ITBAL session 5

ITBAL -Session 5

Assignment1 :To find and plot graph returns on daily basis for NSE data more than 6 months

Assignment 2:Do logit analysis for 700 data points and then predict 150 data points

z<-read.csv(file.choose(),header=T)

head(z)

z.data<-z[1:700,1:9]

sapply(z.data,mean)

z.data$ed<-factor(z.data$ed)

logit.est<-glm(default~age+employ+address+income+debtinc+creddebt+othdebt,data=z.data,family="binomial")

summary(logit.est)

confint.default(logit.est)

logit.eg2<-with(z[701:850,1:8],data.frame(age=age,employ=employ,address=address,income=income,debtinc=debtinc,creddebt=creddebt,othdebt=othdebt,ed=factor(1:3)))

logit.eg2$prob<-predict(logit.est,newdata=logit.eg2,type="response")

head(logit.eg2)