diff --git a/Machine Learning for Economics and Finance/01_Supervised Learning - Regression/01_Auto_data.ipynb b/Machine Learning for Economics and Finance/01_Supervised Learning - Regression/01_Auto_data.ipynb new file mode 100755 index 0000000..d1335d4 --- /dev/null +++ b/Machine Learning for Economics and Finance/01_Supervised Learning - Regression/01_Auto_data.ipynb @@ -0,0 +1,681 @@ +{ + "cells": [ + { + "cell_type": "raw", + "id": "6cbef61b-0897-42bf-b456-c0a409b87c41", + "metadata": {}, + "source": [ + "\\vspace{-4cm}\n", + "\\begin{center}\n", + " \\LARGE{Machine Learning for Economics and Finance}\\\\[0.5cm]\n", + " \\Large{\\textbf{01\\_Auto\\_data}}\\\\[1.0cm]\n", + " \\large{Ole Wilms}\\\\[0.5cm]\n", + " \\large{July 29, 2024}\\\\\n", + "\\end{center}" + ] + }, + { + "cell_type": "raw", + "id": "13be77f3-44f0-4983-b4cb-bd3e4b5dba8b", + "metadata": {}, + "source": [ + "\\setcounter{secnumdepth}{0}" + ] + }, + { + "cell_type": "markdown", + "id": "d10dc1b2-182b-4fc1-bfb0-bb0d5295643b", + "metadata": { + "tags": [], + "user_expressions": [] + }, + "source": [ + "**Get and Set working directory**:" + ] + }, + { + "cell_type": "code", + "execution_count": 3, + "id": "f1cf1749-9e5b-434a-8f45-5d63db20ee2a", + "metadata": { + "editable": true, + "slideshow": { + "slide_type": "" + }, + "tags": [] + }, + "outputs": [ + { + "name": "stdout", + "output_type": "stream", + "text": [ + "/mnt/ds/home/UHH_MLSJ_2024/Code/Python/01_SupLearn_Regression\n" + ] + } + ], + "source": [ + "import os # Package to access system related information \n", + "print(os.getcwd()) # Prints the current working directory\n", + "path = os.getcwd()\n", + "os.chdir(path) # Set the working directory" + ] + }, + { + "cell_type": "code", + "execution_count": 5, + "id": "4c658a6a-1c6a-4350-9c4f-6afdd4dbaa7c", + "metadata": {}, + "outputs": [ + { + "data": { + "text/html": [ + "
| \n", + " | mpg | \n", + "cylinders | \n", + "displacement | \n", + "horsepower | \n", + "weight | \n", + "acceleration | \n", + "year | \n", + "origin | \n", + "name | \n", + "
|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "18.0 | \n", + "8 | \n", + "307.0 | \n", + "130 | \n", + "3504 | \n", + "12.0 | \n", + "70 | \n", + "1 | \n", + "chevrolet chevelle malibu | \n", + "
| 1 | \n", + "15.0 | \n", + "8 | \n", + "350.0 | \n", + "165 | \n", + "3693 | \n", + "11.5 | \n", + "70 | \n", + "1 | \n", + "buick skylark 320 | \n", + "
| 2 | \n", + "18.0 | \n", + "8 | \n", + "318.0 | \n", + "150 | \n", + "3436 | \n", + "11.0 | \n", + "70 | \n", + "1 | \n", + "plymouth satellite | \n", + "
| 3 | \n", + "16.0 | \n", + "8 | \n", + "304.0 | \n", + "150 | \n", + "3433 | \n", + "12.0 | \n", + "70 | \n", + "1 | \n", + "amc rebel sst | \n", + "
| 4 | \n", + "17.0 | \n", + "8 | \n", + "302.0 | \n", + "140 | \n", + "3449 | \n", + "10.5 | \n", + "70 | \n", + "1 | \n", + "ford torino | \n", + "
| \n", + " | mpg | \n", + "cylinders | \n", + "displacement | \n", + "horsepower | \n", + "weight | \n", + "acceleration | \n", + "year | \n", + "origin | \n", + "name | \n", + "
|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "18.0 | \n", + "8 | \n", + "307.0 | \n", + "130 | \n", + "3504 | \n", + "12.0 | \n", + "70 | \n", + "1 | \n", + "chevrolet chevelle malibu | \n", + "
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| 2 | \n", + "18.0 | \n", + "8 | \n", + "318.0 | \n", + "150 | \n", + "3436 | \n", + "11.0 | \n", + "70 | \n", + "1 | \n", + "plymouth satellite | \n", + "
| 3 | \n", + "16.0 | \n", + "8 | \n", + "304.0 | \n", + "150 | \n", + "3433 | \n", + "12.0 | \n", + "70 | \n", + "1 | \n", + "amc rebel sst | \n", + "
| 4 | \n", + "17.0 | \n", + "8 | \n", + "302.0 | \n", + "140 | \n", + "3449 | \n", + "10.5 | \n", + "70 | \n", + "1 | \n", + "ford torino | \n", + "
| \n", + " | mpg | \n", + "cylinders | \n", + "displacement | \n", + "horsepower | \n", + "weight | \n", + "acceleration | \n", + "year | \n", + "origin | \n", + "name | \n", + "
|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "18.0 | \n", + "8 | \n", + "307.0 | \n", + "130 | \n", + "3504 | \n", + "12.0 | \n", + "70 | \n", + "1 | \n", + "chevrolet chevelle malibu | \n", + "
| 1 | \n", + "15.0 | \n", + "8 | \n", + "350.0 | \n", + "165 | \n", + "3693 | \n", + "11.5 | \n", + "70 | \n", + "1 | \n", + "buick skylark 320 | \n", + "
| 2 | \n", + "18.0 | \n", + "8 | \n", + "318.0 | \n", + "150 | \n", + "3436 | \n", + "11.0 | \n", + "70 | \n", + "1 | \n", + "plymouth satellite | \n", + "
| 3 | \n", + "16.0 | \n", + "8 | \n", + "304.0 | \n", + "150 | \n", + "3433 | \n", + "12.0 | \n", + "70 | \n", + "1 | \n", + "amc rebel sst | \n", + "
| 4 | \n", + "17.0 | \n", + "8 | \n", + "302.0 | \n", + "140 | \n", + "3449 | \n", + "10.5 | \n", + "70 | \n", + "1 | \n", + "ford torino | \n", + "
| \n", + " | mpg | \n", + "cylinders | \n", + "displacement | \n", + "horsepower | \n", + "weight | \n", + "acceleration | \n", + "year | \n", + "origin | \n", + "name | \n", + "
|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "18.0 | \n", + "8 | \n", + "307.0 | \n", + "130 | \n", + "3504 | \n", + "12.0 | \n", + "70 | \n", + "1 | \n", + "chevrolet chevelle malibu | \n", + "
| 1 | \n", + "15.0 | \n", + "8 | \n", + "350.0 | \n", + "165 | \n", + "3693 | \n", + "11.5 | \n", + "70 | \n", + "1 | \n", + "buick skylark 320 | \n", + "
| 2 | \n", + "18.0 | \n", + "8 | \n", + "318.0 | \n", + "150 | \n", + "3436 | \n", + "11.0 | \n", + "70 | \n", + "1 | \n", + "plymouth satellite | \n", + "
| 3 | \n", + "16.0 | \n", + "8 | \n", + "304.0 | \n", + "150 | \n", + "3433 | \n", + "12.0 | \n", + "70 | \n", + "1 | \n", + "amc rebel sst | \n", + "
| 4 | \n", + "17.0 | \n", + "8 | \n", + "302.0 | \n", + "140 | \n", + "3449 | \n", + "10.5 | \n", + "70 | \n", + "1 | \n", + "ford torino | \n", + "
| \n", + " | default | \n", + "student | \n", + "balance | \n", + "income | \n", + "
|---|---|---|---|---|
| 0 | \n", + "No | \n", + "No | \n", + "729.526495 | \n", + "44361.625074 | \n", + "
| 1 | \n", + "No | \n", + "Yes | \n", + "817.180407 | \n", + "12106.134700 | \n", + "
| 2 | \n", + "No | \n", + "No | \n", + "1073.549164 | \n", + "31767.138947 | \n", + "
| 3 | \n", + "No | \n", + "No | \n", + "529.250605 | \n", + "35704.493935 | \n", + "
| 4 | \n", + "No | \n", + "No | \n", + "785.655883 | \n", + "38463.495879 | \n", + "
| \n", + " | mpg | \n", + "cylinders | \n", + "displacement | \n", + "horsepower | \n", + "weight | \n", + "acceleration | \n", + "year | \n", + "origin | \n", + "name | \n", + "
|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "18.0 | \n", + "8 | \n", + "307.0 | \n", + "130 | \n", + "3504 | \n", + "12.0 | \n", + "70 | \n", + "1 | \n", + "chevrolet chevelle malibu | \n", + "
| 1 | \n", + "15.0 | \n", + "8 | \n", + "350.0 | \n", + "165 | \n", + "3693 | \n", + "11.5 | \n", + "70 | \n", + "1 | \n", + "buick skylark 320 | \n", + "
| 2 | \n", + "18.0 | \n", + "8 | \n", + "318.0 | \n", + "150 | \n", + "3436 | \n", + "11.0 | \n", + "70 | \n", + "1 | \n", + "plymouth satellite | \n", + "
| 3 | \n", + "16.0 | \n", + "8 | \n", + "304.0 | \n", + "150 | \n", + "3433 | \n", + "12.0 | \n", + "70 | \n", + "1 | \n", + "amc rebel sst | \n", + "
| 4 | \n", + "17.0 | \n", + "8 | \n", + "302.0 | \n", + "140 | \n", + "3449 | \n", + "10.5 | \n", + "70 | \n", + "1 | \n", + "ford torino | \n", + "
| \n", + " | mpg | \n", + "cylinders | \n", + "displacement | \n", + "horsepower | \n", + "weight | \n", + "acceleration | \n", + "year | \n", + "origin | \n", + "name | \n", + "
|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "18.0 | \n", + "8 | \n", + "307.0 | \n", + "130 | \n", + "3504 | \n", + "12.0 | \n", + "70 | \n", + "1 | \n", + "chevrolet chevelle malibu | \n", + "
| 1 | \n", + "15.0 | \n", + "8 | \n", + "350.0 | \n", + "165 | \n", + "3693 | \n", + "11.5 | \n", + "70 | \n", + "1 | \n", + "buick skylark 320 | \n", + "
| 2 | \n", + "18.0 | \n", + "8 | \n", + "318.0 | \n", + "150 | \n", + "3436 | \n", + "11.0 | \n", + "70 | \n", + "1 | \n", + "plymouth satellite | \n", + "
| 3 | \n", + "16.0 | \n", + "8 | \n", + "304.0 | \n", + "150 | \n", + "3433 | \n", + "12.0 | \n", + "70 | \n", + "1 | \n", + "amc rebel sst | \n", + "
| 4 | \n", + "17.0 | \n", + "8 | \n", + "302.0 | \n", + "140 | \n", + "3449 | \n", + "10.5 | \n", + "70 | \n", + "1 | \n", + "ford torino | \n", + "
| \n", + " | default | \n", + "student | \n", + "balance | \n", + "income | \n", + "
|---|---|---|---|---|
| 0 | \n", + "No | \n", + "No | \n", + "729.526495 | \n", + "44361.625074 | \n", + "
| 1 | \n", + "No | \n", + "Yes | \n", + "817.180407 | \n", + "12106.134700 | \n", + "
