{"id":3919,"date":"2026-10-14T07:35:35","date_gmt":"2026-10-14T06:35:35","guid":{"rendered":"https:\/\/wpcalc.com\/tr\/istatistik\/otokorelasyon-hesaplama\/"},"modified":"2026-10-14T07:35:35","modified_gmt":"2026-10-14T06:35:35","slug":"otokorelasyon-hesaplama","status":"publish","type":"post","link":"https:\/\/wpcalc.com\/tr\/istatistik\/otokorelasyon-hesaplama\/","title":{"rendered":"Otokorelasyon hesaplama arac\u0131"},"content":{"rendered":"<section class=\"not-prose calculator-box\" aria-labelledby=\"calculator-title\"><div class=\"flex items-baseline sm:items-center justify-between gap-2 sm:gap-3\"><div class=\"flex flex-col sm:flex-row sm:items-center gap-2\"><span class=\"icon icon-calculator text-primary-700! text-base! dark:text-primary-300!\" aria-hidden=\"true\"><\/span><h2 id=\"calculator-title\" class=\"text-lg font-display font-bold\">Bir Serinin Kendi Ge\u00e7mi\u015fiyle \u0130li\u015fkili Olup Olmad\u0131\u011f\u0131n\u0131 Test Edin<\/h2><\/div><div class=\"calcdash-favorite group\">\n  <button type=\"button\" class=\"favorite\" id=\"favorite\" data-favorite-id=\"3919\" data-favorite-title=\"Otokorelasyon\" data-favorite-url=\"https:\/\/wpcalc.com\/tr\/istatistik\/otokorelasyon-hesaplama\/\" data-favorite-excerpt=\"Herhangi bir zaman serisi i\u00e7in bir ya da birden fazla gecikmedeki \u00f6rneklem otokorelasyon katsay\u0131lar\u0131n\u0131 (r_k) hesaplay\u0131n. S\u0131ral\u0131 g\u00f6zlemlerinizi yap\u0131\u015ft\u0131r\u0131n, gecikmeleri ve tahmin ediciyi se\u00e7in; r_k de\u011ferlerini beyaz g\u00fcr\u00fclt\u00fc anlaml\u0131l\u0131k band\u0131yla birlikte al\u0131n.\" aria-label=\"Favorilere ekle\" data-favorite-icon=\"icon icon-wpcalc-regression-plot\">\n    <span class=\"icon icon-shape-star-empty\" aria-hidden=\"true\"><\/span>\n  <\/button>\n  <div class=\"calcdash-favorite__tip\" aria-hidden=\"true\">\n   <span class=\"favorite-tooltip\" id=\"favorite-tooltip\"><\/span>\n  <\/div>\n  <span class=\"sr-only\" role=\"status\" id=\"favorite-status\"><\/span>\n<\/div><\/div><form action=\"https:\/\/wpcalc.com\/tr\/istatistik\/otokorelasyon-hesaplama\/\" method=\"POST\" class=\"calculator\" id=\"calculator-3919\" data-post=\"3919\"><fieldset class=\"fieldset-input is-1\"><legend class=\"sr-only\">Giri\u015f alanlar\u0131<\/legend><div class=\"field\" id=\"input-1\"><label for=\"field-1\">Zaman serisi de\u011ferleri (s\u0131rayla)<\/label><textarea id=\"field-1\" name=\"zaman_serisi_deerleri_srayla\">2 4 3 5 7 6 8 10 9 11 13 12<\/textarea><\/div><div class=\"field has-term\" id=\"input-2\"><label for=\"field-2\">Hesaplanacak gecikme(ler)<\/label><div class=\"term\">k<\/div>  <div class=\"absolute bottom-0 left-16 top-8 w-2 h-0.5 bg-blue-500\"><\/div><input type=\"text\" name=\"hesaplanacak_gecikmeler\" id=\"field-2\" aria-describedby=\"calc-info-2\" placeholder=\"e.g. 1; 2; 3\" step=\"any\" value=\"1; 2; 3\"\/><small id=\"calc-info-2\">Bir veya daha fazla gecikme uzunlu\u011fu k (ka\u00e7 ad\u0131m geriye kar\u015f\u0131la\u015ft\u0131rma yap\u0131laca\u011f\u0131). Birden fazla gecikmeyi bo\u015fluk veya noktal\u0131 virg\u00fclle ay\u0131r\u0131n, \u00f6rn. 1; 2; 3; 4.