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  • R Code Linear Regression Car Sales Models Price GDP Inflation

    Загружено:

    Mujahid Khan
    23 просмотров2 страницы
    The R code loads car sales dataset and splits it into individual car models. Linear regression models are created to analyze the relationship between unit sales and independent variables like average petrol price, interest rates, price, GDP, and inflation. The models are compared and tested for heteroskedasticity, autocorrelation, and variance inflation. Coefficients are also calculated using heteroskedastic robust standard errors.

    Исходное описание:

    Many R-Codes for running the Regression analysis, white tests, checking heteroskadiscity etc

    Оригинальное название

    R-Code for various Regressions

    Авторское право

    © © All Rights Reserved

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    The R code loads car sales dataset and splits it into individual car models. Linear regression models are created to analyze the relationship between unit sales and independent variables like average petrol price, interest rates, price, GDP, and inflation. The models are compared and tested for heteroskedasticity, autocorrelation, and variance inflation. Coefficients are also calculated using heteroskedastic robust standard errors.

    Авторское право:

    © All Rights Reserved
    Скачайте в формате DOCX, PDF, TXT или читайте онлайн в Scribd
    Отметить как неприемлемый контент
    23 просмотров2 страницы

    R Code Linear Regression Car Sales Models Price GDP Inflation

    Загружено:

    Mujahid Khan
    The R code loads car sales dataset and splits it into individual car models. Linear regression models are created to analyze the relationship between unit sales and independent variables like average petrol price, interest rates, price, GDP, and inflation. The models are compared and tested for heteroskedasticity, autocorrelation, and variance inflation. Coefficients are also calculated using heteroskedastic robust standard errors.

    Авторское право:

    © All Rights Reserved
    Скачайте в формате DOCX, PDF, TXT или читайте онлайн в Scribd
    Отметить как неприемлемый контент
    из 2

    R Code Used:

    #Loading Dataset (*combined is the .csv file name)


    >combined <- read.csv(file.choose(), header=T)
    >combined
    #swift
    >swift <- read.csv(file.choose(),header=T)
    >swift
    #alto
    >alto <- read.csv(file.choose(),header=T)
    >alto
    #i20
    > i20 <- read.csv(file.choose(),header=T)
    > i20
    #Summary of dataset
    >summary(combined)
    #Finding correlation between independent variables
    > cor(combined)
    #Scatter plot
    > plot(combined)
    # Linear Modelling (combined)
    > model1 <- lm(UnitSales~AvgPetrolPrice+IntRates+Price,combined)
    > summary(model1)
    > model2 <- lm(UnitSales~AvgPetrolPrice+IntRates+Price+GDPPPP, combined)
    > summary(model2)
    > model3 <- lm(UnitSales~AvgPetrolPrice+IntRates+Price+GDPPPP+Inf. , combined)
    > summary(model3)
    # Linear Modelling for individual car models
    # Swift
    > swmodel1 <- lm(SwUnitSales~AvgPetPrice+IntRates+Price, swift)
    > summary(swmodel1)
    > swmodel2 <- lm(SwUnitSales~AvgPetPrice+IntRates+Price+GDPPPP, swift)
    > summary(swmodel2)
    > swmodel3 <- lm(SwUnitSales~AvgPetPrice+IntRates+Price+GDPPPP+Inf. , swift)
    > summary(swmodel3)
    # Alto
    > Almodel1 <- lm(AltoUnitSales~AvgPetrolPrice+Int+Price, alto)
    > summary(Almodel1)
    > Almodel2 <- lm(AltoUnitSales~AvgPetrolPrice+Int+Price+GDPPPP, alto)
    > Summary(Almodel2)
    > Almodel3 <- lm(AltoUnitSales~AvgPetrolPrice+Int+Price+GDPPPP+Inf.,alto)
    > summary(Almodel3)
    #i20
    > i20model1 <- lm(i20unitsales~Avgpetrolprice+Interestrates+Price, i20)
    > summary(i20model1)
    > i20model2 <- lm(i20unitsales~Avgpetrolprice+Interestrates+Price+GDPPPP, i20)
    > summary(i20model2)
    > i20model3 <- lm(i20unitsales~Avgpetrolprice+Interestrates+Price+GDPPPP+Inf., i20)
    > summary(i20model3)
    # Non-Linear Modelling (combined)
    > model1<- lm(log(UnitSales)~AvgPetrolPrice+IntRates+Price,AB)
    > summary(model1)
    > model2<- lm(log(UnitSales)~AvgPetrolPrice+IntRates+Price+GDPPPP,AB)
    > summary(model2)
    > model3<- lm(log(UnitSales)~AvgPetrolPrice+IntRates+Price+GDPPPP+Inf.,AB)
    > summary(model3)
    # Heteroskedasticity Analysis (White test)
    >library(vars)
    >library(het.test)
    >dataset <- data.frame(x=combined$AvgPetPrice, y=combined$UnitSales)
    >wtest1 <- VAR(dataset, p = 1)
    >whites.htest(wtest1)
    >dataset <- data.frame(x=combined$IntRates, y=combined$UnitSales)
    >wtest2 <- VAR(dataset, p = 1)
    >whites.htest(wtest2)
    >dataset <- data.frame(x=combined$Price, y=combined$UnitSales)
    >wtest3 <- VAR(dataset, p = 1)
    >whites.htest(wtest3)
    >dataset <- data.frame(x=combined$GDPPPP, y=combined$UnitSales)
    >wtest4 <- VAR(dataset, p = 1)
    >whites.htest(wtest4)
    >dataset <- data.frame(x=combined$Inf., y=combined$UnitSales)
    >wtest5 <- VAR(dataset, p = 1)
    >whites.htest(wtest5)
    #For VIF, Heteroskedastic robust SE
    library(car)
    library(lmtest)
    library(sandwich)

    vif(*insert model name*)


    coeftest(*insert model name*,vcov=NeweyWest) - Autocorrelation and heterosked robust SE'
    coeftest(model1,vcovHC(model1,type="HC1")) - Heterosked robust SE (White standard
    error)

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