> setwd("C:/Users/Priyanshu/Dropbox/Term 4/FauR")

> read.csv("binary.csv")
admit gre gpa rank
1 0 380 3.61 3
2 1 660 3.67 3
3 1 800 4.00 1
4 1 640 3.19 4
5 0 520 2.93 4
6 1 760 3.00 2
7 1 560 2.98 1
8 0 400 3.08 2
9 1 540 3.39 3
10 0 700 3.92 2
11 0 800 4.00 4
12 0 440 3.22 1
13 1 760 4.00 1
14 0 700 3.08 2
15 1 700 4.00 1
16 0 480 3.44 3
17 0 780 3.87 4
18 0 360 2.56 3
19 0 800 3.75 2
20 1 540 3.81 1
21 0 500 3.17 3
22 1 660 3.63 2
23 0 600 2.82 4
24 0 680 3.19 4
25 1 760 3.35 2
26 1 800 3.66 1
27 1 620 3.61 1
28 1 520 3.74 4
29 1 780 3.22 2
30 0 520 3.29 1
31 0 540 3.78 4
32 0 760 3.35 3
33 0 600 3.40 3
34 1 800 4.00 3
35 0 360 3.14 1
36 0 400 3.05 2
37 0 580 3.25 1
38 0 520 2.90 3
39 1 500 3.13 2
40 1 520 2.68 3
41 0 560 2.42 2
42 1 580 3.32 2
43 1 600 3.15 2
44 0 500 3.31 3
45 0 700 2.94 2
46 1 460 3.45 3
47 1 580 3.46 2
48 0 500 2.97 4
49 0 440 2.48 4
50 0 400 3.35 3
51 0 640 3.86 3
52 0 440 3.13 4
53 0 740 3.37 4
54 1 680 3.27 2
55 0 660 3.34 3
56 1 740 4.00 3
57 0 560 3.19 3
58 0 380 2.94 3
59 0 400 3.65 2
60 0 600 2.82 4
61 1 620 3.18 2
62 0 560 3.32 4
63 0 640 3.67 3
64 1 680 3.85 3
65 0 580 4.00 3
66 0 600 3.59 2
67 0 740 3.62 4
68 0 620 3.30 1
69 0 580 3.69 1
70 0 800 3.73 1
71 0 640 4.00 3
72 0 300 2.92 4
73 0 480 3.39 4
74 0 580 4.00 2
75 0 720 3.45 4
76 0 720 4.00 3
77 0 560 3.36 3
78 1 800 4.00 3
79 0 540 3.12 1
80 1 620 4.00 1
81 0 700 2.90 4
82 0 620 3.07 2
83 0 500 2.71 2
84 0 380 2.91 4
85 1 500 3.60 3
86 0 520 2.98 2
87 0 600 3.32 2
88 0 600 3.48 2
89 0 700 3.28 1
90 1 660 4.00 2
91 0 700 3.83 2
92 1 720 3.64 1
93 0 800 3.90 2
94 0 580 2.93 2
95 1 660 3.44 2
96 0 660 3.33 2
97 0 640 3.52 4
98 0 480 3.57 2
99 0 700 2.88 2
100 0 400 3.31 3
101 0 340 3.15 3
102 0 580 3.57 3
103 0 380 3.33 4
104 0 540 3.94 3
105 1 660 3.95 2
106 1 740 2.97 2
107 1 700 3.56 1
108 0 480 3.13 2
109 0 400 2.93 3
110 0 480 3.45 2
111 0 680 3.08 4
112 0 420 3.41 4
113 0 360 3.00 3
114 0 600 3.22 1
115 0 720 3.84 3
116 0 620 3.99 3
117 1 440 3.45 2
118 0 700 3.72 2
119 1 800 3.70 1
120 0 340 2.92 3
121 1 520 3.74 2
122 1 480 2.67 2
123 0 520 2.85 3
124 0 500 2.98 3
125 0 720 3.88 3
126 0 540 3.38 4
127 1 600 3.54 1
128 0 740 3.74 4
129 0 540 3.19 2
130 0 460 3.15 4
131 1 620 3.17 2
132 0 640 2.79 2
133 0 580 3.40 2
134 0 500 3.08 3
135 0 560 2.95 2
136 0 500 3.57 3
137 0 560 3.33 4
138 0 700 4.00 3
139 0 620 3.40 2
140 1 600 3.58 1
141 0 640 3.93 2
142 1 700 3.52 4
143 0 620 3.94 4
144 0 580 3.40 3
145 0 580 3.40 4
