library(readxl) data_all <- read_excel(“D:/论文/2020-07.xlsx”) View(data_all) fdataall=as.data.frame(data_all) library(“psych”) datapc=fdataall[,c(3:128)] principal(datapc,nfactors = 1) aaa=fdataall[,1] bbb=fdataall[,2] pco=ar(pc v a l u e s , m e t h o d = " m l e " ) p c o values,method = "mle") pco values,method="mle")pcoorder ar(aaa,method=“mle”) o r d e r p c = p r i n c i p a l ( d a t a p c , n f a c t o r s = 1 , s c o r e s = F A L S E ) w r i t e . c s v ( p c v a l u e , f i l e = " D : / 论 文 / a . c s v " , q u o t e = F , r o w . n a m e s = F ) f p c = a s . m a t r i x . d a t a . f r a m e ( f a c t o r p c ) d a p c = a s . m a t r i x . d a t a . f r a m e ( d a t a p c ) f = t ( f p c ) ∗ d a p c f = t ( f p c ) s u m m a r y ( p c m e t h o d ) m s e p c = m s e a r = s u m ( r e s i d u a l s ( a r m e t h o d ) 2 ) / 338 m s e a r r m s e 1 = m s e p c / m s e a r r m s e 1 r m s e 2 s u m m a r y ( s p c m e t h o d ) f o r ( i i n 4 : 129 ) h a r d = l m ( d a t a 3 [ , 2 ] l a g ( d a t a 3 [ , 2 ] , 1 ) + l a g ( d a t a 3 [ , i ] , 1 ) , d a t a = d a t a 3 ) r e s u l t 1 = r b i n d ( r e s u l t 1 , c ( c o l n a m e s ( d a t a 3 ) [ i ] , c o e f ( s u m m a r y ( h a r d ) ) [ 2 , c ( 1 , 2 , 4 ) ] ) ) h a r d f = p r i n c o m p ( d a t p c , c o r = T R U E , s c o r e s = T R U E ) s c r e e p l o t ( h a r d f , t y p e = " l i n e " ) c = p r e d i c t ( h a r d f ) w r i t e . c s v ( c , f i l e = " D : / 论 文 / c . c s v " , q u o t e = F , r o w . n a m e s = F ) g u o d u 1 = r e a d . c s v ( " D : / 论 文 / c . c s v " ) g u o d u 1 = a s . d a t a . f r a m e ( r e a d . c s v ( " D : / 论 文 / c . c s v " ) ) f 3 = g u o d u 1 [ , 1 ] p c m e t h o d = l m ( a a a l a g ( a a a , 1 ) + l a g ( a a a , 2 ) + l a g ( a a a , 3 ) + f f f + l a g ( f f f , 1 ) + l a g ( f f f , 2 ) + l a g ( f f f , 3 ) + l a g ( f f f , 4 ) + l a g ( f f f , 5 ) + l a g ( f f f , 6 ) ) s p c m e t h o d = l m ( a a a l a g ( a a a , 1 ) + l a g ( a a a , 2 ) + l a g ( a a a , 3 ) + f f f 2 + l a g ( f f f 2 , 1 ) + l a g ( f f f 2 , 2 ) + l a g ( f f f 2 , 3 ) + l a g ( f f f 2 , 4 ) + l a g ( f f f 2 , 5 ) + l a g ( f f f 2 , 6 ) + l a g ( f f f 2 , 7 ) + l a g ( f f f 2 , 8 ) + l a g ( f f f 2 , 9 ) ) o f = a r ( t ( f 2 ) , m e t h o d = " o l s " ) o f order pc=principal(datapc,nfactors = 1,scores = FALSE) write.csv(pcvalue,file="D:/论文/a.csv",quote=F,row.names = F) fpc=as.matrix.data.frame(factor_pc) dapc=as.matrix.data.frame(datapc) f=t(fpc)*dapc f=t(fpc)%*%t(dapc) summary(pcmethod) msepc=msear=sum(residuals(armethod)^2) /338 msear rmse1=msepc/msear rmse1 rmse2 summary(spcmethod) for(i in 4:129){ hard=lm(data3[,2]~lag(data3[,2],1)+lag(data3[,i],1),data=data3) result1=rbind(result1,c(colnames(data3)[i],coef(summary(hard))[2,c(1,2,4)])) } hardf=princomp(datpc,cor = TRUE,scores = TRUE) screeplot(hardf,type = "line") c=predict(hardf) write.csv(c,file="D:/论文/c.csv",quote=F,row.names = F) guodu1=read.csv("D:/论文/c.csv") guodu1=as.data.frame(read.csv("D:/论文/c.csv")) f3=guodu1[,1] pcmethod=lm(aaa~lag(aaa,1)+lag(aaa,2)+lag(aaa,3)+fff+lag(fff,1)+lag(fff,2)+lag(fff,3)+lag(fff,4)+lag(fff,5)+lag(fff,6)) spcmethod=lm(aaa~lag(aaa,1)+lag(aaa,2)+lag(aaa,3)+fff2+lag(fff2,1)+lag(fff2,2)+lag(fff2,3)+lag(fff2,4)+lag(fff2,5)+lag(fff2,6)+lag(fff2,7)+lag(fff2,8)+lag(fff2,9)) of=ar(t(f2),method = "ols") of orderpc=principal(datapc,nfactors=1,scores=FALSE)write.csv(pcvalue,file="D:/论文/a.csv",quote=F,row.names=F)fpc=as.matrix.data.frame(factorpc)dapc=as.matrix.data.frame(datapc)f=t(fpc)∗dapcf=t(fpc)summary(pcmethod)msepc=msear=sum(residuals(armethod)2)/338msearrmse1=msepc/msearrmse1rmse2summary(spcmethod)for(iin4:129)hard=lm(data3[,2] lag(data3[,2],1)+lag(data3[,i],1),data=data3)result1=rbind(result1,c(colnames(data3)[i],coef(summary(hard))[2,c(1,2,4)]))hardf=princomp(datpc,cor=TRUE,scores=TRUE)screeplot(hardf,type="line")c=predict(hardf)write.csv(c,file="D:/论文/c.csv",quote=F,row.names=F)guodu1=read.csv("D:/论文/c.csv")guodu1=as.data.frame(read.csv("D:/论文/c.csv"))f3=guodu1[,1]pcmethod=lm(aaa lag(aaa,1)+lag(aaa,2)+lag(aaa,3)+fff+lag(fff,1)+lag(fff,2)+lag(fff,3)+lag(fff,4)+lag(fff,5)+lag(fff,6))spcmethod=lm(aaa lag(aaa,1)+lag(aaa,2)+lag(aaa,3)+fff2+lag(fff2,1)+lag(fff2,2)+lag(fff2,3)+lag(fff2,4)+lag(fff2,5)+lag(fff2,6)+lag(fff2,7)+lag(fff2,8)+lag(fff2,9))of=ar(t(f2),method="ols")oforder summary(spcmethod) msespc=sum(residuals(spcmethod)^2)/338 result4=c() for(i in 4:254){ hardsqu=lm(da4[,2]~lag(da4[,i],1),data=da4) result4=rbind(result4,c(colnames(da4)[i],coef(summary(hardsqu))[2,c(1,2,4)]))} result4 write.csv(result4,file=“D:/论文/result4.csv”,quote=F,row.names = F) library(readxl) datspc <- read_excel(“D:/论文/hardtspc-30variables.xlsx”) View(datspc) hardsf=princomp(datspc,cor = true,scores = true) hardsf=princomp(datspc,cor = true,scores = TRUE) hardsf=princomp(datspc,cor = TRUE,scores = TRUE) predict(hardsf) screeplot(hardsf,type = “line”) hardsf write.csv(predict(hardsf),file=“D:/论文/d.csv”,quote=F,row.names = F) guodu2=as.data.frame(read.csv(“D:/论文/d.csv”)) View(guodu2) f4=guodu2[,1] of4=ar(f4,method = “mle”) of4$order tspcmethod=lm(aaa~lag(aaa,1)+lag(aaa,2)+lag(aaa,3)+f4+lag(f4,1)+lag(f4,2)+lag(f4,3)+lag(f4,4)+lag(f4,5)+lag(f4,6)+lag(f4,7)+lag(f4,8)+lag(f4,9)) summary(tpcmethod) msetspc=sum(residuals(tspcmethod)^2)/338 rmse4=msetspc/msear lars=lars(x,y,type = “lar”) x=as.matrix(data[,2]) y=as.matrix(data[,c(3:129)]) lars=lars(x,y,type = “lar”)