<\/small><\/div><div class=\"field\" id=\"input-3\"><label for=\"field-3\">Tahmin edici<\/label><div class=\"grid grid-cols-1\"><select id=\"field-3\" name=\"tahmin_edici\"><option value=\"acf\" selected>Standart ACF (n&#039;e b\u00f6l\u00fcn\u00fcr)<\/option><option value=\"unbiased\">Yans\u0131z (n \u2212 k&#039;ya b\u00f6l\u00fcn\u00fcr)<\/option><\/select><svg class=\"pointer-events-none col-start-1 row-start-1 mr-2 size-5 self-center justify-self-end text-gray-500 sm:size-4\" viewBox=\"0 0 16 16\" fill=\"currentColor\" aria-hidden=\"true\" data-slot=\"icon\">\n              <path fill-rule=\"evenodd\" d=\"M4.22 6.22a.75.75 0 0 1 1.06 0L8 8.94l2.72-2.72a.75.75 0 1 1 1.06 1.06l-3.25 3.25a.75.75 0 0 1-1.06 0L4.22 7.28a.75.75 0 0 1 0-1.06Z\" clip-rule=\"evenodd\" \/>\n            <\/svg><\/div><\/div><\/fieldset><div class=\"buttons\"><button type=\"submit\" data-text=\"Yeniden hesapla\" id=\"calculate-button\" data-post=\"3919\">Hesapla<\/button><button type=\"reset\">S\u0131f\u0131rla<\/button><\/div><div class=\"field is-checkbox hidden!\" id=\"field-auto-calc\"><input type=\"checkbox\" id=\"auto-calc\"><label for=\"auto-calc\">Otomatik hesapla<\/label><small>Etkinle\u015ftirilirse, herhangi bir de\u011feri de\u011fi\u015ftirdi\u011finizde sonu\u00e7 otomatik olarak g\u00fcncellenir.<\/small><\/div><div class=\"fieldset-result is-hidden\" aria-labelledby=\"result-title\" aria-live=\"polite\" role=\"region\"> <h3 class=\"result-title bg-gradient-to-r from-primary-50 to-gray-50 dark:from-primary-900 dark:to-gray-800\" id=\"result-title\"><span class=\"icon icon-s-pulse\" aria-hidden=\"true\"><\/span> Otokorelasyon Sonu\u00e7lar\u0131<\/h3><div class=\"result-box\"><div class=\"field-result is-column\" id=\"output-1\"><span class=\"field-title\"><span>Gecikmeye g\u00f6re otokorelasyon katsay\u0131lar\u0131<\/span><span class=\"result-term\">r\u2096<\/span><\/span><span class=\"field-value\" id=\"result-1\"><\/span><button type=\"button\" class=\"copy-result\" data-tooltip=\"Sonucu kopyala\" aria-label=\"Sonucu kopyala\"><span class=\"copy-icon icon icon-document-copy\" aria-hidden=\"true\"><\/span><\/button><\/div><div class=\"field-result is-column\" id=\"output-2\"><span class=\"field-title\"><span>Bu otokorelasyonlar nas\u0131l hesapland\u0131<\/span><\/span><span class=\"field-value\" id=\"result-2\"><\/span><button type=\"button\" class=\"copy-result\" data-tooltip=\"Sonucu kopyala\" aria-label=\"Sonucu