æç³»åãã¼ã¿ããã¾ãæ±ããªãã®ã§ã¾ããã«èãã¦ãªãã£ããã§ãããRã§åä½æ ¹æ¤å®ãããå ´åãæ¡å¼µãã£ããã¼ï¼ãã©ã¼æ¤å®ï¼augmented DickeyâFuller testï¼ãå®æ½ãã¦ãããadf.test()ã¨ããé¢æ°ãããã¾ãã ããããã®é¢æ°ã¯ã èæ ®ããã©ã°ã®æ¬¡æ°ãæå®ããªãã£ãå ´åããµã³ãã«ãµã¤ãºï¼æç³»åãã¼ã¿ã®é·ãï¼ãåºæºã«ãã¦èªåé¸æãã¦ãã å®æ°é ããã¬ã³ãé ãå«ããã¿ã¼ã³ãããã£ã¦ãããªã ã¨ããå¶éããããå¾è ã«ã¤ãã¦ã¯ããã¦ãã®å ´åå«ãã¨ããã»ãããããããã®ã§åé¡ãªãã¨ãã¦ãåè ã¯ããããããªãåºæºã§ãã£ã¦*1ãæ¬æ¥ã¯AICãªã©ã«åºã¥ãã¦é¸æãããã©ã°æ¬¡æ°ãç¨ããã¢ãã«ã§æ¤å®ããã»ããããã¨æããã¾ããå®éã©ã°æ¬¡æ°ã«ãã£ã¦çµæããã£ããå¤ãããã¨ãããã®ã§ãæ éã«é¸ãã ã»ãããããã¨æãã¾ãã ã¨ãããã¨ã§ã以ä¸ã®è¨äºã§èª¬æããã¦ããããã«ãCADFtestããã±
{{#tags}}- {{label}}
{{/tags}}