Gold Price ROC
Mahesh Gurumoorthi
03/08/2021
Gold Price Analytics (Descriptive Analysis)
This is a Markdown document about Analysis of Gold Stock Price Trend Details
library(gplots)##
## Attaching package: 'gplots'## The following object is masked from 'package:stats':
##
## lowesslibrary(ggplot2)
library(ROCR)
gold <- read.csv("/Users/maheshgurumoorthi/Dropbox/BSE-BOM590111.csv", header = TRUE)
str(gold)## 'data.frame': 1660 obs. of 13 variables:
## $ Date : chr "2017-02-06" "2017-02-03" "2017-02-02" "2017-01-31" ...
## $ Open : num 0.79 0.79 0.83 0.87 0.91 0.91 0.91 0.93 0.89 0.88 ...
## $ High : num 0.79 0.79 0.83 0.87 0.91 0.91 0.91 0.93 0.89 0.88 ...
## $ Low : num 0.76 0.79 0.83 0.87 0.91 0.9 0.91 0.92 0.89 0.85 ...
## $ Close : num 0.76 0.79 0.83 0.87 0.91 0.91 0.91 0.92 0.89 0.85 ...
## $ WAP : num 0.79 0.79 0.83 0.87 0.91 0.91 0.91 0.92 0.88 0.87 ...
## $ No..of.Shares : num 7430 310 75 1050 400 ...
## $ No..of.Trades : num 7 4 1 2 1 6 1 2 2 2 ...
## $ Total.Turnover : num 5848 244 62 913 364 ...
## $ Deliverable.Quantity : num 7430 310 75 1050 400 ...
## $ X..Deli..Qty.to.Traded.Qty: num 100 100 100 100 100 100 100 100 100 100 ...
## $ Spread.H.L : num 0.03 0 0 0 0 0.01 0 0.01 0 0.03 ...
## $ Spread.C.O : num -0.03 0 0 0 0 0 0 -0.01 0 -0.03 ...summary(gold)## Date Open High Low
## Length:1660 Min. : 0.500 Min. : 0.52 Min. : 0.50
## Class :character 1st Qu.: 1.350 1st Qu.: 1.38 1st Qu.: 1.32
## Mode :character Median : 5.255 Median : 5.38 Median : 4.95
## Mean :11.834 Mean :12.17 Mean :11.22
## 3rd Qu.:11.393 3rd Qu.:11.94 3rd Qu.:11.25
## Max. :84.950 Max. :84.95 Max. :71.50
## Close WAP No..of.Shares No..of.Trades
## Min. : 0.520 Min. : 0.000 Min. : 1 Min. : 1.0
## 1st Qu.: 1.350 1st Qu.: 1.336 1st Qu.: 4393 1st Qu.: 14.0
## Median : 5.085 Median : 5.120 Median : 33871 Median : 72.5
## Mean :11.674 Mean :11.689 Mean :101330 Mean :123.0
## 3rd Qu.:11.377 3rd Qu.:11.452 3rd Qu.:153417 3rd Qu.:185.2
## Max. :74.550 Max. :74.972 Max. :849341 Max. :752.0
## Total.Turnover Deliverable.Quantity X..Deli..Qty.to.Traded.Qty
## Min. : 0 Min. : 1 Min. : 4.76
## 1st Qu.: 7160 1st Qu.: 4300 1st Qu.: 78.93
## Median : 108630 Median : 31095 Median :100.00
## Mean : 1664520 Mean : 75754 Mean : 88.68
## 3rd Qu.: 2057775 3rd Qu.:122723 3rd Qu.:100.00
## Max. :23830476 Max. :631381 Max. :100.00
## Spread.H.L Spread.C.O
## Min. : 0.0000 Min. :-17.1500
## 1st Qu.: 0.0400 1st Qu.: -0.1500
## Median : 0.1800 Median : 0.0000
## Mean : 0.9525 Mean : -0.1604
## 3rd Qu.: 0.8900 3rd Qu.: 0.0300
## Max. :23.3000 Max. : 14.0000#adding new variable isexpensive (assumption) as response variable:
gold$isexpensive <- gold$Close > 1.00
set.seed(1)
istest <- runif(nrow(gold)) >0.70
train <- gold[istest == FALSE,]
test <- gold[istest ==TRUE,]
#Model 1 : Open as the only predictor:
fit1 <- glm(gold$isexpensive ~ gold$Open, data = gold, family = binomial())## Warning: glm.fit: fitted probabilities numerically 0 or 1 occurred#Model 2 : High as the only predictor:
fit2 <- glm(gold$isexpensive ~ gold$High, data = gold, family = binomial())## Warning: glm.fit: fitted probabilities numerically 0 or 1 occurred#Model 3 : Close as the only predictor:
fit3 <- glm(gold$isexpensive ~ gold$Close, data = gold, family = binomial())## Warning: glm.fit: algorithm did not converge
## Warning: glm.fit: fitted probabilities numerically 0 or 1 occurredCreating Binary Plot of Gold with Closing Price & Gold Shares on daily basis
## Warning in plot.window(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "colorize" is not a graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter
## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in box(...): "colorize" is not a graphical parameter## Warning in title(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy.coords(x, y), type = type, ...): "colorize" is not a
## graphical parameter## Warning in title(sub = sub.caption, ...): "colorize" is not a graphical
## parameter
## Warning in plot.window(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "colorize" is not a graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter
## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in box(...): "colorize" is not a graphical parameter## Warning in title(...): "colorize" is not a graphical parameter## Warning in title(sub = sub.caption, ...): "colorize" is not a graphical
