【原创】r语言股票相关回归分析附代码数据

ReadthedataintoRDATEOPENING.PRICECLOSING.PRICETRADING.VOLUMEX12017/6/3025.0024.9759561483NA22017/6/2925.1625.1670695831NA32017/6/2825.3825.0094632009NA42017/6/2726.0125.54119838030NA52017/6/2624.9426.48171118298NA62017/6/2321.8424.07125118677NAdeterminetheimpactofthevariousfactorsConsiderthemarginalandbivariatedistributionshistogramoftrading.VOLUMFOPENING.PRICECLOSING.PRICEJul2D16Ott2016|ar)2D17Apr2017|ul2017IJJ2五dJNzLUdc43EPas.Date(datalDATE)correlationanalysisTRADING.VOLUMEToseetherelationshipsbetweenthedifferentvariables,plotthescatterplotbetweenthedifferentvariablesTRADING.VOLUMEOPENING.PRICECLOSING.PRICEOPENING.PRICE1.000000000.98085520.05470954CLOSING.PRICE0.980855251.00000000.12394699TRADING.VOLUME0.054709540.12394701.00000000

OPENING.PRICE1.000000000.98085520.05470954CLOSING.PRICE0.980855251.00000000.12394699TRADING.VOLUME0.054709540.12394701.00000000279OPENINGPRICE1669CLOSINGPRICE42663M17.02■g1O2S372712TRADING,VOLUMEkVOLJME-HG.PRICE-HG.PRICE-OPENING.PRICECLOSING.PRICETCADING.VOLUPJE279OPENINGPRICE1669CLOSINGPRICE42663M17.02■g1O2S372712TRADING,VOLUMEkVOLJME-HG.PRICE-HG.PRICE-OPENING.PRICECLOSING.PRICETCADING.VOLUPJEl.ols分析regressionmodelRegressionmodelAmathematicalmodelthatquantitativelydescribesthestatisticalrelationship.Ifthemathematicalmodelofmultivariatelinearregressioncanbeexpressedasy=00+01*x+&i,where00,01,...,pparep+1parameterstobeestimated,&iareindependentandobeythesamenormaldistributionN(0,o-2),yisarandomvariable;xcanbearandomvariableoranon-randomvariable,0iiscalledaregressioncoefficient,andthedegreeofinfluenceoftheindependentvariableonthedependentvariable.Min1QMedian3QMax-124863372-59073739-3662208826385921899267553Coefficients:EstimateStd.ErrortvaluePr(>|t|)(Intercept)20082859539913820.3720.71OPENING.PRICE-7060381612488065-5.6544.53e-08***CLOSING.PRICE73613899123868475.9431.00e-08***—Signif.codes:0'***'0.001'**'0.01'*'0.05'.'0.1''1Residualstandarderror:100800000on235degreesoffreedomMultipleR-squared:0.1333,AdjustedR-squared:0.1259F-statistic:18.06on2and235DF,p-value:5.037e-08PerformabackwardstepwiseregressionThenIusestepregressiontofindoptimalmodelStart:AIC=8775.09TRADING.VOLUME〜(DATE+OPENING.PRICE+CLOSING.PRICE)-DATEDfSumofSqRS