146 0 380 3.43 3
147 0 480 3.40 2
148 0 560 2.71 3
149 1 480 2.91 1
150 0 740 3.31 1
151 1 800 3.74 1
152 0 400 3.38 2
153 1 640 3.94 2
154 0 580 3.46 3
155 0 620 3.69 3
156 1 580 2.86 4
157 0 560 2.52 2
158 1 480 3.58 1
159 0 660 3.49 2
160 0 700 3.82 3
161 0 600 3.13 2
162 0 640 3.50 2
163 1 700 3.56 2
164 0 520 2.73 2
165 0 580 3.30 2
166 0 700 4.00 1
167 0 440 3.24 4
168 0 720 3.77 3
169 0 500 4.00 3
170 0 600 3.62 3
171 0 400 3.51 3
172 0 540 2.81 3
173 0 680 3.48 3
174 1 800 3.43 2
175 0 500 3.53 4
176 1 620 3.37 2
177 0 520 2.62 2
178 1 620 3.23 3
179 0 620 3.33 3
180 0 300 3.01 3
181 0 620 3.78 3
182 0 500 3.88 4
183 0 700 4.00 2
184 1 540 3.84 2
185 0 500 2.79 4
186 0 800 3.60 2
187 0 560 3.61 3
188 0 580 2.88 2
189 0 560 3.07 2
190 0 500 3.35 2
191 1 640 2.94 2
192 0 800 3.54 3
193 0 640 3.76 3
194 0 380 3.59 4
195 1 600 3.47 2
196 0 560 3.59 2
197 0 660 3.07 3
198 1 400 3.23 4
199 0 600 3.63 3
200 0 580 3.77 4
201 0 800 3.31 3
202 1 580 3.20 2
203 1 700 4.00 1
204 0 420 3.92 4
205 1 600 3.89 1
206 1 780 3.80 3
207 0 740 3.54 1
208 1 640 3.63 1
209 0 540 3.16 3
210 0 580 3.50 2
211 0 740 3.34 4
212 0 580 3.02 2
213 0 460 2.87 2
214 0 640 3.38 3
215 1 600 3.56 2
216 1 660 2.91 3
217 0 340 2.90 1
218 1 460 3.64 1
219 0 460 2.98 1
220 1 560 3.59 2
221 0 540 3.28 3
222 0 680 3.99 3
223 1 480 3.02 1
224 0 800 3.47 3
225 0 800 2.90 2
226 1 720 3.50 3
227 0 620 3.58 2
228 0 540 3.02 4
229 0 480 3.43 2
230 1 720 3.42 2
231 0 580 3.29 4
232 0 600 3.28 3
233 0 380 3.38 2
234 0 420 2.67 3
235 1 800 3.53 1
236 0 620 3.05 2
237 1 660 3.49 2
238 0 480 4.00 2
239 0 500 2.86 4
240 0 700 3.45 3
241 0 440 2.76 2
242 1 520 3.81 1
243 1 680 2.96 3
244 0 620 3.22 2
245 0 540 3.04 1
246 0 800 3.91 3
247 0 680 3.34 2
248 0 440 3.17 2
249 0 680 3.64 3
250 0 640 3.73 3
[ reached getOption("max.print") -- omitted 150 rows ]
> adm=read.csv("binary.csv")
> head(adm)
admit gre gpa rank
1 0 380 3.61 3
2 1 660 3.67 3
3 1 800 4.00 1
4 1 640 3.19 4
5 0 520 2.93 4
6 1 760 3.00 2
> adm$rank=factor(adm$rank)
> str(adm)
'data.frame': 400 obs. of 4 variables:
$ admit: int 0 1 1 1 0 1 1 0 1 0 ...
$ gre : int 380 660 800 640 520 760 560 400 540 700 ...
$ gpa : num 3.61 3.67 4 3.19 2.93 3 2.98 3.08 3.39 3.92 ...
$ rank : Factor w/ 4 levels "1","2","3","4": 3 3 1 4 4 2 1 2 3 2 ...
> ?xtabs
> xtabs(~admit+rank,data=adm)
rank
admit 1 2 3 4
0 28 97 93 55
1 33 54 28 12
> ?glm
> logitm=glm(admit~gre+gpa+rank,data=adm,family="binomial")
> summary(logitm)