## parameter
## Warning in plot.window(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "colorize" is not a graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter
## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in box(...): "colorize" is not a graphical parameter## Warning in title(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy.coords(x, y), type = type, ...): "colorize" is not a
## graphical parameter## Warning in title(sub = sub.caption, ...): "colorize" is not a graphical
## parameter
## Warning in plot.window(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "colorize" is not a graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter
## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in box(...): "colorize" is not a graphical parameter## Warning in title(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy.coords(x, y), type = type, ...): "colorize" is not a
## graphical parameter## Warning in title(sub = sub.caption, ...): "colorize" is not a graphical
## parameter
## Warning in plot.window(...): "add" is not a graphical parameter## Warning in plot.window(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "add" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "colorize" is not a graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in box(...): "add" is not a graphical parameter## Warning in box(...): "colorize" is not a graphical parameter## Warning in title(...): "add" is not a graphical parameter## Warning in title(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy.coords(x, y), type = type, ...): "add" is not a graphical
## parameter## Warning in plot.xy(xy.coords(x, y), type = type, ...): "colorize" is not a
## graphical parameter## Warning in title(sub = sub.caption, ...): "add" is not a graphical parameter## Warning in title(sub = sub.caption, ...): "colorize" is not a graphical
## parameter
## Warning in plot.window(...): "add" is not a graphical parameter## Warning in plot.window(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "add" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "colorize" is not a graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in box(...): "add" is not a graphical parameter## Warning in box(...): "colorize" is not a graphical parameter## Warning in title(...): "add" is not a graphical parameter## Warning in title(...): "colorize" is not a graphical parameter## Warning in title(sub = sub.caption, ...): "add" is not a graphical parameter## Warning in title(sub = sub.caption, ...): "colorize" is not a graphical
## parameter
## Warning in plot.window(...): "add" is not a graphical parameter## Warning in plot.window(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "add" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "colorize" is not a graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in box(...): "add" is not a graphical parameter## Warning in box(...): "colorize" is not a graphical parameter## Warning in title(...): "add" is not a graphical parameter## Warning in title(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy.coords(x, y), type = type, ...): "add" is not a graphical
## parameter## Warning in plot.xy(xy.coords(x, y), type = type, ...): "colorize" is not a
## graphical parameter## Warning in title(sub = sub.caption, ...): "add" is not a graphical parameter## Warning in title(sub = sub.caption, ...): "colorize" is not a graphical
## parameter
## Warning in plot.window(...): "add" is not a graphical parameter## Warning in plot.window(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "add" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "colorize" is not a graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in box(...): "add" is not a graphical parameter## Warning in box(...): "colorize" is not a graphical parameter## Warning in title(...): "add" is not a graphical