{"published":"2015-02-14 05:44:54","provider_name":"Hatena Blog","height":"190","blog_url":"https://ryamada22.hatenablog.jp/","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fryamada22.hatenablog.jp%2Fentry%2F20150214%2F1423860294\" title=\"ARIMA\u3068\u4e09\u89d2\u95a2\u6570 - ryamada\u306e\u907a\u4f1d\u5b66\u30fb\u907a\u4f1d\u7d71\u8a08\u5b66\u30e1\u30e2\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","title":"ARIMA\u3068\u4e09\u89d2\u95a2\u6570","width":"100%","author_url":"https://blog.hatena.ne.jp/ryamada22/","image_url":"https://cdn-ak.f.st-hatena.com/images/fotolife/r/ryamada22/20150214/20150214054042.jpg","author_name":"ryamada22","blog_title":"ryamada\u306e\u907a\u4f1d\u5b66\u30fb\u907a\u4f1d\u7d71\u8a08\u5b66\u30e1\u30e2","version":"1.0","type":"rich","url":"https://ryamada22.hatenablog.jp/entry/20150214/1423860294","provider_url":"https://hatena.blog","categories":["ARIMA","\u4e09\u89d2\u95a2\u6570"],"description":"\u3053\u3061\u3089\u3067\u4e09\u89d2\u95a2\u6570\u306e\u7d1a\u6570\u8868\u73fe\u306b\u3064\u3044\u3066\u66f8\u3044\u305f \u4e09\u89d2\u95a2\u6570\u306f\u3001\u3042\u308b\u5024\u304c\uff11\u500b\u4e0e\u3048\u3089\u308c\u305f\u3068\u304d\u306b\u3001\u305d\u308c\u3092\u7121\u9650\u306b\u518d\u5e30\u7684\u306b\u4f7f\u3044\u307e\u308f\u3059\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3067\u3042\u308b\u3068\u308f\u304b\u3063\u305f \u3067\u306f\u300c\u3042\u308b\u5024\u304c\uff11\u500b\u300d\u4e0e\u3048\u3089\u308c\u305f\u3060\u3051\u3067\u306f\u306a\u304f\u3066\u3001\u305d\u3053\u306b\u6bce\u56de\u3001\u4e71\u96d1\u9805\u304c\u5165\u308b\u3088\u3046\u306b\u3059\u308c\u3070\u3001\u4e09\u89d2\u95a2\u6570\u7684ARIMA\u306b\u306a\u308b \u305d\u308c\u3092\u3001\u300c\u518d\u5e30\u306a\u3057\u300d\u306e\u5834\u5408\u3068\u3001\u300c\u4e71\u96d1\u9805\u306a\u3057\u300d\u306e\u5834\u5408\u3068\u6bd4\u8f03\u3057\u3066\u307f\u308b P\u304c\u5c0f\u3055\u3044\u3068\u304d\u306f\u300c\u518d\u5e30\u306a\u3057\u300d\u3068\u300c\u4e71\u96d1\u9805\u306a\u3057\u306e\u4e09\u89d2\u95a2\u6570\u300d\u306f\u3068\u3082\u306b\u3001pacf\u306e\u7d50\u679c\u304b\u3089\u3001\u7b2c1\u8981\u7d20\u306e\u5bc4\u4e0e\u306e\u307f\u3067\u3042\u308b\u3053\u3068\u304c\u308f\u304b\u308b P <- 0.001 N <- 10^4 n <- N z <- rnorm(N) ar <- c(1-P,rep(-P,n)) ar2 <- 1-P # \u2026"}