kopyala\"><span class=\"copy-icon icon icon-document-copy\" aria-hidden=\"true\"><\/span><\/button><\/div><\/div><div class=\"result-actions\"><button type=\"button\" class=\"copy-link\"><svg viewBox=\"0 0 20 20\" fill=\"currentColor\" aria-hidden=\"true\"><path d=\"M12.232 4.232a2.5 2.5 0 0 1 3.536 3.536l-1.225 1.224a.75.75 0 0 0 1.061 1.06l1.224-1.224a4 4 0 0 0-5.656-5.656l-3 3a4 4 0 0 0 .225 5.865.75.75 0 0 0 .977-1.138 2.5 2.5 0 0 1-.142-3.667l3-3Z\"\/><path d=\"M11.603 7.963a.75.75 0 0 0-.977 1.138 2.5 2.5 0 0 1 .142 3.667l-3 3a2.5 2.5 0 0 1-3.536-3.536l1.225-1.224a.75.75 0 0 0-1.061-1.06l-1.224 1.224a4 4 0 1 0 5.656 5.656l3-3a4 4 0 0 0-.225-5.865Z\"\/><\/svg><span class=\"copy-link__text\">Bu hesaplaman\u0131n ba\u011flant\u0131s\u0131n\u0131 kopyala<\/span><\/button><span class=\"sr-only\" role=\"status\" id=\"copy-link-status\"><\/span><\/div><\/div><a href=\"#respond\" class=\"hidden transition-opacity duration-300 opacity-0 w-50 text-sm justify-center items-center gap-2 px-4 py-2 rounded bg-gray-200 text-gray-700 hover:bg-gray-300\" id=\"leave-comment\"><span class=\"icon icon-comments\" aria-hidden=\"true\"><\/span>Yorum b\u0131rak<\/a><\/form><\/section><section id=\"calc-reactions\" class=\"not-prose hidden my-12 bg-gradient-to-r from-primary-50 to-gray-50 border border-indigo-100 rounded-xl px-6 py-4 shadow-sm\" data-post=\"3919\" aria-live=\"polite\" aria-labelledby=\"calc-reactions-title\"><p id=\"calc-reactions-title\" class=\"text-sm text-gray-500 text-center mb-2\">Bu sonu\u00e7 hakk\u0131nda ne d\u00fc\u015f\u00fcn\u00fcyorsunuz?<\/p><div role=\"group\" aria-labelledby=\"calc-reactions-title\" class=\"grid grid-cols-3 sm:flex sm:flex-row sm:justify-around gap-4 sm:items-center sm:flex-wrap\"><button type=\"button\" aria-pressed=\"false\" class=\"reaction-btn flex flex-col items-center gap-1 text-sm text-gray-700 hover:text-primary-600 cursor-pointer transition-transform hover:scale-105\" data-reaction=\"like\"><span class=\"reaction-count\" data-reaction-count=\"like\">0<\/span><span class=\"reaction text-3xl\" aria-hidden=\"true\">\ud83d\ude00 <\/span><span class=\"reaction-description font-medium\">Be\u011fendim <\/span><\/button><button type=\"button\" aria-pressed=\"false\" class=\"reaction-btn flex flex-col items-center gap-1 text-sm text-gray-700 hover:text-primary-600 cursor-pointer transition-transform hover:scale-105\" data-reaction=\"helpful\"><span class=\"reaction-count\" data-reaction-count=\"helpful\">0<\/span><span class=\"reaction text-3xl\" aria-hidden=\"true\">\ud83d\udca1 <\/span><span class=\"reaction-description font-medium\">Faydal\u0131 <\/span><\/button><button type=\"button\" aria-pressed=\"false\" class=\"reaction-btn flex flex-col items-center gap-1 text-sm text-gray-700 hover:text-primary-600 