parameter## Warning in title(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy.coords(x, y), type = type, ...): "add" is not a graphical
## parameter## Warning in plot.xy(xy.coords(x, y), type = type, ...): "colorize" is not a
## graphical parameter## Warning in title(sub = sub.caption, ...): "add" is not a graphical parameter## Warning in title(sub = sub.caption, ...): "colorize" is not a graphical
## parameter
## Warning in plot.window(...): "add" is not a graphical parameter## Warning in plot.window(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "add" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "colorize" is not a graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in box(...): "add" is not a graphical parameter## Warning in box(...): "colorize" is not a graphical parameter## Warning in title(...): "add" is not a graphical parameter## Warning in title(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy.coords(x, y), type = type, ...): "add" is not a graphical
## parameter## Warning in plot.xy(xy.coords(x, y), type = type, ...): "colorize" is not a
## graphical parameter## Warning in title(sub = sub.caption, ...): "add" is not a graphical parameter## Warning in title(sub = sub.caption, ...): "colorize" is not a graphical
## parameter
## Warning in plot.window(...): "add" is not a graphical parameter## Warning in plot.window(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "add" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "colorize" is not a graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in box(...): "add" is not a graphical parameter## Warning in box(...): "colorize" is not a graphical parameter## Warning in title(...): "add" is not a graphical parameter## Warning in title(...): "colorize" is not a graphical parameter## Warning in title(sub = sub.caption, ...): "add" is not a graphical parameter## Warning in title(sub = sub.caption, ...): "colorize" is not a graphical
## parameter
## Warning in plot.window(...): "add" is not a graphical parameter## Warning in plot.window(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "add" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "colorize" is not a graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in box(...): "add" is not a graphical parameter## Warning in box(...): "colorize" is not a graphical parameter## Warning in title(...): "add" is not a graphical parameter## Warning in title(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy.coords(x, y), type = type, ...): "add" is not a graphical
## parameter## Warning in plot.xy(xy.coords(x, y), type = type, ...): "colorize" is not a
## graphical parameter## Warning in title(sub = sub.caption, ...): "add" is not a graphical parameter## Warning in title(sub = sub.caption, ...): "colorize" is not a graphical
## parameter
## Warning in plot.window(...): "add" is not a graphical parameter## Warning in plot.window(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "add" is not a graphical parameter## Warning in plot.xy(xy, type, ...): "colorize" is not a graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "add" is not a
## graphical parameter## Warning in axis(side = side, at = at, labels = labels, ...): "colorize" is not a
## graphical parameter## Warning in box(...): "add" is not a graphical parameter## Warning in box(...): "colorize" is not a graphical parameter## Warning in title(...): "add" is not a graphical parameter## Warning in title(...): "colorize" is not a graphical parameter## Warning in plot.xy(xy.coords(x, y), type = type, ...): "add" is not a graphical
## parameter## Warning in plot.xy(xy.coords(x, y), type = type, ...): "colorize" is not a
## graphical parameter## Warning in title(sub = sub.caption, ...): "add" is not a graphical parameter## Warning in title(sub = sub.caption, ...): "colorize" is not a graphical
## parameter## Warning in sqrt(crit * p * (1 - hh)/hh): NaNs produced
## Warning in sqrt(crit * p * (1 - hh)/hh): NaNs produced
Note that the echo = FALSE parameter was added to the code chunk to prevent printing of the R code that generated the plot.