{"id":1005,"date":"2024-07-14T06:31:48","date_gmt":"2024-07-14T06:31:48","guid":{"rendered":"http:\/\/www.ohsumin.com\/?p=1005"},"modified":"2025-06-11T01:23:00","modified_gmt":"2025-06-11T01:23:00","slug":"%eb%8d%94%eb%b9%88-%ec%99%93%ec%8a%a8durbin-watson-%ed%86%b5%ea%b3%84","status":"publish","type":"post","link":"http:\/\/www.inmining.co.kr\/?p=1005","title":{"rendered":"\ub354\ube48-\uc653\uc2a8(Durbin-Watson)"},"content":{"rendered":"\n

\\(\\)<\/p>\n\n\n\n

\ub354\ube48-\uc653\uc2a8 \ud1b5\uacc4\ub7c9(Durbin-Watson statistic)\uc740 \ud68c\uadc0 \ubd84\uc11d\uc5d0\uc11c \uc794\ucc28\uc758 \uc790\uae30\uc0c1\uad00(autocorrelation)\uc744 \uac80\uc815\ud558\ub294 \ub370 \uc0ac\uc6a9\ub418\ub294 \ud1b5\uacc4\ub7c9\uc785\ub2c8\ub2e4. \uc790\uae30\uc0c1\uad00\uc774\ub780 \uc794\ucc28\ub4e4\uc774 \uc11c\ub85c \ub3c5\ub9bd\uc801\uc774\uc9c0 \uc54a\uace0, \uc21c\uc11c\uc5d0 \ub530\ub77c \uc0c1\uad00\uad00\uacc4\ub97c \uac00\uc9c0\ub294 \uacbd\uc6b0\ub97c \ub9d0\ud569\ub2c8\ub2e4. \uc774\ub294 \ud68c\uadc0 \ubaa8\ub378\uc758 \uac00\uc815 \uc911 \ud558\ub098\uc778 \uc794\ucc28\uc758 \ub3c5\ub9bd\uc131\uc744 \uc704\ubc18\ud558\ub294\uc9c0\ub97c \ud3c9\uac00\ud558\ub294 \ub370 \uc911\uc694\ud569\ub2c8\ub2e4.<\/p>\n\n\n\n

<\/span>\ub354\ube48-\uc653\uc2a8 \ud1b5\uacc4\ub7c9\uc758 \uc815\uc758<\/span><\/h3>\n\n\n\n

\ub354\ube48-\uc653\uc2a8 \ud1b5\uacc4\ub7c9 ( d )\ub294 \ub2e4\uc74c\uacfc \uac19\uc774 \uacc4\uc0b0\ub429\ub2c8\ub2e4:<\/p>\n\n\n\n

\\[ d = \\frac{\\sum_{t=2}^{n} (e_t – e_{t-1})^2}{\\sum_{t=1}^{n} e_t^2} \\]<\/p>\n\n\n\n

\uc5ec\uae30\uc11c:<\/p>\n\n\n\n

    \n
  • \\( e_t \\)\ub294 t\ubc88\uc9f8 \uad00\uce21\uac12\uc758 \uc794\ucc28(residual)\uc785\ub2c8\ub2e4.<\/li>\n\n\n\n
  • \\( n\\ )\uc740 \uad00\uce21\uac12\uc758 \ucd1d \uac1c\uc218\uc785\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n

    <\/span>\ub354\ube48-\uc653\uc2a8 \ud1b5\uacc4\ub7c9\uc758 \uac12 \ud574\uc11d<\/span><\/h3>\n\n\n\n

    \ub354\ube48-\uc653\uc2a8 \ud1b5\uacc4\ub7c9 \\( d \\)\uc758 \uac12\uc740 0\uc5d0\uc11c 4 \uc0ac\uc774\uc785\ub2c8\ub2e4.<\/p>\n\n\n\n