cursor-pointer transition-transform hover:scale-105\" data-reaction=\"confused\"><span class=\"reaction-count\" data-reaction-count=\"confused\">0<\/span><span class=\"reaction text-3xl\" aria-hidden=\"true\">\ud83d\ude15 <\/span><span class=\"reaction-description font-medium\">Kafam kar\u0131\u015ft\u0131 <\/span><\/button><button type=\"button\" aria-pressed=\"false\" class=\"reaction-btn flex flex-col items-center gap-1 text-sm text-gray-700 hover:text-primary-600 cursor-pointer transition-transform hover:scale-105\" data-reaction=\"disappointed\"><span class=\"reaction-count\" data-reaction-count=\"disappointed\">0<\/span><span class=\"reaction text-3xl\" aria-hidden=\"true\">\ud83d\ude1e <\/span><span class=\"reaction-description font-medium\">Hayal k\u0131r\u0131kl\u0131\u011f\u0131 <\/span><\/button><button type=\"button\" aria-pressed=\"false\" class=\"reaction-btn flex flex-col items-center gap-1 text-sm text-gray-700 hover:text-primary-600 cursor-pointer transition-transform hover:scale-105\" data-reaction=\"inaccurate\"><span class=\"reaction-count\" data-reaction-count=\"inaccurate\">0<\/span><span class=\"reaction text-3xl\" aria-hidden=\"true\">\u274c <\/span><span class=\"reaction-description font-medium\">Hatal\u0131 <\/span><\/button><\/div><div id=\"reaction-message\" class=\"hidden mt-8 rounded-md border border-primary-100 bg-white\/50 backdrop-blur-sm px-4 py-2 text-sm text-center shadow-sm\"><\/div><\/section><div class=\"calcdash-ad not-prose calcdash-ad--calc_result calcdash-ad--in-article\"><ins class=\"adsbygoogle\" style=\"display:block\" data-ad-client=\"ca-pub-1721569815777345\" data-ad-slot=\"6317458308\" data-ad-layout=\"in-article\" data-ad-format=\"fluid\"><\/ins><script>(adsbygoogle = window.adsbygoogle || []).push({});<\/script><\/div>\n<style id=\"wpcoderpro-inline-1\">.formula-box {\r\n\tborder-bottom: none !important;\r\n}<\/style><section class=\"formula-box\" aria-labelledby=\"formula-title\">\r\n\t<div id=\"formula-title\" class=\"not-prose font-display mb-4\"><span class=\"icon icon-formula\" aria-hidden=\"true\"><\/span><h2>Otokorelasyon form\u00fcl\u00fc<\/h2><\/div>\r\n\t<figure class=\"not-prose formula\">\r\n\t\t<figcaption class=\"formula-title\">Form\u00fcl<\/figcaption>\r\n\t\t<div class=\"text-base text-gray-800\" id=\"formula\">\n\\[ r_k = \\frac{c_k}{c_0}, \\qquad c_k = \\frac{1}{n}\\sum_{t=1}^{n-k} (x_t - \\bar{x})(x_{t+k} - \\bar{x}), \\qquad c_0 = \\frac{1}{n}\\sum_{t=1}^{n} (x_t - \\bar{x})^2 \\]\n<\/div>\r\n\t<\/figure>\r\n\t<\/p>\n<p><strong>Buradan:<\/strong><\/p>\n<ul>\n<li>\\(r_k\\) \u2014 \\(k\\) gecikmesindeki \u00f6rneklem otokorelasyonu (serinin, k ad\u0131m geriye kayd\u0131r\u0131lm\u0131\u015f kendi kopyas\u0131yla korelasyonu)<\/li>\n<li>\\(x_t\\) \u2014 \\(t\\) an\u0131ndaki g\u00f6zlem; \\(\\bar{x}\\) \u2014 serinin ortalamas\u0131<\/li>\n<li>\\(n\\) \u2014 g\u00f6zlem say\u0131s\u0131<\/li>\n<li>\\(c_k\\) \u2014 \\(k\\) gecikmesindeki \u00f6rneklem otokovaryans; \\(c_0\\) \u2014 \u00f6rneklem varyans\u0131<\/li>\n<\/ul>\n<p>Katsay\u0131, her g\u00f6zlemi ortalamaya g\u00f6re ortaland\u0131ktan sonra \\(k\\) ad\u0131m \u00f6nceki g\u00f6zlemle kar\u015f\u0131la\u015ft\u0131r\u0131r. \\(c_0\\)'a b\u00f6lme, her \\(r_k\\) de\u011ferini \\([-1, 1]\\) aral\u0131\u011f\u0131na sokar. \"Yans\u0131z\" tahmin edicide ise \\(c_k\\)'y\u0131 veren toplam \\(n\\) yerine \\(n-k\\)'ya b\u00f6l\u00fcn\u00fcr.<\/p>\n<p>\r\n<\/section>\n<style id=\"wpcoderpro-inline-2\">.calculation-box {\r\n\tborder-bottom: none !important;\r\n}<\/style><section id=\"calculation\" class=\"calculation-box\" aria-labelledby=\"calculation-title\">\r\n\t<div id=\"calculation-title\" class=\"not-prose font-display\"><span class=\"icon icon-unordered-list\" aria-hidden=\"true\"><\/span><h2>Otokorelasyon \u2013 hesaplama \u00f6rne\u011fi<\/h2><\/div>\r\n\r\n<\/p>\n<p><strong>\u00d6rnek:<\/strong> 12 g\u00f6zlemli bir seri: 2, 4, 3, 5, 7, 6, 8, 10, 9, 11, 13, 12; gecikmeler 1, 2, 3 ve standart ACF tahmin edici.<\/p>\n<p>\\[ \\bar{x} = \\frac{90}{12} = 7.5, \\qquad c_0 = \\frac{143}{12} = 11.9167 \\]<\/p>\n<p>\\[ c_1 = \\frac{101.75}{12} = 8.4792 \\;\\Rightarrow\\; r_1 = \\frac{8.4792}{11.9167} = 0.7117 \\]<\/p>\n<p>\\[ c_2 = \\frac{69}{12} = 5.75 \\;\\Rightarrow\\; r_2 = 0.4825, \\qquad c_3 = \\frac{39.75}{12} = 3.3125 \\;\\Rightarrow\\; r_3 = 0.2780 \\]<\/p>\n<p><strong>Sonu\u00e7:<\/strong> \\(r_1 = 0.7117\\), \\(r_2 = 0.4825\\), \\(r_3 = 0.2780\\). %95'lik beyaz g\u00fcr\u00fclt\u00fc band\u0131 \\(\\pm 1.96\/\\sqrt{12} = \\pm 0.566\\) oldu\u011fundan yaln\u0131zca 1. gecikmedeki otokorelasyon anlaml\u0131d\u0131r: seri kal\u0131c\u0131l\u0131k g\u00f6steriyor \u2014 y\u00fcksek de\u011ferlerin ard\u0131ndan yine y\u00fcksek de\u011ferler geliyor \u2014 ve otokorelasyon yumu\u015fak bir bi\u00e7imde azal\u0131yor; bu, trend izleyen bir serinin tipik \u00f6zelli\u011fidir.<\/p>\n<p>\n\r\n<\/section>\n<h2>Hesaplama arac\u0131 nas\u0131l kullan\u0131l\u0131r?<\/h2>\n<ol>\n<li>G\u00f6zlemlerinizi <strong>Zaman serisi de\u011ferleri (s\u0131rayla)<\/strong> alan\u0131na, en eskiden ba\u015flayarak girin. De\u011ferleri bo\u015fluk, noktal\u0131 virg\u00fcl veya sat\u0131r sonuyla ay\u0131r\u0131n; ondal\u0131kl\u0131 virg\u00fcl kabul edilir. En az 3 de\u011fer gerekir.<\/li>\n<li>Gecikme uzunluklar\u0131n\u0131 <strong>Hesaplanacak gecikme(ler)<\/strong> alan\u0131na yaz\u0131n \u2014 tek bir gecikme (\u00f6rn. 1) ya da bo\u015fluk veya noktal\u0131 virg\u00fclle ayr\u0131lm\u0131\u015f birka\u00e7 gecikme (\u00f6rn. 1; 2; 3; 4). Her gecikme, 1 ile \\(n-1\\) aras\u0131nda bir tam say\u0131 olmal\u0131d\u0131r.