920<\/span>\n<span class=\"synConstant\">18<\/span>         <span class=\"synConstant\">109.59<\/span> <span class=\"synConstant\">108.3049<\/span> <span class=\"synConstant\">110.8751<\/span> <span class=\"synConstant\">107.6247<\/span> <span class=\"synConstant\">111.5553<\/span>\n<span class=\"synConstant\">19<\/span>         <span class=\"synConstant\">109.59<\/span> <span class=\"synConstant\">108.1533<\/span> <span class=\"synConstant\">111.0267<\/span> <span class=\"synConstant\">107.3927<\/span> <span class=\"synConstant\">111.7873<\/span>\n<span class=\"synConstant\">20<\/span>         <span class=\"synConstant\">109.59<\/span> <span class=\"synConstant\">108.0161<\/span> <span class=\"synConstant\">111.1639<\/span> <span class=\"synConstant\">107.1830<\/span> <span class=\"synConstant\">111.9970<\/span>\n<span class=\"synConstant\">21<\/span>         <span class=\"synConstant\">109.59<\/span> <span class=\"synConstant\">107.8900<\/span> <span class=\"synConstant\">111.2900<\/span> <span class=\"synConstant\">106.9901<\/span> <span class=\"synConstant\">112.1899<\/span>\n<span class=\"synConstant\">22<\/span>         <span class=\"synConstant\">109.59<\/span> <span class=\"synConstant\">107.7727<\/span> <span class=\"synConstant\">111.4073<\/span> <span class=\"synConstant\">106.8106<\/span> <span class=\"synConstant\">112.3694<\/span>\n<span class=\"synConstant\">23<\/span>         <span class=\"synConstant\">109.59<\/span> <span class=\"synConstant\">107.6624<\/span> <span class=\"synConstant\">111.5176<\/span> <span class=\"synConstant\">106.6420<\/span> <span class=\"synConstant\">112.5380<\/span>\n<span class=\"synConstant\">24<\/span>         <span class=\"synConstant\">109.59<\/span> <span class=\"synConstant\">107.5582<\/span> <span class=\"synConstant\">111.6218<\/span> <span class=\"synConstant\">106.4826<\/span> <span class=\"synConstant\">112.6974<\/span>\n<\/code><\/pre>\n\n\n\n<p>\u30b0\u30e9\u30d5\u306b\u3057\u3066\u307f\u308b\u3068\u3060\u3093\u3060\u309395%\u4fe1\u983c\u533a\u9593\u304c\u5e83\u304c\u3063\u3066\u3044\u304f\u3060\u3051\u3067\u4f55\u3082\u9762\u767d\u307f\u304c\u306a\u3044\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synIdentifier\">plot<\/span><span class=\"synSpecial\">(<\/span>fc1<span class=\"synSpecial\">)<\/span>\n<\/code><\/pre>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"653\" height=\"653\" src=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205235.png\" alt=\"\" class=\"wp-image-2401\" title=\"\" srcset=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205235.png 653w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205235-300x300.png 300w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2020\/01\/20200126205235-150x150.png 150w\" sizes=\"(max-width: 653px) 100vw, 653px\" \/><\/figure>\n\n\n\n<p><span itemscope=\"\" itemtype=\"http:\/\/schema.org\/Photograph\"><\/span><\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u307e\u3068\u3081\">\u307e\u3068\u3081<\/h2>\n\n\n\n<p>\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u304c\u3069\u3046\u3044\u3046\u3082\u306e\u304b\u3001\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3092\u56f3\u793a\u3057\u305f\u308a\u3001\u89e3\u6790\u3059\u308b\u65b9\u6cd5\u3092\u3001R\u3092\u7528\u3044\u3066\u89e3\u8aac\u3057\u305f\u3002<\/p>\n\n\n\n<p>\u898f\u5247\u6027\u304c\u3042\u308b\u30c7\u30fc\u30bf\u306f\u4e88\u6e2c\u3057\u3084\u3059\u3044\u3068\u60f3\u50cf\u3059\u308b\u3002<\/p>\n\n\n\n<p>\u4e00\u65b9\u3067\u3001\u70ba\u66ff\u30ec\u30fc\u30c8\u306a\u3069\u793e\u4f1a\u60c5\u52e2\u306b\u3088\u3063\u3066\u5de6\u53f3\u3055\u308c\u308b\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306f\u3001\u305d\u3046\u7c21\u5358\u306b\u306f\u898f\u5247\u6027\u3092\u898b\u51fa\u3059\u306e\u306f\u96e3\u3057\u3044\u3068\u611f\u3058\u308b\u3002<\/p>\n\n\n\n<p>\u305d\u308c\u3067\u3082\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u5206\u6790\u306f\u3001\u672a\u6765\u3092\u4e88\u6e2c\u3059\u308b\u3068\u3044\u3046\u3068\u3066\u3082\u30ef\u30af\u30ef\u30af\u3059\u308b\u8981\u7d20\u3092\u6301\u3064\u3002<\/p>\n\n\n\n<p>\u53c2\u8003\u306b\u306a\u308c\u3070\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>R \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<\/p>\n","protected":false},"author":2,"featured_media":2400,"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-410","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\/01\/20200126205116.png","jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts\/410","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=410"}],"version-history":[{"count":1,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts\/410\/revisions"}],"predecessor-version":[{"id":2402,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts\/410\/revisions\/2402"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/media\/2400"}],"wp:attachment":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/media?parent=410"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/categories?post=410"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/tags?post=410"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}