      \n
    • d \u2248 2<\/strong>: \uc794\ucc28\ub4e4 \uac04\uc5d0 \uc790\uae30\uc0c1\uad00\uc774 \uc5c6\uc74c\uc744 \uc758\ubbf8\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n
    • d < 2<\/strong>: \uc794\ucc28\ub4e4 \uac04\uc5d0 \uc591\uc758 \uc790\uae30\uc0c1\uad00\uc774 \uc788\uc74c\uc744 \uc758\ubbf8\ud569\ub2c8\ub2e4. (\uc794\ucc28\ub4e4\uc774 \uc11c\ub85c \ube44\uc2b7\ud55c \uacbd\ud5a5\uc744 \ubcf4\uc784)<\/li>\n\n\n\n
    • d > 2<\/strong>: \uc794\ucc28\ub4e4 \uac04\uc5d0 \uc74c\uc758 \uc790\uae30\uc0c1\uad00\uc774 \uc788\uc74c\uc744 \uc758\ubbf8\ud569\ub2c8\ub2e4. (\uc794\ucc28\ub4e4\uc774 \ubc88\uac08\uc544 \uac00\uba70 \ub2e4\ub978 \uacbd\ud5a5\uc744 \ubcf4\uc784)<\/li>\n<\/ul>\n\n\n\n

      <\/span>\ub354\ube48-\uc653\uc2a8 \ud1b5\uacc4\ub7c9\uc758 \uc784\uacc4\uac12<\/span><\/h3>\n\n\n\n

      \ub354\ube48-\uc653\uc2a8 \ud1b5\uacc4\ub7c9\uc758 \uc815\ud655\ud55c \ud574\uc11d\uc744 \uc704\ud574\uc11c\ub294 \uc784\uacc4\uac12\uc744 \ucc38\uc870\ud574\uc57c \ud569\ub2c8\ub2e4. \uc784\uacc4\uac12\uc740 \ud45c\ubcf8 \ud06c\uae30\uc640 \ub3c5\ub9bd \ubcc0\uc218\uc758 \uac1c\uc218\uc5d0 \ub530\ub77c \ub2e4\ub985\ub2c8\ub2e4. \uc77c\ubc18\uc801\uc73c\ub85c \ub2e4\uc74c\uacfc \uac19\uc740 \ubc94\uc704\ub97c \uc0ac\uc6a9\ud558\uc5ec \uc790\uae30\uc0c1\uad00\uc744 \ud310\ubcc4\ud569\ub2c8\ub2e4:<\/p>\n\n\n\n

        \n
      • 0 < d < d_L<\/strong>: \uc591\uc758 \uc790\uae30\uc0c1\uad00\uc774 \uc874\uc7ac\ud568<\/li>\n\n\n\n
      • d_L < d < d_U<\/strong>: \uacb0\uacfc\uac00 \ubd88\ud655\uc2e4\ud568<\/li>\n\n\n\n
      • d_U < d < 4 – d_U<\/strong>: \uc790\uae30\uc0c1\uad00\uc774 \uc5c6\uc74c<\/li>\n\n\n\n
      • 4 – d_U < d < 4 – d_L<\/strong>: \uacb0\uacfc\uac00 \ubd88\ud655\uc2e4\ud568<\/li>\n\n\n\n
      • 4 – d_L < d < 4<\/strong>: \uc74c\uc758 \uc790\uae30\uc0c1\uad00\uc774 \uc874\uc7ac\ud568<\/li>\n<\/ul>\n\n\n\n

        \uc5ec\uae30\uc11c ( d_L )\uacfc ( d_U )\ub294 \uac01\uac01 \ud558\ud55c\uacfc \uc0c1\ud55c \uc784\uacc4\uac12\uc744 \uc758\ubbf8\ud569\ub2c8\ub2e4.<\/p>\n\n\n\n