<\/li>\n<li><strong>Tahmin ediciyi<\/strong> se\u00e7in: \"Standart ACF (n'e b\u00f6l)\" se\u00e7ene\u011fi istatistik yaz\u0131l\u0131mlar\u0131n\u0131n ACF grafiklerinde \u00e7izdi\u011fiyle ayn\u0131d\u0131r; \"Yans\u0131z (n \u2212 k'ya b\u00f6l)\" se\u00e7ene\u011fi uzun gecikmelerde k\u00fc\u00e7\u00fck \u00f6rneklem kaynakl\u0131 a\u015fa\u011f\u0131 y\u00f6nl\u00fc sapmay\u0131 d\u00fczeltir.<\/li>\n<li>Sonu\u00e7 tablosunu okuyun: her gecikmede kullan\u0131lan \u00f6rt\u00fc\u015fen \u00e7ift say\u0131s\u0131, \\(r_k\\) katsay\u0131s\u0131 ve de\u011ferin \\(\\pm 1.96\/\\sqrt{n}\\) beyaz g\u00fcr\u00fclt\u00fc band\u0131n\u0131n d\u0131\u015f\u0131nda kal\u0131p kalmad\u0131\u011f\u0131.<\/li>\n<\/ol>\n<h2>Otokorelasyon nedir?<\/h2>\n<p>Otokorelasyon (seri korelasyon), bir zaman serisinin kendi ge\u00e7mi\u015fiyle ne kadar g\u00fc\u00e7l\u00fc bir do\u011frusal ili\u015fki i\u00e7inde oldu\u011funu \u00f6l\u00e7er. \u0130ki farkl\u0131 de\u011fi\u015fkeni korele etmek yerine, seriyi \\(k\\) zaman ad\u0131m\u0131 geriye kayd\u0131r\u0131lm\u0131\u015f kendi kopyas\u0131yla \u2014 yani <em>gecikmesiyle<\/em> \u2014 korele edersiniz. Elde edilen \\(r_k\\), t\u0131pk\u0131 bir Pearson korelasyonu gibi yorumlan\u0131r: \\(+1\\), kayd\u0131r\u0131lm\u0131\u015f serinin orijinalle tam uyum i\u00e7inde hareket etti\u011fi; \\(-1\\), tam ters y\u00f6nde hareket etti\u011fi; 0'a yak\u0131n de\u011ferler ise o gecikmede do\u011frusal bir ili\u015fki bulunmad\u0131\u011f\u0131 anlam\u0131na gelir.<\/p>\n<p>Otokorelasyon, zaman serisi analizinin ilk tan\u0131 ara\u00e7lar\u0131ndan biridir. 1. gecikmede s\u0131f\u0131r\u0131n belirgin bi\u00e7imde \u00fcst\u00fcnde bir katsay\u0131 <strong>kal\u0131c\u0131l\u0131\u011fa<\/strong> (de\u011ferlerin bir s\u00fcre ortalaman\u0131n \u00fcst\u00fcnde ya da alt\u0131nda kalma e\u011filimine), g\u00fc\u00e7l\u00fc negatif bir katsay\u0131 ise <strong>sal\u0131n\u0131ma<\/strong> i\u015faret eder \u2014 seri ortalamay\u0131 iki y\u00f6nde de a\u015far. \\(r_k\\) de\u011ferlerini \\(k\\)'ya kar\u015f\u0131 \u00e7izmek otokorelasyon fonksiyonunu (ACF) verir; ARIMA modellerini belirlemede ve mevsimselli\u011fi tespit etmede standart ara\u00e7 budur.<\/p>\n<p>Tek bir de\u011ferden \u00e7ok, gecikmeler boyunca izlenen \u00f6r\u00fcnt\u00fc \u00f6nemlidir. <strong>Yava\u015f\u00e7a azalan pozitif<\/strong> otokorelasyonlar trende ya da dura\u011fan olmayan bir yap\u0131ya i\u015faret eder \u2014 \u00f6nce seriyi fark almay\u0131 d\u00fc\u015f\u00fcn\u00fcn. <strong>k gecikmesinde tek bir sivri u\u00e7<\/strong>, k periyoda sahip mevsimsel ya da d\u00f6ng\u00fcsel bir \u00f6r\u00fcnt\u00fcye i\u015faret eder (\u00f6rn. ayl\u0131k veride 12. gecikmede sivri u\u00e7, y\u0131ll\u0131k d\u00f6ng\u00fc demektir). T\u00fcm gecikmelerde beyaz g\u00fcr\u00fclt\u00fc band\u0131n\u0131n i\u00e7inde kalan katsay\u0131lar, serinin do\u011frusal belle\u011fi olmad\u0131\u011f\u0131n\u0131 g\u00f6sterir; model art\u0131klar\u0131nda g\u00f6rmek istedi\u011finiz \u015fey de tam olarak budur.