ISLR第四章分类应用练习题答案

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最新推荐文章于 2023-03-13 23:22:13 发布

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分类专栏： ISLR 文章标签：机器学习 r语言

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ISLR；R语言；机器学习；线性回归

一些专业词汇只知道英语的，中文可能不标准，请轻喷

10.Weekly数据集分析
a)

  > library(ISLR)
  > summary(Weekly)
       Year           Lag1               Lag2               Lag3         
 Min.   :1990   Min.   :-18.1950   Min.   :-18.1950   Min.   :-18.1950  
  1st Qu.:1995   1st Qu.: -1.1540   1st Qu.: -1.1540   1st Qu.: -1.1580  
  Median :2000   Median :  0.2410   Median :  0.2410   Median :  0.2410  
  Mean   :2000   Mean   :  0.1506   Mean   :  0.1511   Mean   :  0.1472  
  3rd Qu.:2005   3rd Qu.:  1.4050   3rd Qu.:  1.4090   3rd Qu.:  1.4090  
  Max.   :2010   Max.   : 12.0260   Max.   : 12.0260   Max.   : 12.0260  
       Lag4               Lag5              Volume            Today         
  Min.   :-18.1950   Min.   :-18.1950   Min.   :0.08747   Min.   :-18.1950  
  1st Qu.: -1.1580   1st Qu.: -1.1660   1st Qu.:0.33202   1st Qu.: -1.1540  
  Median :  0.2380   Median :  0.2340   Median :1.00268   Median :  0.2410  
  Mean   :  0.1458   Mean   :  0.1399   Mean   :1.57462   Mean   :  0.1499  
  3rd Qu.:  1.4090   3rd Qu.:  1.4050   3rd Qu.:2.05373   3rd Qu.:  1.4050  
  Max.   : 12.0260   Max.   : 12.0260   Max.   :9.32821   Max.   : 12.0260  
  Direction 
  Down:484  
  Up  :605  
 > pairs(Weekly)

> cor(Weekly[,-9])
              Year         Lag1        Lag2        Lag3         Lag4
Year    1.00000000 -0.032289274 -0.03339001 -0.03000649 -0.031127923
Lag1   -0.03228927  1.000000000 -0.07485305  0.05863568 -0.071273876
Lag2   -0.03339001 -0.074853051  1.00000000 -0.07572091  0.058381535
Lag3   -0.03000649  0.058635682 -0.07572091  1.00000000 -0.075395865
Lag4   -0.03112792 -0.071273876  0.05838153 -0.07539587  1.000000000
Lag5   -0.03051910 -0.008183096 -0.07249948  0.06065717 -0.075675027
Volume  0.84194162 -0.064951313 -0.08551314 -0.06928771 -0.061074617
Today  -0.03245989 -0.075031842  0.05916672 -0.07124364 -0.007825873
               Lag5      Volume        Today
Year   -0.030519101  0.84194162 -0.032459894
Lag1   -0.008183096 -0.06495131 -0.075031842
Lag2   -0.072499482 -0.08551314  0.059166717
Lag3    0.060657175 -0.06928771 -0.071243639
Lag4   -0.075675027 -0.06107462 -0.007825873
Lag5    1.000000000 -0.05851741  0.011012698
Volume -0.058517414  1.00000000 -0.033077783
Today   0.011012698 -0.03307778  1.000000000

发现Year和Volume具有相关性。
b）

> attach(Weekly)
> glm.fit=glm(Direction~Lag1+Lag2+Lag3+Lag4+Lag5+Volume,data=Weekly,family=binomial)
> summary(glm.fit)

Call:
glm(formula = Direction ~ Lag1 + Lag2 + Lag3 + Lag4 + Lag5 + 
Volume, family = binomial, data = Weekly)

Deviance Residuals: 
    Min       1Q   Median       3Q      Max  
-1.6949  -1.2565   0.9913   1.0849   1.4579  

Coefficients:
            Estimate Std. Error z value Pr(>|z|)   
(Intercept)  0.26686    0.08593   3.106   0.0019 **
Lag1        -0.04127    0.02641  -1.563   0.1181   
Lag2         0.05844    0.02686   2.175   0.0296 * 
Lag3        -0.01606    0.02666  -0.602   0.5469   
Lag4        -0.02779    0.02646  -1.050   0.2937   
Lag5        -0.01447    0.02638  -0.549   0.5833   
Volume      -0.02274    0.03690  -0.616   0.5377   
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

(Dispersion pa