| 2 | \n", + "No | \n", + "No | \n", + "1073.549164 | \n", + "31767.138947 | \n", + "
| 3 | \n", + "No | \n", + "No | \n", + "529.250605 | \n", + "35704.493935 | \n", + "
| 4 | \n", + "No | \n", + "No | \n", + "785.655883 | \n", + "38463.495879 | \n", + "
| \n", + " | date | \n", + "ret | \n", + "DP | \n", + "CS | \n", + "ntis | \n", + "cay | \n", + "TS | \n", + "svar | \n", + "
|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "19291.0 | \n", + "0.050490 | \n", + "-3.367688 | \n", + "0.010357 | \n", + "0.079805 | \n", + "NaN | \n", + "-0.0083 | \n", + "0.007982 | \n", + "
| 1 | \n", + "19292.0 | \n", + "0.087235 | \n", + "-3.412851 | \n", + "0.011105 | \n", + "0.116197 | \n", + "NaN | \n", + "-0.0113 | \n", + "0.008405 | \n", + "
| 2 | \n", + "19293.0 | \n", + "0.091067 | \n", + "-3.468392 | \n", + "0.012517 | \n", + "0.121390 | \n", + "NaN | \n", + "-0.0083 | \n", + "0.008056 | \n", + "
| 3 | \n", + "19294.0 | \n", + "-0.268418 | \n", + "-3.096184 | \n", + "0.012155 | \n", + "0.163522 | \n", + "NaN | \n", + "0.0037 | \n", + "0.100171 | \n", + "
| 4 | \n", + "19301.0 | \n", + "0.165884 | \n", + "-3.252345 | \n", + "0.010554 | \n", + "0.145496 | \n", + "NaN | \n", + "0.0040 | \n", + "0.004662 | \n", + "
| \n", + " | date | \n", + "ret | \n", + "DP | \n", + "CS | \n", + "ntis | \n", + "cay | \n", + "TS | \n", + "svar | \n", + "
|---|---|---|---|---|---|---|---|---|
| 360 | \n", + "2019-Q1 | \n", + "0.137489 | \n", + "-3.943400 | \n", + "0.010258 | \n", + "-0.023230 | \n", + "-0.039336 | \n", + "0.0017 | \n", + "0.004651 | \n", + "
| 361 | \n", + "2019-Q2 | \n", + "0.042688 | \n", + "-3.960033 | \n", + "0.010006 | \n", + "-0.012562 | \n", + "-0.033844 | \n", + "-0.0010 | \n", + "0.003271 | \n", + "
| 362 | \n", + "2019-Q3 | \n", + "0.017042 | \n", + "-3.951689 | \n", + "0.008505 | \n", + "-0.010862 | \n", + "-0.029529 | \n", + "-0.0019 | \n", + "0.005517 | \n", + "
| 363 | \n", + "2019-Q4 | \n", + "0.090143 | \n", + "-4.015896 | \n", + "0.008410 | \n", + "-0.007222 | \n", + "-0.033609 | \n", + "0.0032 | \n", + "0.002319 | \n", + "
| 364 | \n", + "2020-Q1 | \n", + "-0.193794 | \n", + "-3.769992 | \n", + "0.012252 | \n", + "-0.007731 | \n", + "-0.050141 | \n", + "0.0058 | \n", + "0.079049 | \n", + "
| \n", + " | count | \n", + "mean | \n", + "std | \n", + "min | \n", + "25% | \n", + "50% | \n", + "75% | \n", + "max | \n", + "
|---|---|---|---|---|---|---|---|---|
| ret | \n", + "365.0 | \n", + "0.027951 | \n", + "0.112073 | \n", + "-0.388075 | \n", + "-0.021158 | \n", + "0.035569 | \n", + "0.083677 | \n", + "0.893713 | \n", + "
| DP | \n", + "365.0 | \n", + "-3.391056 | \n", + "0.470778 | \n", + "-4.493159 | \n", + "-3.797300 | \n", + "-3.373817 | \n", + "-3.042370 | \n", + "-1.903915 | \n", + "
| CS | \n", + "365.0 | \n", + "0.010621 | \n", + "0.006545 | \n", + "0.003243 | \n", + "0.006502 | \n", + "0.008524 | \n", + "0.012306 | \n", + "0.051673 | \n", + "
| ntis | \n", + "365.0 | \n", + "0.015432 | \n", + "0.025043 | \n", + "-0.051831 | \n", + "0.005041 | \n", + "0.016489 | \n", + "0.026695 | \n", + "0.163522 | \n", + "
| cay | \n", + "273.0 | \n", + "0.001998 | \n", + "0.022772 | \n", + "-0.050141 | \n", + "-0.017083 | \n", + "0.007632 | \n", + "0.018796 | \n", + "0.042897 | \n", + "
| TS | \n", + "365.0 | \n", + "0.017220 | \n", + "0.012820 | \n", + "-0.035000 | \n", + "0.009000 | \n", + "0.017500 | \n", + "0.026100 | \n", + "0.045300 | \n", + "
| svar | \n", + "365.0 | \n", + "0.008814 | \n", + "0.015153 | \n", + "0.000370 | \n", + "0.002430 | \n", + "0.003984 | \n", + "0.007887 | \n", + "0.114436 | \n", + "
| \n", + " | date | \n", + "ret | \n", + "DP | \n", + "CS | \n", + "ntis | \n", + "cay | \n", + "TS | \n", + "svar | \n", + "
|---|---|---|---|---|---|---|---|---|
| 360 | \n", + "2019-Q1 | \n", + "0.042688 | \n", + "-3.943400 | \n", + "0.010258 | \n", + "-0.023230 | \n", + "-0.039336 | \n", + "0.0017 | \n", + "0.004651 | \n", + "
| 361 | \n", + "2019-Q2 | \n", + "0.017042 | \n", + "-3.960033 | \n", + "0.010006 | \n", + "-0.012562 | \n", + "-0.033844 | \n", + "-0.0010 | \n", + "0.003271 | \n", + "
| 362 | \n", + "2019-Q3 | \n", + "0.090143 | \n", + "-3.951689 | \n", + "0.008505 | \n", + "-0.010862 | \n", + "-0.029529 | \n", + "-0.0019 | \n", + "0.005517 | \n", + "
| 363 | \n", + "2019-Q4 | \n", + "-0.193794 | \n", + "-4.015896 | \n", + "0.008410 | \n", + "-0.007222 | \n", + "-0.033609 | \n", + "0.0032 | \n", + "0.002319 | \n", + "
| 364 | \n", + "2020-Q1 | \n", + "NaN | \n", + "-3.769992 | \n", + "0.012252 | \n", + "-0.007731 | \n", + "-0.050141 | \n", + "0.0058 | \n", + "0.079049 | \n", + "
| Dep. Variable: | ret | R-squared: | 0.129 | \n", + "
|---|---|---|---|
| Model: | OLS | Adj. R-squared: | 0.097 | \n", + "
| Method: | Least Squares | F-statistic: | 4.063 | \n", + "
| Date: | Tue, 01 Apr 2025 | Prob (F-statistic): | 0.000793 | \n", + "
| Time: | 21:31:56 | Log-Likelihood: | 210.80 | \n", + "
| No. Observations: | 172 | AIC: | -407.6 | \n", + "
| Df Residuals: | 165 | BIC: | -385.6 | \n", + "
| Df Model: | 6 | \n", + " | |
| Covariance Type: | nonrobust | \n", + " |
| coef | std err | t | P>|t| | [0.025 | 0.975] | \n", + "|
|---|---|---|---|---|---|---|
| Intercept | 0.2968 | 0.097 | 3.063 | 0.003 | 0.106 | 0.488 | \n", + "
| DP | 0.0839 | 0.028 | 3.031 | 0.003 | 0.029 | 0.139 | \n", + "
| CS | 0.4750 | 1.739 | 0.273 | 0.785 | -2.958 | 3.908 | \n", + "
| ntis | -0.3945 | 0.410 | -0.961 | 0.338 | -1.205 | 0.416 | \n", + "
| cay | 0.4215 | 0.306 | 1.379 | 0.170 | -0.182 | 1.025 | \n", + "
| TS | 0.6310 | 0.482 | 1.309 | 0.192 | -0.320 | 1.583 | \n", + "
| svar | 0.8027 | 0.828 | 0.969 | 0.334 | -0.832 | 2.438 | \n", + "
| Omnibus: | 26.211 | Durbin-Watson: | 1.810 | \n", + "
|---|---|---|---|