<\/p>\n<p>Otokorelasyon yaln\u0131zca <em>do\u011frusal<\/em> ba\u011f\u0131ml\u0131l\u0131\u011f\u0131 yakalar. Bir seri do\u011frusal olmayan kurallarla kolayca \u00f6ng\u00f6r\u00fclebilir olabilir ama otokorelasyonu s\u0131f\u0131ra yak\u0131n \u00e7\u0131kabilir; bu y\u00fczden \"temiz\" bir ACF ba\u011f\u0131ms\u0131zl\u0131\u011f\u0131n kan\u0131t\u0131 de\u011fildir. Otokorelasyonlar\u0131n b\u00fct\u00fcn olarak beyaz g\u00fcr\u00fclt\u00fcyle uyumlu olup olmad\u0131\u011f\u0131n\u0131 bi\u00e7imsel olarak s\u0131namak i\u00e7in Ljung\u2013Box gibi bir portmanteau testi kullan\u0131n.<\/p>\n<h2>Varsay\u0131mlar, s\u0131n\u0131rlamalar ve pratik ipu\u00e7lar\u0131<\/h2>\n<ul>\n<li><strong>S\u0131ra ve aral\u0131k \u00f6nemlidir.<\/strong> De\u011ferler do\u011fal zaman s\u0131ras\u0131nda ve e\u015fit aral\u0131kl\u0131 olmal\u0131d\u0131r (g\u00f6zlemler aras\u0131nda ayn\u0131 zaman ad\u0131m\u0131 bulunmal\u0131). Veriyi kar\u0131\u015ft\u0131rmak otokorelasyonu yok eder.<\/li>\n<li><strong>Dura\u011fanl\u0131k.<\/strong> Katsay\u0131lar ancak serinin ortalama ve varyans\u0131 kabaca kararl\u0131ysa anlaml\u0131d\u0131r. Trendli bir seri erken gecikmelerdeki otokorelasyonlar\u0131 \u015fi\u015firir; gerekirse \u00f6nce fark al\u0131n.<\/li>\n<li><strong>Uzun gecikmeler g\u00fcvenilmezdir.<\/strong> \\(k\\) gecikmesinde yaln\u0131zca \\(n-k\\) \u00f6rt\u00fc\u015fen \u00e7ift kullan\u0131l\u0131r; bu y\u00fczden kabaca \\(n\/2\\) \u00f6tesindeki gecikmeler \u00e7ok az \u00e7ifte dayan\u0131r. 12 g\u00f6zlemle 6'n\u0131n \u00fcst\u00fcndeki gecikmeleri g\u00fcr\u00fclt\u00fc olarak de\u011ferlendirin.<\/li>\n<li><strong>Tahmin edici se\u00e7imi.<\/strong> Standart tahmin edici (\\(n\\)'e b\u00f6l) her zaman ge\u00e7erli bir korelasyon fonksiyonu verir ve Box\u2013Jenkins yaz\u0131l\u0131mlar\u0131ndaki ACF grafikleriyle uyu\u015fur. Yans\u0131z s\u00fcr\u00fcm (\\(n-k\\)'ya b\u00f6l) uzun gecikmelerdeki a\u015fa\u011f\u0131 y\u00f6nl\u00fc sapmay\u0131 giderir ama katsay\u0131lar\u0131 teorik olarak \\([-1, 1]\\) aral\u0131\u011f\u0131n\u0131n d\u0131\u015f\u0131na \u00e7\u0131karabilir.<\/li>\n<li><strong>Anlaml\u0131l\u0131k band\u0131 bir yol g\u00f6stericidir.<\/strong> \\(\\pm 1.96\/\\sqrt{n}\\) s\u0131n\u0131rlar\u0131, ger\u00e7ek serinin beyaz g\u00fcr\u00fclt\u00fc oldu\u011funu varsayar. Ger\u00e7ek bir otokorelasyon varsa bant, kom\u015fu gecikmelerdeki \u00f6rnekleme da\u011f\u0131l\u0131m\u0131n\u0131 oldu\u011fundan dar g\u00f6sterir.