{"blog_url":"https://uncorrelated.hatenablog.com/","author_name":"uncorrelated","version":"1.0","published":"2017-07-30 15:20:53","title":"\u62e1\u5f35Dickey-Fuller\u691c\u5b9a\u3092\u6a2a\u65ad\u9762\u65b9\u5411\u306b\u62e1\u5f35\u3059\u308b","categories":["R\u8a00\u8a9e"],"width":"100%","height":"190","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Funcorrelated.hatenablog.com%2Fentry%2F2017%2F07%2F30%2F152053\" title=\"\u62e1\u5f35Dickey-Fuller\u691c\u5b9a\u3092\u6a2a\u65ad\u9762\u65b9\u5411\u306b\u62e1\u5f35\u3059\u308b -  \u9921\u5b50\u4ed8\u309b\u9332\u309b\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","url":"https://uncorrelated.hatenablog.com/entry/2017/07/30/152053","image_url":"http://chart.apis.google.com/chart?cht=tx&chl=%20Y_t","type":"rich","provider_name":"Hatena Blog","provider_url":"https://hatena.blog","author_url":"https://blog.hatena.ne.jp/uncorrelated/","blog_title":" \u9921\u5b50\u4ed8\u309b\u9332\u309b","description":"\u540c\u4e00\u306e\u30c7\u30fc\u30bf\u751f\u6210\u30d7\u30ed\u30bb\u30b9\u3092\u8e0f\u3093\u3067\u3044\u308b\u8907\u6570\u306e\u7cfb\u5217 y1, y2, y3, \u2026 \u3092\u3001\u305d\u308c\u305e\u308c\u500b\u5225\u306b\u5358\u4f4d\u6839\u691c\u5b9a\u306b\u304b\u3051\u308b\u3068\u3001\u5b9a\u5e38\u3067\u3042\u308b\u306e\u306b\u6a19\u672c\u6570\u304c\u4e0d\u8db3\u3057\u3066\u5358\u4f4d\u6839\u306e\u68c4\u5374\u306b\u5931\u6557\u3057\u304c\u3061\u306b\u306a\u308b\u4e00\u65b9\u3001c(y1, y2, y3, \u2026) \u3068\u5358\u7d14\u306b\u63a5\u7d9a\u3057\u3066\u5358\u4f4d\u6839\u691c\u5b9a\u3057\u305f\u5834\u5408\u3001\u63a5\u7d9a\u9762\u306b\u65ad\u7d9a\u304c\u751f\u3058\u308b\u305f\u3081\u5358\u4f4d\u6839\u3092\u904e\u3063\u3066\u68c4\u5374\u3059\u308b\u4e8b\u306b\u306a\u308a\u307e\u3059\u3002\u4ee3\u8868\u7684\u306a\u5358\u4f4d\u6839\u691c\u5b9a\u306eDickey-Fuller\u691c\u5b9a\u3068\u3001\u305d\u308c\u306b\u7cfb\u5217\u76f8\u95a2\u3084\u30c8\u30ec\u30f3\u30c9\u9805\u306e\u5f71\u97ff\u3082\u8003\u616e\u3057\u305fADF \u691c\u5b9a\u3067\u306f\u3001\u5dee\u5206\u30c7\u30fc\u30bf\u3092\u524d\u671f\u306e\u6c34\u6e96\u30c7\u30fc\u30bf\u3067\u56de\u5e30\u3057\u3066\u3001\u524d\u671f\u306e\u6c34\u6e96\u30c7\u30fc\u30bf\u306e\u4fc2\u6570\u306e\u6a19\u6e96\u8aa4\u5dee\u3092\u03c4\u5206\u5e03\u3067\u8a55\u4fa1\u3057\u307e\u3059\u3002\u5177\u4f53\u7684\u306b\u306f\u5358\u4f4d\u6839\u304c\u7591\u308f\u308c\u308b\u7cfb\u5217\u3092\u3001\u3092\u8aa4\u5dee\u9805\u3068\u3057\u3066\u3001\u3068\u66f8\u304d\u3001\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u5dee\u5206\u3092\u8aac\u660e\u2026"}