Call:
glm(formula = admit ~ gre + gpa + rank, family = "binomial",
data = adm)

Deviance Residuals:
Min 1Q Median 3Q Max
-1.6268 -0.8662 -0.6388 1.1490 2.0790

Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -3.989979 1.139951 -3.500 0.000465 ***
gre 0.002264 0.001094 2.070 0.038465 *
gpa 0.804038 0.331819 2.423 0.015388 *
rank2 -0.675443 0.316490 -2.134 0.032829 *
rank3 -1.340204 0.345306 -3.881 0.000104 ***
rank4 -1.551464 0.417832 -3.713 0.000205 ***
---
Signif. codes: 0 �***� 0.001 �**� 0.01 �*� 0.05 �.� 0.1 � � 1

(Dispersion parameter for binomial family taken to be 1)

Null deviance: 499.98 on 399 degrees of freedom

Residual deviance: 458.52 on 394 degrees of freedom
AIC: 470.52

Number of Fisher Scoring iterations: 4

> coef1=exp(coef(logitm))
> coef1
(Intercept) gre gpa rank2 rank3 rank4
0.0185001 1.0022670 2.2345448 0.5089310 0.2617923 0.2119375
> coef2=coef1/(1+coef1)
> coef2
(Intercept) gre gpa rank2 rank3 rank4
0.01816406 0.50056611 0.69083749 0.33727915 0.20747653 0.17487497
> install.packages("quantmod")
Installing package into �C:/Users/Priyanshu/Documents/R/win-library/3.5�
(as �lib� is unspecified)
also installing the dependencies �xts�, �zoo�, �TTR�, �curl�

There are binary versions available but the source versions are later:
binary source needs_compilation
xts 0.10-2 0.11-0 TRUE
zoo 1.8-2 1.8-3 TRUE

Binaries will be installed

trying URL 'https://cran.rstudio.com/bin/windows/contrib/3.5/xts_0.10-2.zip'
Content type 'application/zip' length 945523 bytes (923 KB)
downloaded 923 KB

trying URL 'https://cran.rstudio.com/bin/windows/contrib/3.5/zoo_1.8-2.zip'

Content type 'application/zip' length 1100000 bytes (1.0 MB)
downloaded 1.0 MB

trying URL 'https://cran.rstudio.com/bin/windows/contrib/3.5/TTR_0.23-3.zip'

Content type 'application/zip' length 777566 bytes (759 KB)
downloaded 759 KB

trying URL 'https://cran.rstudio.com/bin/windows/contrib/3.5/curl_3.2.zip'

Content type 'application/zip' length 2986287 bytes (2.8 MB)
downloaded 2.8 MB

trying URL 'https://cran.rstudio.com/bin/windows/contrib/3.5/quantmod_0.4-13.zip'

Content type 'application/zip' length 942855 bytes (920 KB)
downloaded 920 KB

package �xts� successfully unpacked and MD5 sums checked

package �zoo� successfully unpacked and MD5 sums checked
package �TTR� successfully unpacked and MD5 sums checked
package �curl� successfully unpacked and MD5 sums checked
package �quantmod� successfully unpacked and MD5 sums checked

The downloaded binary packages are in

 C:\Users\Priyanshu\AppData\Local\Temp\Rtmp80pjcC\downloaded_packages
> library(quantmod)
Loading required package: xts
Loading required package: zoo

Attaching package: �zoo�

The following objects are masked from �package:base�:

as.Date, as.Date.numeric

Loading required package: TTR

Version 0.4-0 included new data defaults. See ?getSymbols.
Learn from a quantmod author: https://www.datacamp.com/courses/importing-and-
managing-financial-data-in-r
Warning messages:
1: package �quantmod� was built under R version 3.5.1
2: package �xts� was built under R version 3.5.1
3: package �zoo� was built under R version 3.5.1
> getSymbols("^NSEI",from="2011-01-01)
+ getSymbols("^NSEI",from="2011-01-01")
Error: unexpected string constant in:
"getSymbols("^NSEI",from="2011-01-01)
getSymbols("^NSEI",from=""
> getSymbols("^NSEI",from="2011-01-01")
�getSymbols� currently uses auto.assign=TRUE by default, but will
use auto.assign=FALSE in 0.5-0. You will still be able to use
�loadSymbols� to automatically load data. getOption("getSymbols.env")
and getOption("getSymbols.auto.assign") will still be checked for
alternate defaults.

This message is shown once per session and may be disabled by setting
options("getSymbols.warning4.0"=FALSE). See ?getSymbols for details.

