Dataset: StockΒΆ
The stock dataset summarizes in a single file the daily log returns for various stocks over the course of six months. The first 11 columns contain a selection of stocks that are not part of the Dow Jones index. The 12th column is the Dow Jones index. For this dataset, you will investigate how well the Dow Jones index can be predicted from stocks outside of the index.
| File paths: | data/stock
|
|---|---|
| Parameters: | {"name": "Stock",
"predictor_vars": [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10],
"dependent_var": 11,
"training_fraction": 0.55,
"seed": 46290}
|
| Stock Task 1a: |
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DJIA ~ 0.000651 + 0.383539 * GOOG
R2: 0.32374356512031344
DJIA ~ 0.000029 + 0.020212 * BNCN
R2: 0.004604036184207683
DJIA ~ 0.000626 + 0.282106 * C
R2: 0.33641624464110265
DJIA ~ 0.000306 + 0.316048 * CS
R2: 0.3789360735435672
DJIA ~ 0.000860 + 0.306816 * GS
R2: 0.3000157257289533
DJIA ~ -0.000057 + 0.193679 * AMZN
R2: 0.1817079645660783
DJIA ~ 0.000046 + 0.130550 * BBY
R2: 0.06965162708310613
DJIA ~ -0.000235 + 0.399128 * COST
R2: 0.3790779223593208
DJIA ~ -0.000259 + 0.227409 * WAG
R2: 0.18730583335555506
DJIA ~ -0.000114 + 0.195458 * WFM
R2: 0.1868597929476482
DJIA ~ 0.000077 + 0.084588 * TEVA
R2: 0.03166140358409375
| Stock Task 1b: |
|---|
DJIA ~ 0.000741 + 0.186968 * GOOG + 0.034137 * BNCN + 0.166149 * C + 0.072204 * CS + 0.002697 * GS + 0.018266 * AMZN + 0.025766 * BBY + 0.194368 * COST + 0.066522 * WAG + 0.031930 * WFM + -0.007378 * TEVA
R2: 0.7509822589093594
| Stock Task 2: |
|---|
DJIA ~ 0.000332 + 0.224497 * C + 0.329377 * COST
R2: 0.5805478494699166
| Stock Task 3: |
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DJIA ~ -0.000235 + 0.399128 * COST
R2: 0.3790779223593208
DJIA ~ 0.000332 + 0.224497 * C + 0.329377 * COST
R2: 0.5805478494699166
DJIA ~ 0.000791 + 0.251447 * GOOG + 0.210542 * C + 0.252653 * COST
R2: 0.703281311902267
DJIA ~ 0.000689 + 0.236590 * GOOG + 0.203952 * C + 0.226987 * COST + 0.075766 * WAG
R2: 0.7209106251244651
DJIA ~ 0.000801 + 0.224343 * GOOG + 0.034894 * BNCN + 0.209933 * C + 0.231070 * COST + 0.081329 * WAG
R2: 0.7341134441447009
DJIA ~ 0.000777 + 0.198345 * GOOG + 0.035276 * BNCN + 0.183887 * C + 0.066265 * CS + 0.216069 * COST + 0.078031 * WAG
R2: 0.7436820950449193
DJIA ~ 0.000742 + 0.185894 * GOOG + 0.036398 * BNCN + 0.174136 * C + 0.074334 * CS + 0.203057 * COST + 0.074421 * WAG + 0.032955 * WFM
R2: 0.7476479971588288
DJIA ~ 0.000759 + 0.190440 * GOOG + 0.037019 * BNCN + 0.167370 * C + 0.072972 * CS + 0.024389 * BBY + 0.199927 * COST + 0.067938 * WAG + 0.036069 * WFM
R2: 0.7496016581250551
DJIA ~ 0.000740 + 0.184402 * GOOG + 0.034057 * BNCN + 0.166253 * C + 0.073348 * CS + 0.018420 * AMZN + 0.025158 * BBY + 0.194267 * COST + 0.066298 * WAG + 0.032746 * WFM
R2: 0.7507373556562139
DJIA ~ 0.000737 + 0.187752 * GOOG + 0.034286 * BNCN + 0.167210 * C + 0.072282 * CS + 0.018325 * AMZN + 0.026034 * BBY + 0.194870 * COST + 0.066648 * WAG + 0.031824 * WFM + -0.007666 * TEVA
R2: 0.7509695327437934
DJIA ~ 0.000741 + 0.186968 * GOOG + 0.034137 * BNCN + 0.166149 * C + 0.072204 * CS + 0.002697 * GS + 0.018266 * AMZN + 0.025766 * BBY + 0.194368 * COST + 0.066522 * WAG + 0.031930 * WFM + -0.007378 * TEVA
R2: 0.7509822589093594
| Stock Task 4: |
|---|
DJIA ~ 0.000742 + 0.185894 * GOOG + 0.036398 * BNCN + 0.174136 * C + 0.074334 * CS + 0.203057 * COST + 0.074421 * WAG + 0.032955 * WFM
R2: 0.7476479971588288
Adjusted R2: 0.7338474970034522
| Stock Task 5: |
|---|
DJIA ~ 0.000742 + 0.185894 * GOOG + 0.036398 * BNCN + 0.174136 * C + 0.074334 * CS + 0.203057 * COST + 0.074421 * WAG + 0.032955 * WFM
Training R2: 0.7476479971588288
Testing R2: 0.4917286458055039