        <\/span>\uc608\uc81c<\/span><\/h3>\n\n\n\n

        \uc608\ub97c \ub4e4\uc5b4, \ub2e8\uc21c \ud68c\uadc0 \ubaa8\ub378\uc744 \ud1b5\ud574 \ub3c4\ucd9c\ub41c \uc794\ucc28\ub4e4\ub85c \ub354\ube48-\uc653\uc2a8 \ud1b5\uacc4\ub7c9\uc744 \uacc4\uc0b0\ud588\ub2e4\uace0 \uac00\uc815\ud569\ub2c8\ub2e4. \uacc4\uc0b0\ub41c \ub354\ube48-\uc653\uc2a8 \ud1b5\uacc4\ub7c9 ( d ) \uac12\uc774 1.8\uc774\ub77c\uba74, \uc774\ub294 \uc794\ucc28\ub4e4 \uac04\uc5d0 \ud070 \uc790\uae30\uc0c1\uad00\uc774 \uc5c6\uc74c\uc744 \uc758\ubbf8\ud558\uc9c0\ub9cc, \uc57d\uac04\uc758 \uc591\uc758 \uc790\uae30\uc0c1\uad00\uc774 \uc788\uc744 \uc218 \uc788\uc74c\uc744 \uc2dc\uc0ac\ud569\ub2c8\ub2e4. \uc774\ub97c \ub354 \uba85\ud655\ud788 \ud558\uae30 \uc704\ud574 \uc784\uacc4\uac12 \ud45c\ub97c \ucc38\uc870\ud558\uc5ec \ud574\ub2f9 \uacb0\uacfc\uac00 \uc5b4\ub5a4\uc9c0 \ud655\uc778\ud560 \ud544\uc694\uac00 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n

        <\/span>\uc694\uc57d<\/span><\/h3>\n\n\n\n

        \ub354\ube48-\uc653\uc2a8 \ud1b5\uacc4\ub7c9\uc740 \ud68c\uadc0 \ubd84\uc11d\uc758 \uc794\ucc28\uac00 \ub3c5\ub9bd\uc801\uc778\uc9c0\ub97c \ud3c9\uac00\ud558\ub294 \uc911\uc694\ud55c \ub3c4\uad6c\uc785\ub2c8\ub2e4. \uc774\ub97c \ud1b5\ud574 \ubaa8\ub378\uc758 \uac00\uc815\uc774 \ucda9\uc871\ub418\ub294\uc9c0 \ud655\uc778\ud558\uace0, \ud544\uc694\uc2dc \ubaa8\ub378\uc744 \uac1c\uc120\ud558\uc5ec \ubcf4\ub2e4 \uc2e0\ub8b0\uc131 \uc788\ub294 \uacb0\uacfc\ub97c \ub3c4\ucd9c\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n","protected":false},"excerpt":{"rendered":"

        \ub354\ube48-\uc653\uc2a8 \ud1b5\uacc4\ub7c9(Durbin-Watson statistic)\uc740 \ud68c\uadc0 \ubd84\uc11d\uc5d0\uc11c \uc794\ucc28\uc758 \uc790\uae30\uc0c1\uad00(autocorrelation)\uc744 \uac80\uc815\ud558\ub294 \ub370 \uc0ac\uc6a9\ub418\ub294 \ud1b5\uacc4\ub7c9\uc785\ub2c8\ub2e4. \uc790\uae30\uc0c1\uad00\uc774\ub780 \uc794\ucc28\ub4e4\uc774 \uc11c\ub85c \ub3c5\ub9bd\uc801\uc774\uc9c0 \uc54a\uace0, \uc21c\uc11c\uc5d0 \ub530\ub77c…<\/p>\n","protected":false},"author":1,"featured_media":1008,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[6],"tags":[],"class_list":["post-1005","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-stat","wpcat-6-id"],"_links":{"self":[{"href":"http:\/\/www.inmining.co.kr\/index.php?rest_route=\/wp\/v2\/posts\/1005","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/www.inmining.co.kr\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/www.inmining.co.kr\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/www.inmining.co.kr\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/www.inmining.co.kr\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=1005"}],"version-history":[{"count":2,"href":"http:\/\/www.inmining.co.kr\/index.php?rest_route=\/wp\/v2\/posts\/1005\/revisions"}],"predecessor-version":[{"id":1283,"href":"http:\/\/www.inmining.co.kr\/index.php?rest_route=\/wp\/v2\/posts\/1005\/revisions\/1283"}],"wp:featuredmedia":[{"embeddable":true,"href":"http:\/\/www.inmining.co.kr\/index.php?rest_route=\/wp\/v2\/media\/1008"}],"wp:attachment":[{"href":"http:\/\/www.inmining.co.kr\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1005"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/www.inmining.co.kr\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1005"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/www.inmining.co.kr\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1005"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}