{"provider_url":"https://hatena.blog","image_url":"https://cdn-ak.f.st-hatena.com/images/fotolife/c/cross_hyou/20220529/20220529080137.jpg","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fwww.crosshyou.info%2Fentry%2F2022%2F05%2F29%2F082444\" title=\"\u5168\u56fd\u7d71\u4e00\u306e\u5c0f\u58f2\u7269\u4fa1\u7d71\u8a08\u306e\u30c7\u30fc\u30bf\u5206\u6790\uff16 - Serial Correlation \u306e\u6709\u7121\u3092\u8abf\u3079\u308b\u3002AR(1)\u306e\u7cfb\u5217\u76f8\u95a2\u30c6\u30b9\u30c8\u3068\u3001\u30c0\u30fc\u30d3\u30f3\u30fb\u30ef\u30c8\u30bd\u30f3\u691c\u5b9a - R\u3067\u4f55\u304b\u3092\u3057\u305f\u308a\u3001\u8aad\u66f8\u3092\u3059\u308b\u30d6\u30ed\u30b0\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","width":"100%","author_name":"cross_hyou","height":"190","description":"Photo by Al Pangestu on Unsplash www.crosshyou.info \u524d\u56de\u306fdynlm\u30d1\u30c3\u30b1\u30fc\u30b8\u306edynlm()\u95a2\u6570\u3092\u4f7f\u3063\u3066\u3001\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u56de\u5e30\u5206\u6790\u3092\u3057\u307e\u3057\u305f\u3002 \u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u56de\u5e30\u5206\u6790\u3067\u306f\u3001\u7cfb\u5217\u76f8\u95a2(Serial Correlation)\u304c\u3042\u308b\u3068\u4e0a\u624b\u304f\u5206\u6790\u3067\u304d\u307e\u305b\u3093\u306e\u3067\u3001\u4eca\u56de\u306f\u524d\u56de\u306e\u56de\u5e30\u5206\u6790\u304cSerial Correlation \u304c\u308b\u304b\u3069\u3046\u304b\u3092\u8abf\u3079\u307e\u3059\u3002 \u307e\u305a\u3001resid()\u95a2\u6570\u3092\u4f7f\u3063\u3066\u6b8b\u5dee\u3092\u4fdd\u5b58\u3057\u3066\u304a\u304d\u307e\u3059\u3002 \u30b0\u30e9\u30d5\u306b\u3057\u3066\u307f\u307e\u3059\u3002 \uff13\u3064\u3068\u3082\u4f3c\u305f\u3088\u3046\u306a\u6b8b\u5dee\u3067\u3059\u306d\u3002 \uff13\u3064\u3068\u3082p\u5024\u306f0.05\u3088\u308a\u3082\u5927\u304d\u304f\u3001\u6709\u610f\u3067\u306f\u306a\u3044\u306e\u3067\u3001Serial Correlation\u306f\u7121\u3044\u2026","published":"2022-05-29 08:24:44","blog_url":"https://www.crosshyou.info/","blog_title":"R\u3067\u4f55\u304b\u3092\u3057\u305f\u308a\u3001\u8aad\u66f8\u3092\u3059\u308b\u30d6\u30ed\u30b0","type":"rich","categories":["\u30c7\u30fc\u30bf\u5206\u6790"],"provider_name":"Hatena Blog","version":"1.0","url":"https://www.crosshyou.info/entry/2022/05/29/082444","title":"\u5168\u56fd\u7d71\u4e00\u306e\u5c0f\u58f2\u7269\u4fa1\u7d71\u8a08\u306e\u30c7\u30fc\u30bf\u5206\u6790\uff16 - Serial Correlation \u306e\u6709\u7121\u3092\u8abf\u3079\u308b\u3002AR(1)\u306e\u7cfb\u5217\u76f8\u95a2\u30c6\u30b9\u30c8\u3068\u3001\u30c0\u30fc\u30d3\u30f3\u30fb\u30ef\u30c8\u30bd\u30f3\u691c\u5b9a","author_url":"https://blog.hatena.ne.jp/cross_hyou/"}