{"id":3937,"date":"2026-10-14T16:42:12","date_gmt":"2026-10-14T15:42:12","guid":{"rendered":"https:\/\/wpcalc.com\/tr\/istatistik\/otokorelasyon-hesaplama-2\/"},"modified":"2026-10-14T16:42:12","modified_gmt":"2026-10-14T15:42:12","slug":"otokorelasyon-hesaplama-2","status":"publish","type":"post","link":"https:\/\/wpcalc.com\/tr\/istatistik\/otokorelasyon-hesaplama-2\/","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=\"3937\" data-favorite-title=\"Otokorelasyon\" data-favorite-url=\"https:\/\/wpcalc.com\/tr\/istatistik\/otokorelasyon-hesaplama-2\/\" data-favorite-excerpt=\"Herhangi bir zaman serisi i\u00e7in bir veya daha fazla gecikmedeki r_k \u00f6rnek otokorelasyon katsay\u0131lar\u0131n\u0131 hesaplay\u0131n. S\u0131ral\u0131 g\u00f6zlemlerinizi yap\u0131\u015ft\u0131r\u0131n, gecikmeleri ve tahmin ediciyi se\u00e7in; r_k de\u011ferini 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-2\/\" method=\"POST\" class=\"calculator\" id=\"calculator-3937\" data-post=\"3937\"><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=\"3937\">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=\"3937\" 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>Burada:<\/strong><\/p>\n<ul>\n<li>\\(r_k\\) \u2014 \\(k\\) gecikmesindeki \u00f6rnek otokorelasyon (serinin kendisiyle \\(k\\) ad\u0131m geriye kayd\u0131r\u0131lm\u0131\u015f kopyas\u0131 aras\u0131ndaki korelasyon)<\/li>\n<li>\\(x_t\\) \u2014 \\(t\\) zaman\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 \u00f6rnek oto-kovaryans; \\(c_0\\) \u2014 \u00f6rnek varyans<\/li>\n<\/ul>\n<p>Katsay\u0131, her g\u00f6zlemi \\(k\\) ad\u0131m \u00f6nceki g\u00f6zlemle kar\u015f\u0131la\u015ft\u0131r\u0131r; ikisi de ortalamaya g\u00f6re ortaland\u0131ktan sonra. \\(c_0\\)'a b\u00f6lme, her \\(r_k\\) de\u011ferini \\([-1, 1]\\) aral\u0131\u011f\u0131na sokar. \"Yans\u0131z\" tahmin edicide ise \\(c_k\\) toplam\u0131 \\(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 \u00d6rne\u011fi<\/h2><\/div>\r\n\r\n<\/p>\n<p><strong>\u00d6rnek:<\/strong> 12 g\u00f6zlemden olu\u015fan bir seri: 2, 4, 3, 5, 7, 6, 8, 10, 9, 11, 13, 12; gecikmeler 1, 2, 3 ve standart ACF tahmin edicisi.<\/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 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 y\u00fcksek de\u011ferler geliyor \u2014 ve otokorelasyon p\u00fcr\u00fczs\u00fczce s\u00f6n\u00fcmleniyor; bu, trendli 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\u0131rabilirsiniz; ondal\u0131k 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) veya bo\u015fluk ya da noktal\u0131 virg\u00fclle ayr\u0131lm\u0131\u015f birden \u00e7ok 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, istatistiksel yaz\u0131l\u0131mlar\u0131n ACF grafiklerinde \u00e7izdi\u011fi de\u011ferle ayn\u0131d\u0131r; \"Yans\u0131z (n \u2212 k'ya b\u00f6l)\" ise uzun gecikmelerdeki k\u00fc\u00e7\u00fck \u00f6rnek yanl\u0131l\u0131\u011f\u0131n\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\u011fer \\(\\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 do\u011frusal bir 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 bir kopyas\u0131yla \u2014 yani <em>gecikme<\/em>yle \u2014 korele edersiniz. Elde edilen \\(r_k\\), t\u0131pk\u0131 bir Pearson korelasyonu gibi yorumlan\u0131r: \\(+1\\), kayd\u0131r\u0131lm\u0131\u015f serinin orijinaliyle tam uyum i\u00e7inde hareket etti\u011fini; \\(-1\\), tam ters y\u00f6nde hareket etti\u011fini; 0'a yak\u0131n de\u011ferler ise o gecikmede do\u011frusal bir ili\u015fki olmad\u0131\u011f\u0131n\u0131 g\u00f6sterir.<\/p>\n<p>Otokorelasyon, zaman serisi analizindeki ilk tan\u0131 ara\u00e7lar\u0131ndan biridir. 1. gecikmedeki katsay\u0131n\u0131n s\u0131f\u0131rdan belirgin bi\u00e7imde y\u00fcksek olmas\u0131 <strong>kal\u0131c\u0131l\u0131\u011fa<\/strong> (de\u011ferlerin bir s\u00fcre ortalamalar\u0131n \u00fcst\u00fcnde veya alt\u0131nda kalma e\u011filimine), g\u00fc\u00e7l\u00fc negatif olmas\u0131 ise <strong>sal\u0131n\u0131ma<\/strong> \u2014 serinin ortalamay\u0131 iki y\u00f6nde de a\u015fmas\u0131na \u2014 i\u015faret eder. \\(r_k\\) de\u011ferlerini \\(k\\) gecikmelerine g\u00f6re \u00e7izmek otokorelasyon fonksiyonunu (ACF) verir; ARIMA modellerini belirlemede ve mevsimselli\u011fi fark etmede standart ara\u00e7 budur.<\/p>\n<p>Tek bir de\u011ferden \u00e7ok, gecikmeler boyunca izlenen \u00f6r\u00fcnt\u00fc \u00f6nemlidir. <strong>Yava\u015f\u00e7a s\u00f6n\u00fcmlenen pozitif<\/strong> otokorelasyonlar trende veya dura\u011fan olmay\u0131\u015fa i\u015faret eder \u2014 \u00f6nce seriyi fark almay\u0131 d\u00fc\u015f\u00fcn\u00fcn. <strong>\\(k\\) gecikmesinde tek bir sivri \u00e7\u0131k\u0131nt\u0131<\/strong>, \\(k\\) periyodunda mevsimsel veya d\u00f6ng\u00fcsel bir \u00f6r\u00fcnt\u00fcye i\u015faret eder (\u00f6rn. ayl\u0131k veride 12. gecikmede bir \u00e7\u0131k\u0131nt\u0131, y\u0131ll\u0131k d\u00f6ng\u00fc demektir). T\u00fcm gecikmelerde beyaz g\u00fcr\u00fclt\u00fc band\u0131 i\u00e7inde kalan katsay\u0131lar, serinin do\u011frusal haf\u0131zas\u0131 olmad\u0131\u011f\u0131n\u0131 g\u00f6sterir; model art\u0131klar\u0131nda g\u00f6rmek istedi\u011finiz de tam budur.<\/p>\n<p>\u015eunu unutmay\u0131n: otokorelasyon yaln\u0131zca <em>do\u011frusal<\/em> ba\u011f\u0131ml\u0131l\u0131\u011f\u0131 yakalar. Bir seri do\u011frusal olmayan kurallarla g\u00fc\u00e7l\u00fc bi\u00e7imde \u00f6ng\u00f6r\u00fclebilir olabilir ama otokorelasyonu s\u0131f\u0131ra yak\u0131n kalabilir; bu y\u00fczden \"temiz\" bir ACF, ba\u011f\u0131ms\u0131zl\u0131\u011f\u0131n kan\u0131t\u0131 de\u011fildir. Bir otokorelasyon k\u00fcmesinin b\u00fct\u00fcn olarak beyaz g\u00fcr\u00fclt\u00fcyle uyumlu olup olmad\u0131\u011f\u0131n\u0131 resmen 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 e\u015fit aral\u0131k \u00f6nemlidir.