Copy of Assignment 5.txt

# Copy of Assignment 5.txt - #Assingmenet 5 library(ISLR...

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##Assingmenet 5 library(ISLR) names(Weekly) ?Weekly dim(Weekly) fix(Weekly) summary(Weekly) cor(Weekly[,-9]) attach(Weekly) plot(Volume) ##plot(Year) glm.fit=glm(Direction~Lag1+Lag2+Lag3+Lag4+Lag5+Volume , data = Weekly, family = binomial) summary(glm.fit) coef(glm.fit) glm.probability=predict(glm.fit, type = "response") contrasts(Direction) glm.pred=rep("Down", 1089) glm.pred[glm.probability>.5]="Up" table(glm.pred, Direction) mean(glm.pred==Direction) ##GLM using pre 2009 to predict '09 and '10 #Code Textbook lab p159-60 train=(Year<2009) Weekly.1=Weekly[!train,] dim(Weekly.1) Direction.1=Direction[!train] glm.fit2=glm(Direction~Lag2, data = Weekly, family = binomial, subset = train) glm.probability2=predict(glm.fit2, Weekly.1, type="response") glm.pred2=rep("Down",104) glm.pred2[glm.probability2>.5]="Up" table(glm.pred2, Direction.1) mean(glm.pred2==Direction.1) glm.fit2=glm(Direction~Lag2+Volume, data = Weekly, family = binomial, subset = train) glm.probability2=predict(glm.fit2, Weekly.1, type="response") glm.pred2=rep("Down",104) glm.pred2[glm.probability2>.5]="Up" table(glm.pred2, Direction.1) mean(glm.pred2==Direction.1)

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• Fall '16
• Horsepower, (glm.pred2==Direction.1)

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