WARNING: There have been significant changes to Yahoo Finance data.

Please see the Warning section of �?getSymbols.yahoo� for details.

This message is shown once per session and may be disabled by setting
options("getSymbols.yahoo.warning"=FALSE).
[1] "NSEI"
Warning message:
^NSEI contains missing values. Some functions will not work if objects contain
missing values in the middle of the series. Consider using na.omit(), na.approx(),
na.fill(), etc to remove or replace them.
> head(NSEI)
NSEI.Open NSEI.High NSEI.Low NSEI.Close NSEI.Volume NSEI.Adjusted
2011-01-03 6177.45 6178.55 6147.20 6157.60 0 6157.60
2011-01-04 6172.75 6181.05 6124.40 6146.35 0 6146.35
2011-01-05 6141.35 6141.35 6062.35 6079.80 0 6079.80
2011-01-06 6107.00 6116.15 6022.30 6048.25 0 6048.25
2011-01-07 6030.90 6051.20 5883.60 5904.60 0 5904.60
2011-01-10 5901.30 5907.25 5740.95 5762.85 0 5762.85
>
> tail(NSEI)
NSEI.Open NSEI.High NSEI.Low NSEI.Close NSEI.Volume NSEI.Adjusted
2018-07-09 10838.30 10860.35 10807.15 10852.90 183600 10852.90
2018-07-10 10902.75 10956.90 10876.65 10947.25 197000 10947.25
2018-07-11 10956.40 10976.65 10923.00 10948.30 222300 10948.30
2018-07-12 11006.95 11078.30 10999.65 11023.20 248300 11023.20
2018-07-13 11056.90 11071.35 10999.75 11018.90 0 11018.90
2018-07-16 11018.95 11019.50 10926.25 10936.85 210500 10936.85
> tail(Ad(NSEI))
NSEI.Adjusted
2018-07-09 10852.90
2018-07-10 10947.25
2018-07-11 10948.30
2018-07-12 11023.20
2018-07-13 11018.90
2018-07-16 10936.85
> nifret=diff(log(Ad(NSEI)))*100
> symbols=c("INFY.NS","RELIANCE.NS","PIDI.NS")
> getSymbols(symbols,from="2011-01-01")
Warning: PIDI.NS download failed; trying again.
Error: PIDI.NS download failed after two attempts. Error message:
HTTP error 404.
In addition: Warning messages:
1: INFY.NS contains missing values. Some functions will not work if objects contain
missing values in the middle of the series. Consider using na.omit(), na.approx(),
na.fill(), etc to remove or replace them.
2: RELIANCE.NS contains missing values. Some functions will not work if objects
contain missing values in the middle of the series. Consider using na.omit(),
na.approx(), na.fill(), etc to remove or replace them.
> symbols=c("INFY.NS","RELIANCE.NS","PIDILITIND.NS")
> getSymbols(symbols,from="2011-01-01")
[1] "INFY.NS" "RELIANCE.NS" "PIDILITIND.NS"
Warning messages:
1: INFY.NS contains missing values. Some functions will not work if objects contain
missing values in the middle of the series. Consider using na.omit(), na.approx(),
na.fill(), etc to remove or replace them.
2: RELIANCE.NS contains missing values. Some functions will not work if objects
contain missing values in the middle of the series. Consider using na.omit(),
na.approx(), na.fill(), etc to remove or replace them.
3: PIDILITIND.NS contains missing values. Some functions will not work if objects
contain missing values in the middle of the series. Consider using na.omit(),
na.approx(), na.fill(), etc to remove or replace them.
> infy.ret=diff(log(Ad(INFY.NS)))
> rel.ret=diff(log(Ad(RELIANCE.NS)))
> pid.ret=diff(log(Ad(PIDILITIND.NS)))
> dataDaily=na.omit(merge(infy.ret,rel.ret,pid.ret),join="inner")
> reg=list()
> for (i in 1:3){}
> for (i in 1:3){
+ reg[[i]]=lm(dataDaily[,i]~dataDaily[,4])
+ }
Error in `[.xts`(dataDaily, , 4) : subscript out of bounds
> for (i in 1:3){
+ reg[[i]]=lm(dataDaily[,i]~dataDaily[,3])
+ }
> sapply(reg,coef)
[,1] [,2] [,3]
(Intercept) 0.0003279766 0.0002626985 -1.61326e-18
dataDaily[, 3] 0.1062612039 0.2087807023 1.00000e+00