{"published":"2025-05-04 10:09:37","blog_title":"R\u3067\u4f55\u304b\u3092\u3057\u305f\u308a\u3001\u8aad\u66f8\u3092\u3059\u308b\u30d6\u30ed\u30b0","height":"190","title":"\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u5206\u6790 6 - AR(1) model \u3092\u63a8\u5b9a\u3059\u308b\u3002\u6771\u8a3c\u682a\u4fa1\u6307\u6570\u306f random walk","type":"rich","author_url":"https://blog.hatena.ne.jp/cross_hyou/","version":"1.0","image_url":"https://cdn-ak.f.st-hatena.com/images/fotolife/c/cross_hyou/20250504/20250504090015.jpg","url":"https://www.crosshyou.info/entry/2025/05/04/100937","author_name":"cross_hyou","categories":["\u30c7\u30fc\u30bf\u5206\u6790","\u6642\u7cfb\u5217\u30c7\u30fc\u30bf"],"blog_url":"https://www.crosshyou.info/","width":"100%","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fwww.crosshyou.info%2Fentry%2F2025%2F05%2F04%2F100937\" title=\"\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u5206\u6790 6 - AR(1) model \u3092\u63a8\u5b9a\u3059\u308b\u3002\u6771\u8a3c\u682a\u4fa1\u6307\u6570\u306f random walk - 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>","provider_name":"Hatena Blog","provider_url":"https://hatena.blog","description":"(Bing Image Creator \u3067\u751f\u6210: \u30d7\u30ed\u30f3\u30d7\u30c8: Photograph of spring season landscape in Japan, there is flowering sunflowers.) www.crosshyou.info \u306e\u7d9a\u304d\u3067\u3059\u3002\u524d\u56de\u306e\u5206\u6790\u3067\u3001tpx: \u6771\u8a3c\u682a\u4fa1\u6307\u6570\u306b\u306f\u5b63\u7bc0\u6027\u306f\u898b\u3089\u308c\u306a\u3044\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3057\u305f\u3002 \u4eca\u56de\u306f\u30011\u671f\u524d\u306e tpx \u3092\u5909\u6570\u306b\u5165\u308c\u3066\u307f\u307e\u3059\u3002 \u307e\u305a\u30011\u671f\u524d\u306e tpx \u3092\u4f5c\u6210\u3057\u307e\u3059\u3002 \u305d\u3046\u3057\u305f\u3089\u3001tpx = beta0 + beta1 * tpx_lag1 + u \u3068\u3044\u3046\u30e2\u30c7\u30eb\u3092\u63a8\u5b9a\u3057\u3066\u307f\u307e\u3057\u3087\u3046\u3002 \u3053\u306e\u30e2\u30c7\u30eb\u306e\u304b\u305f\u3061\u306f\u3001AR(1): a\u2026"}