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

Info icon This preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
##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)
Image of page 1

Info icon This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
Image of page 2
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern