suppressWarnings(suppressMessages(library("tidyverse")))
# Running Pre-Process R Script
source(here::here("content", "load_and_clean_data.R"))
# Reading Main Dataset
dataset <- read_csv(here::here("dataset", "Main_Dataset.csv"))
# Multi-Collinearity Test
Mulcol<-data.frame(dataset$SPREAD, dataset$SP500, dataset$GOLD, dataset$OIL, dataset$CHHUSD, dataset$JPYUSD, dataset$RGDP, dataset$UNRATE, dataset$rec)
round(cor(Mulcol), digits = 2)
## dataset.SPREAD dataset.SP500 dataset.GOLD dataset.OIL
## dataset.SPREAD 1.00 -0.12 0.34 0.30
## dataset.SP500 -0.12 1.00 0.65 0.50
## dataset.GOLD 0.34 0.65 1.00 0.80
## dataset.OIL 0.30 0.50 0.80 1.00
## dataset.CHHUSD -0.32 -0.55 -0.88 -0.74
## dataset.JPYUSD -0.34 -0.20 -0.60 -0.57
## dataset.RGDP -0.11 0.00 -0.19 -0.24
## dataset.UNRATE 0.77 -0.34 0.40 0.37
## dataset.rec -0.08 -0.20 -0.11 0.07
## dataset.CHHUSD dataset.JPYUSD dataset.RGDP dataset.UNRATE
## dataset.SPREAD -0.32 -0.34 -0.11 0.77
## dataset.SP500 -0.55 -0.20 0.00 -0.34
## dataset.GOLD -0.88 -0.60 -0.19 0.40
## dataset.OIL -0.74 -0.57 -0.24 0.37
## dataset.CHHUSD 1.00 0.58 0.16 -0.34
## dataset.JPYUSD 0.58 1.00 0.10 -0.51
## dataset.RGDP 0.16 0.10 1.00 -0.17
## dataset.UNRATE -0.34 -0.51 -0.17 1.00
## dataset.rec 0.12 0.22 -0.55 -0.01
## dataset.rec
## dataset.SPREAD -0.08
## dataset.SP500 -0.20
## dataset.GOLD -0.11
## dataset.OIL 0.07
## dataset.CHHUSD 0.12
## dataset.JPYUSD 0.22
## dataset.RGDP -0.55
## dataset.UNRATE -0.01
## dataset.rec 1.00
# Option to fillNA with last non NA Value
# library(zoo)
# DataframeName <- na.locf(Main_Dataset)
Today we talked and implementing two different ways as to importing our data. One involves running our pre-process R script, which contains our entire data. The other method just involves reading the final clean and tidy data set we converted into a csv file. Additionally, we added a preliminary multi-collinearity test. We discovered from this preliminary test that there exist a signficant relationship between Unemployment rate and Spread. This is something to consider in our variable selection process. We also discussed about a technique to fillNA with last NA value to help tidy our datasets. Finally, we discussed about potential interactive plots such as, a logistical regression interactive visual and also an interactive time series graph.