| Prob(Omnibus): | 0.000 | Jarque-Bera (JB): | 40.178 | \n", + "
| Skew: | -0.823 | Prob(JB): | 1.89e-09 | \n", + "
| Kurtosis: | 4.701 | Cond. No. | 1.10e+03 | \n", + "
| Dep. Variable: | ret | R-squared: | 0.129 | \n", + "
|---|---|---|---|
| Model: | OLS | Adj. R-squared: | 0.097 | \n", + "
| Method: | Least Squares | F-statistic: | 4.063 | \n", + "
| Date: | Tue, 01 Apr 2025 | Prob (F-statistic): | 0.000793 | \n", + "
| Time: | 21:31:56 | Log-Likelihood: | 210.80 | \n", + "
| No. Observations: | 172 | AIC: | -407.6 | \n", + "
| Df Residuals: | 165 | BIC: | -385.6 | \n", + "
| Df Model: | 6 | \n", + " | |
| Covariance Type: | nonrobust | \n", + " |
| coef | std err | t | P>|t| | [0.025 | 0.975] | \n", + "|
|---|---|---|---|---|---|---|
| const | 0.2968 | 0.097 | 3.063 | 0.003 | 0.106 | 0.488 | \n", + "
| DP | 0.0839 | 0.028 | 3.031 | 0.003 | 0.029 | 0.139 | \n", + "
| CS | 0.4750 | 1.739 | 0.273 | 0.785 | -2.958 | 3.908 | \n", + "
| ntis | -0.3945 | 0.410 | -0.961 | 0.338 | -1.205 | 0.416 | \n", + "
| cay | 0.4215 | 0.306 | 1.379 | 0.170 | -0.182 | 1.025 | \n", + "
| TS | 0.6310 | 0.482 | 1.309 | 0.192 | -0.320 | 1.583 | \n", + "
| svar | 0.8027 | 0.828 | 0.969 | 0.334 | -0.832 | 2.438 | \n", + "
| Omnibus: | 26.211 | Durbin-Watson: | 1.810 | \n", + "
|---|---|---|---|
| Prob(Omnibus): | 0.000 | Jarque-Bera (JB): | 40.178 | \n", + "
| Skew: | -0.823 | Prob(JB): | 1.89e-09 | \n", + "
| Kurtosis: | 4.701 | Cond. No. | 1.10e+03 | \n", + "
LinearRegression()In a Jupyter environment, please rerun this cell to show the HTML representation or trust the notebook.
LinearRegression()
| \n", + " | Coefficients | \n", + "
|---|---|
| svar | \n", + "0.802650 | \n", + "
| TS | \n", + "0.631040 | \n", + "
| cay | \n", + "0.421456 | \n", + "
| ntis | \n", + "-0.394479 | \n", + "
| CS | \n", + "0.474950 | \n", + "
| DP | \n", + "0.083873 | \n", + "
Pipeline(steps=[('columntransformer',\n",
+ " ColumnTransformer(force_int_remainder_cols=False,\n",
+ " remainder='passthrough',\n",
+ " transformers=[('onehotencoder',\n",
+ " OneHotEncoder(), [])],\n",
+ " verbose_feature_names_out=False)),\n",
+ " ('transformedtargetregressor',\n",
+ " TransformedTargetRegressor(func=<ufunc 'log1p'>,\n",
+ " inverse_func=<ufunc 'expm1'>,\n",
+ " regressor=Ridge(alpha=1e-10)))])In a Jupyter environment, please rerun this cell to show the HTML representation or trust the notebook. Pipeline(steps=[('columntransformer',\n",
+ " ColumnTransformer(force_int_remainder_cols=False,\n",
+ " remainder='passthrough',\n",
+ " transformers=[('onehotencoder',\n",
+ " OneHotEncoder(), [])],\n",
+ " verbose_feature_names_out=False)),\n",
+ " ('transformedtargetregressor',\n",
+ " TransformedTargetRegressor(func=<ufunc 'log1p'>,\n",
+ " inverse_func=<ufunc 'expm1'>,\n",
+ " regressor=Ridge(alpha=1e-10)))])ColumnTransformer(force_int_remainder_cols=False, remainder='passthrough',\n",
+ " transformers=[('onehotencoder', OneHotEncoder(), [])],\n",
+ " verbose_feature_names_out=False)[]
OneHotEncoder()
['DP', 'CS', 'ntis', 'cay', 'TS', 'svar']
passthrough
TransformedTargetRegressor(func=<ufunc 'log1p'>, inverse_func=<ufunc 'expm1'>,\n", + " regressor=Ridge(alpha=1e-10))
Ridge(alpha=1e-10)
Ridge(alpha=1e-10)
| \n", + " | date | \n", + "ret | \n", + "DP | \n", + "CS | \n", + "ntis | \n", + "cay | \n", + "TS | \n", + "svar | \n", + "
|---|---|---|---|---|---|---|---|---|
| 92 | \n", + "1952-Q1 | \n", + "1 | \n", + "-2.842696 | \n", + "0.005328 | \n", + "0.032094 | \n", + "-0.010595 | \n", + "0.0104 | \n", + "0.002102 | \n", + "
| 93 | \n", + "1952-Q2 | \n", + "0 | \n", + "-2.845711 | \n", + "0.005425 | \n", + "0.027731 | \n", + "0.000055 | \n", + "0.0089 | \n", + "0.001660 | \n", + "
| 94 | \n", + "1952-Q3 | \n", + "1 | \n", + "-2.828741 | \n", + "0.005521 | \n", + "0.031038 | \n", + "-0.000695 | \n", + "0.0106 | \n", + "0.001076 | \n", + "
| 95 | \n", + "1952-Q4 | \n", + "0 | \n", + "-2.936193 | \n", + "0.005231 | \n", + "0.026535 | \n", + "-0.015950 | \n", + "0.0070 | \n", + "0.001753 | \n", + "
| 96 | \n", + "1953-Q1 | \n", + "0 | \n", + "-2.886819 | \n", + "0.004354 | \n", + "0.024013 | \n", + "-0.019021 | \n", + "0.0093 | \n", + "0.001574 | \n", + "
| \n", + " | count | \n", + "mean | \n", + "std | \n", + "min | \n", + "25% | \n", + "50% | \n", + "75% | \n", + "max | \n", + "
|---|---|---|---|---|---|---|---|---|
| date | \n", + "272.0 | \n", + "19857.500000 | \n", + "196.642857 | \n", + "19521.000000 | \n", + "19689.250000 | \n", + "19857.500000 | \n", + "20025.750000 | \n", + "20194.000000 | \n", + "
| ret | \n", + "272.0 | \n", + "0.028608 | \n", + "0.078468 | \n", + "-0.252154 | \n", + "-0.016725 | \n", + "0.035821 | \n", + "0.076914 | \n", + "0.228211 | \n", + "
| DP | \n", + "272.0 | \n", + "-3.553095 | \n", + "0.404929 | \n", + "-4.493159 | \n", + "-3.906620 | \n", + "-3.498891 | \n", + "-3.279654 | \n", + "-2.778536 | \n", + "
| CS | \n", + "272.0 | \n", + "0.009002 | \n", + "0.003875 | \n", + "0.003243 | \n", + "0.006465 | \n", + "0.008044 | \n", + "0.010598 | \n", + "0.031668 | \n", + "
| ntis | \n", + "272.0 | \n", + "0.011831 | \n", + "0.019359 | \n", + "-0.051831 | \n", + "0.001356 | \n", + "0.015415 | \n", + "0.025945 | \n", + "0.048391 | \n", + "
| cay | \n", + "272.0 | \n", + "0.002189 | \n", + "0.022592 | \n", + "-0.047607 | \n", + "-0.016987 | \n", + "0.007717 | \n", + "0.018797 | \n", + "0.042897 | \n", + "
| TS | \n", + "272.0 | \n", + "0.016710 | \n", + "0.013993 | \n", + "-0.035000 | \n", + "0.006725 | \n", + "0.016000 | \n", + "0.027325 | \n", + "0.045300 | \n", + "
| svar | \n", + "272.0 | \n", + "0.005822 | \n", + "0.009721 | \n", + "0.000370 | \n", + "0.002142 | \n", + "0.003476 | \n", + "0.005951 | \n", + "0.114436 | \n", + "