<\/strong> De\u011ferler do\u011fal zaman s\u0131ras\u0131nda ve e\u015fit aral\u0131klarla (g\u00f6zlemler aras\u0131ndaki zaman ad\u0131m\u0131 ayn\u0131) olmal\u0131d\u0131r. Veriyi kar\u0131\u015ft\u0131rmak otokorelasyonu yok eder.<\/li>\n<li><strong>Dura\u011fanl\u0131k.<\/strong> Katsay\u0131lar yaln\u0131zca serinin ortalama ve varyans\u0131 kabaca kararl\u0131ysa anlaml\u0131d\u0131r. Trendli bir seri ilk 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 yakla\u015f\u0131k \\(n\/2\\)'yi a\u015fan gecikmeler \u00e7ok az \u00e7ifte dayan\u0131r. 12 g\u00f6zleml\u00fck bir seride 6. gecikmeden sonras\u0131n\u0131 g\u00fcr\u00fclt\u00fc olarak de\u011ferlendirin.<\/li>\n<li><strong>Tahmin edici se\u00e7imi.<\/strong> Standart tahmin edici (\\(n\\)'e b\u00f6lme) her zaman ge\u00e7erli bir korelasyon fonksiyonu verir ve Box\u2013Jenkins yaz\u0131l\u0131mlar\u0131ndaki ACF grafikleriyle e\u015fle\u015fir. Yans\u0131z s\u00fcr\u00fcm (\\(n-k\\)'ya b\u00f6lme) uzun gecikmelerdeki a\u015fa\u011f\u0131 y\u00f6nl\u00fc yanl\u0131l\u0131\u011f\u0131 giderir ama teorik olarak katsay\u0131lar\u0131 \\([-1, 1]\\) aral\u0131\u011f\u0131n\u0131n d\u0131\u015f\u0131na ta\u015f\u0131yabilir.<\/li>\n<li><strong>Anlaml\u0131l\u0131k band\u0131 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\u00e7ekte 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 \\(c_k\\) i\u00e7indeki \u00e7arp\u0131mlar\u0131 bask\u0131n bi\u00e7imde etkileyebilir. \u00d6nce verinizi kontrol edin ya da <a href=\"https:\/\/wpcalc.com\/tr\/istatistik\/spearman-sira-korelasyon-hesaplama\/\">derece tabanl\u0131 korelasyon \u00f6l\u00e7\u00fcleri<\/a> gibi sa\u011flam alternatifleri d\u00fc\u015f\u00fcn\u00fcn.<\/li>\n<\/ul>\n<p>Bir serinin kendi ge\u00e7mi\u015fi yerine 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\u0131n\u0131<\/a> veya <a href=\"https:\/\/wpcalc.com\/tr\/istatistik\/kendall-tau-hesaplayici\/\">Kendall tau hesaplama arac\u0131n\u0131<\/a> 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 tamamlay\u0131c\u0131d\u0131r.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Herhangi bir zaman serisi i\u00e7in bir veya daha fazla gecikmedeki r_k \u00f6rnek otokorelasyon katsay\u0131lar\u0131n\u0131 hesaplay\u0131n. S\u0131ral\u0131 g\u00f6zlemlerinizi yap\u0131\u015ft\u0131r\u0131n, gecikmeleri ve tahmin ediciyi se\u00e7in; r_k de\u011ferini 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-3937","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\/3937","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=3937"}],"version-history":[{"count":0,"href":"https:\/\/wpcalc.com\/tr\/wp-json\/wp\/v2\/posts\/3937\/revisions"}],"wp:attachment":[{"href":"https:\/\/wpcalc.com\/tr\/wp-json\/wp\/v2\/media?parent=3937"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/wpcalc.com\/tr\/wp-json\/wp\/v2\/categories?post=3937"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/wpcalc.com\/tr\/wp-json\/wp\/v2\/tags?post=3937"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}