Tuesday, January 22, 2013

Business App IT Lab - Session 3

Assignment 1a


Fit ‘lm’ and comment on the applicability of ‘lm’
Plot1: Residual vs Independent curve
Plot2: Standard Residual vs independent curve

Solution


> file<-read.csv(file.choose(),header=T)
> file
  mileage groove
1       0 394.33
2       4 329.50
3       8 291.00
4      12 255.17
5      16 229.33
6      20 204.83
7      24 179.00
8      28 163.83
9      32 150.33
> x<-file$groove
> x
[1] 394.33 329.50 291.00 255.17 229.33 204.83 179.00 163.83 150.33
> y<-file$mileage
> y
[1]  0  4  8 12 16 20 24 28 32
> reg1<-lm(y~x)
> res<-resid(reg1)
> res
         1          2          3          4          5          6          7          8          9
 3.6502499 -0.8322206 -1.8696280 -2.5576878 -1.9386386 -1.1442614 -0.5239038  1.4912269  3.7248633
> plot(x,res)

As the plot is parabolic, so we will not be able to do regression.


Assignment 1b - Alpha-Pluto Data


Fit ‘lm’ and comment on the applicability of ‘lm’
Plot1: Residual vs Independent curve
Plot2: Standard Residual vs independent curve

Also do:
Qq plot
Qqline

Solution


> file<-read.csv(file.choose(),header=T)
> file
   alpha pluto
1  0.150    20
2  0.004     0
3  0.069    10
4  0.030     5
5  0.011     0
6  0.004     0
7  0.041     5
8  0.109    20
9  0.068    10
10 0.009     0
11 0.009     0
12 0.048    10
13 0.006     0
14 0.083    20
15 0.037     5
16 0.039     5
17 0.132    20
18 0.004     0
19 0.006     0
20 0.059    10
21 0.051    10
22 0.002     0
23 0.049     5
> x<-file$alpha
> y<-file$pluto
> x
 [1] 0.150 0.004 0.069 0.030 0.011 0.004 0.041 0.109 0.068 0.009 0.009 0.048
[13] 0.006 0.083 0.037 0.039 0.132 0.004 0.006 0.059 0.051 0.002 0.049
> y
 [1] 20  0 10  5  0  0  5 20 10  0  0 10  0 20  5  5 20  0  0 10 10  0  5
> reg1<-lm(y~x)
> res<-resid(reg1)
> res
         1          2          3          4          5          6          7
-4.2173758 -0.0643108 -0.8173877  0.6344584 -1.2223345 -0.0643108 -1.1852930
         8          9         10         11         12         13         14
 2.5653342 -0.6519557 -0.8914706 -0.8914706  2.6566833 -0.3951747  6.8665650
        15         16         17         18         19         20         21
-0.5235652 -0.8544291 -1.2396007 -0.0643108 -0.3951747  0.8369318  2.1603874
        22         23
 0.2665531 -2.5087486
> plot(x,res)

> qqnorm(res)


> qqline(res)

Assignment 2

Justify Null Hypothesis using ANOVA

Solution


As indicated in the below screenshot


As the p-value is 0.687( >5%), we accept the null hypothesis.

Tuesday, January 15, 2013

Business App IT Lab - Session 2


Assignment 1

To bind columns/rows from 2 different matrices into a new matrix


Solution

As indicated in the screenshot below


Assignment 2

Multiply two matrices

Solution

As indicated in the below screenshot


Assignment 3

To read NSE historical data dated from 1st Dec, 2012 to 31st Dec, 2012 from a .csv file.
To find regression between the High Price and the opening share price and also calculating the 
residuals.

Solution

Commands as indicated in the below screenshot


Residuals


 Plot

Assignment 4

To generate data for a normal distribution and plot the distribution curve

Solution

To generate normally distributed random numbers function used is -:

rnorm(N, mean,sd)
where N is the no of observations
mean is the mean vector
sd - standard deviation

As shown below


Plot is as follows

> plot(values,pden)




Tuesday, January 8, 2013

Business App IT Lab - Session 1

R is an open source programming language and software environment for statistical computing and graphics. The R language is widely used among statisticians and data miners for developing statistical software and data analysis. Polls and surveys of data miners are showing R's popularity has increased substantially in recent years.


Assignment 1


Draw a histogram after concatenating 3 data points.


Solution 
Following commands are used
> x<-c(1,2,3)
> plot(x, type = "h")



Assignment 2

Plot both the lines and points with xlab, ylab and names

Solution
Following command is used
> plot(zcol1,type="b",main="NSE Summary",xlab="Time",ylab="Indices")



Assignment 3

Create a scatter plot using High and Low value

Solution
Following commands are used


High Values
> zcol1<-z[,3]

Low values
> zcol2<-z[,4]

To plot the scatter plot 
> plot(zcol1,zcol2)





Assignment 4

Evaluate volatility for the given period

Solution
As indicated in the below screenshot