<\/li>\n<li><strong>Ayk\u0131r\u0131 de\u011ferler sonu\u00e7lar\u0131 bozar.<\/strong> Tek bir u\u00e7 g\u00f6zlem hem ortalamay\u0131 hem de \\(c_k\\) i\u00e7indeki \u00e7arp\u0131mlar\u0131 domine edebilir. \u00d6nce verinizi kontrol edin ya da <a href=\"https:\/\/wpcalc.com\/tr\/istatistik\/spearman-sira-korelasyon-hesaplama\/\">s\u0131ra tabanl\u0131 korelasyon \u00f6l\u00e7\u00fcleri<\/a> gibi sa\u011flam alternatifleri d\u00fc\u015f\u00fcn\u00fcn.<\/li>\n<\/ul>\n<p>Bir seriyi kendi ge\u00e7mi\u015fiyle de\u011fil de iki <em>farkl\u0131<\/em> seriyi kar\u015f\u0131la\u015ft\u0131r\u0131yorsan\u0131z, <a href=\"https:\/\/wpcalc.com\/tr\/istatistik\/spearman-sira-korelasyon-hesaplama\/\">Spearman s\u0131ra korelasyonu hesaplama arac\u0131<\/a> ya da <a href=\"https:\/\/wpcalc.com\/tr\/istatistik\/kendall-tau-hesaplayici\/\">Kendall tau hesaplama arac\u0131<\/a> gibi bir korelasyon arac\u0131 kullan\u0131n. Modellemeden \u00f6nce tek bir serinin genel bi\u00e7imini \u00f6zetlemek isterseniz <a href=\"https:\/\/wpcalc.com\/tr\/istatistik\/carpiklik-ve-basiklik-hesaplama\/\">\u00e7arp\u0131kl\u0131k ve bas\u0131kl\u0131k hesaplama arac\u0131<\/a> do\u011fal bir yard\u0131mc\u0131d\u0131r.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Herhangi bir zaman serisi i\u00e7in bir ya da birden fazla gecikmedeki \u00f6rneklem otokorelasyon katsay\u0131lar\u0131n\u0131 (r_k) hesaplay\u0131n. S\u0131ral\u0131 g\u00f6zlemlerinizi yap\u0131\u015ft\u0131r\u0131n, gecikmeleri ve tahmin ediciyi se\u00e7in; r_k de\u011ferlerini beyaz g\u00fcr\u00fclt\u00fc anlaml\u0131l\u0131k band\u0131yla birlikte al\u0131n.<\/p>\n","protected":false},"author":3168,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[12],"tags":[30],"class_list":["post-3919","post","type-post","status-publish","format-standard","hentry","category-istatistik","tag-korelasyon-regresyon"],"acf":[],"_links":{"self":[{"href":"https:\/\/wpcalc.com\/tr\/wp-json\/wp\/v2\/posts\/3919","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/wpcalc.com\/tr\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/wpcalc.com\/tr\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/wpcalc.com\/tr\/wp-json\/wp\/v2\/users\/3168"}],"replies":[{"embeddable":true,"href":"https:\/\/wpcalc.com\/tr\/wp-json\/wp\/v2\/comments?post=3919"}],"version-history":[{"count":0,"href":"https:\/\/wpcalc.com\/tr\/wp-json\/wp\/v2\/posts\/3919\/revisions"}],"wp:attachment":[{"href":"https:\/\/wpcalc.com\/tr\/wp-json\/wp\/v2\/media?parent=3919"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/wpcalc.com\/tr\/wp-json\/wp\/v2\/categories?post=3919"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/wpcalc.com\/tr\/wp-json\/wp\/v2\/tags?post=3919"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}