[R] feature not available

From: Stephen Choularton <mail_at_bymouth.com>
Date: Wed 22 Feb 2006 - 06:50:12 EST


Hi  

I am working with this data:    

my data summary is:    

> summary(spi)

      open high low close volume

 Min. :4315 Min. :4365 Min. :4301 Min. :4352 Min. : 0
 1st Qu.:4480 1st Qu.:4497 1st Qu.:4458 1st Qu.:4475 1st Qu.:11135
 Median :4609 Median :4631 Median :4594 Median :4614 Median :14439
 Mean :4620 Mean :4640 Mean :4599 Mean :4620 Mean :16590
 3rd Qu.:4773 3rd Qu.:4796 3rd Qu.:4753 3rd Qu.:4766 3rd Qu.:18294
 Max. :4944 Max. :4954 Max. :4912 Max. :4937 Max. :73559

  openInterest      direction           volatility    volumeXdirection  
 Min.   :     0   Min.   :-62.00000   Min.   : 0.00   Min.   :-2795242  
 1st Qu.:184685   1st Qu.:-19.25000   1st Qu.:30.00   1st Qu.: -248740  
 Median :193233   Median : -1.50000   Median :38.50   Median :  -15905  
 Mean   :188825   Mean   :  0.01563   Mean   :41.58   Mean   :    6275  
 3rd Qu.:199800 3rd Qu.: 17.00000 3rd Qu.:50.00 3rd Qu.: 206325  Max. :236759 Max. : 74.00000 Max. :94.00 Max. : 2024470
 volatilityXdirection     upDown          nextDay      
 Min.   :      0      Min.   :0.0000   Min.   :0.0000  
 1st Qu.: 362816      1st Qu.:0.0000   1st Qu.:0.0000  
 Median : 540187      Median :0.0000   Median :0.0000  
 Mean   : 731595      Mean   :0.4844   Mean   :0.4844  
 3rd Qu.: 996650      3rd Qu.:1.0000   3rd Qu.:1.0000  
 Max.   :3604391      Max.   :1.0000   Max.   :1.0000  

>
 

and trying to do a glm like this:    

> logistic.model = glm(formula = as.factor(nextDay) ~ .,
family=binomial, data=spi[1:50,])
> summary(logistic.model)
 

Call:
glm(formula = as.factor(nextDay) ~ ., family = binomial, data = spi[1:50,

    ])  

Deviance Residuals:

    Min 1Q Median 3Q Max -1.9994 -0.8575 -0.0330 0.7961 1.8376  

Coefficients: (2 not defined because of singularities)

                       Estimate Std. Error z value Pr(>|z|)  
(Intercept)          -3.016e+01  2.934e+01  -1.028   0.3040  
open                 -2.514e-02  8.939e-02  -0.281   0.7785  
high                  7.598e-02  1.295e-01   0.587   0.5575  
low                  -1.065e-01  1.176e-01  -0.905   0.3656  
close                 5.943e-02  7.995e-02   0.743   0.4573  
volume                1.960e-04  1.977e-04   0.991   0.3215  
openInterest          5.728e-05  5.266e-05   1.088   0.2767  
direction                    NA         NA      NA       NA  
volatility                   NA         NA      NA       NA  
volumeXdirection      3.605e-06  3.765e-06   0.958   0.3383  
volatilityXdirection -5.815e-06  5.708e-06  -1.019   0.3082  
upDown               -2.561e+00  1.259e+00  -2.034   0.0419 *
---
Signif. codes:  0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 
 
(Dispersion parameter for binomial family taken to be 1)
 
    Null deviance: 69.235  on 49  degrees of freedom
Residual deviance: 55.000  on 40  degrees of freedom
AIC: 75
 
Number of Fisher Scoring iterations: 7
 

>
I am getting NA for direction and volatility. I got it both before and after casting them as.numeric. Can anyone tell me what I am doing wrong? Thanks Stephen -- 20/02/2006 [[alternative HTML version deleted]] ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Received on Wed Feb 22 06:57:25 2006

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