laspca1=lm(aaat1~lag(aaat1,1)+lag(aaat1,2)+fa11+lag(fa11,1)+fa12+lag(fa12,1)+fa13+lag(fa13,1)+fa14+lag(fa14,1)+fa15+lag(fa15,1)) mselaat1=sum(residuals(laspca1)) rmselaat1=mselaat1/msear rmselaat1 fa26=guoduat2[c(132:215),6] laspca1=lm(aaat2~lag(aaat2,1)+lag(aaat2,2)+fa21+lag(fa21,1)+fa22+lag(fa22,1)+fa23+lag(fa23,1)+fa24+lag(fa24,1)+fa25+lag(fa25,1)+f26) laspca1=lm(aaat2~lag(aaat2,1)+lag(aaat2,2)+fa21+lag(fa21,1)+fa22+lag(fa22,1)+fa23+lag(fa23,1)+fa24+lag(fa24,1)+fa25+lag(fa25,1)+fa26) laspca2=lm(aaat2~lag(aaat2,1)+lag(aaat2,2)+fa21+lag(fa21,1)+fa22+lag(fa22,1)+fa23+lag(fa23,1)+fa24+lag(fa24,1)+fa25+lag(fa25,1)+f26) laspca1=lm(aaat1~lag(aaat1,1)+lag(aaat1,2)+fa11+lag(fa11,1)+fa12+lag(fa12,1)+fa13+lag(fa13,1)+fa14+lag(fa14,1)+fa15+lag(fa15,1)) laspca1=lm(aaat1~lag(aaat1,1)+lag(aaat1,2)+fa11+lag(fa11,1)+fa12+lag(fa12,1)+fa13+lag(fa13,1)+fa14+lag(fa14,1)+fa15+lag(fa15,1)) fa12=guodunat1[c(1:131),2] laspca1=lm(aaat1~lag(aaat1,1)+lag(aaat1,2)+fa11+lag(fa11,1)+fa12+lag(fa12,1)+fa13+lag(fa13,1)+fa14+lag(fa14,1)+fa15+lag(fa15,1)) laspca2=lm(aaat2~lag(aaat2,1)+lag(aaat2,2)+fa21+lag(fa21,1)+fa22+lag(fa22,1)+fa23+lag(fa23,1)+fa24+lag(fa24,1)+fa25+lag(fa25,1)+fa26) summary(laspca2) mselaat2=sum(residuals(laspca2)) rmselaat2=mselaat2/msear rmselaat2 pca2=princomp(at3dalsspc,cor=TRUE) summary(pca3) pca2=princomp(at2dalsspc,cor=TRUE) pca3=princomp(at3dalsspc,cor=TRUE) summary(pca3) fa.parallel(at3dalsspc, fa = ‘pc’, n.iter = 100, show.legend = FALSE) guoduat3=predict(pca3) fa31=guoduat2[c(216:320),1] fa31=guoduat3[c(216:320),1] fa32=guoduat3[c(216:320),2] fa33=guoduat3[c(216:320),3] fa34=guoduat3[c(216:320),4] fa35=guoduat3[c(216:320),5] oat3 o r d e r l a s p c a 3 = l m ( a a a t 3 l a g ( a a a t 3 , 1 ) + l a g ( a a a t 3 , 2 ) + f a 31 + l a g ( f a 31 , 1 ) + f a 32 + l a g ( f a 32 , 1 ) + f a 33 + l a g ( f a 33 , 1 ) + f a 34 + l a g ( f a 34 , 1 ) + f a 35 + l a g ( f a 35 , 1 ) ) s u m m a r y ( l a s p c a 3 ) m s e l a a t 3 = s u m ( r e s i d u a l s ( l a s p c a 3 ) ) r m s e l a a t 3 = m s e l a a t 3 / m s e a r r m s e l a a t 3 p c a 4 = p r i n c o m p ( a t 4 d a l s s p c , c o r = T R U E ) s u m m a r y ( p c a 4 ) f a . p a r a l l e l ( a t 4 d a l s s p c , f a = ′ p c ′ , n . i t e r = 100 , s h o w . l e g e n d = F A L S E ) g u o d u a t 4 = p r e d i c t ( p c a 4 ) f a 41 = g u o d u a t 4 [ c ( 321 : 336 ) , 1 ] f a 42 = g u o d u a t 4 [ c ( 321 : 336 ) , 2 ] f a 43 = g u o d u a t 4 [ c ( 321 : 336 ) , 3 ] o a t 4 order laspca3=lm(aaat3~lag(aaat3,1)+lag(aaat3,2)+fa31+lag(fa31,1)+fa32+lag(fa32,1)+fa33+lag(fa33,1)+fa34+lag(fa34,1)+fa35+lag(fa35,1)) summary(laspca3) mselaat3=sum(residuals(laspca3)) rmselaat3=mselaat3/msear rmselaat3 pca4=princomp(at4dalsspc,cor=TRUE) summary(pca4) fa.parallel(at4dalsspc, fa = 'pc', n.iter = 100, show.legend = FALSE) guoduat4=predict(pca4) fa41=guoduat4[c(321:336),1] fa42=guoduat4[c(321:336),2] fa43=guoduat4[c(321:336),3] oat4 orderlaspca3=lm(aaat3 lag(aaat3,1)+lag(aaat3,2)+fa31+lag(fa31,1)+fa32+lag(fa32,1)+fa33+lag(fa33,1)+fa34+lag(fa34,1)+fa35+lag(fa35,1))summary(laspca3)mselaat3=sum(residuals(laspca3))rmselaat3=mselaat3/msearrmselaat3pca4=princomp(at4dalsspc,cor=TRUE)summary(pca4)fa.parallel(at4dalsspc,fa=′pc′,n.iter=100,show.legend=FALSE)guoduat4=predict(pca4)fa41=guoduat4[c(321:336),1]fa42=guoduat4[c(321:336),2]fa43=guoduat4[c(321:336),3]oat4order laspca4=lm(aaat4~lag(aaat4,1)+lag(aaat4,2)+fa41+lag(fa41,1)+fa42+lag(fa42,1)+fa43+lag(fa43,1)) summary(laspca4) mselaat4=sum(residuals(laspca4)) rmselaat4 rmselaat4=mselaat4/msear rmselaat4 pcb1=princomp(bt1dalsspc,cor=TRUE) summary(pcb1) fa.parallel(bt1dalsspc, fa = ‘pc’, n.iter = 100, show.legend = FALSE) guodubt1=predict(pcb1) fb11=guodubt1[c(1:131),1] fb12=guodubt1[c(1:131),2] fb13=guodubt1[c(1:131),3] fb14=guodubt1[c(1:131),4] fb15=guodubt1[c(1:131),5] obt1 o r d e r l a s p c b 1 = l m ( b b b t 1 l a g ( b b b t 1 , 1 ) + l a g ( b b b t 1 , 2 ) + f b 11 + l a g ( f b 11 , 1 ) + f b 12 + l a g ( f b 12 , 1 ) + f b 13 + l a g ( f b 13 , 1 ) + f b 14 + l a g ( f b 14 , 1 ) + f b 15 + l a g ( f b 15 , 1 ) ) s u m m a r y ( l a s p c b 1 ) m s e l a b t 1 = s u m ( r e s i d u a l s ( l a s p c b 1 ) ) r m s e l a b t 1 = m s e l a b t 1 / m s e a r r m s e l a b t 1 p c b 2 = p r i n c o m p ( b t 2 d a l s s p c , c o r = T R U E ) s u m m a r y ( p c b 2 ) f a . p a r a l l e l ( b t 2 d a l s s p c , f a = ′ p c ′ , n . i t e r = 100 , s h o w . l e g e n d = F A L S E ) g u o d u b t 2 = p r e d i c t ( p c b 2 ) f b 21 = g u o d u b t 2 [ c ( 132 : 215 ) , 1 ] f b 22 = g u o d u b t 2 [ c ( 132 : 215 ) , 2 ] f b 23 = g u o d u b t 2 [ c ( 132 : 215 ) , 3 ] f b 24 = g u o d u b t 2 [ c ( 132 : 215 ) , 4 ] f b 25 = g u o d u b t 2 [ c ( 132 : 215 ) , 5 ] f b 26 = g u o d u b t 2 [ c ( 132 : 215 ) , 6 ] o b t 2 order laspcb1=lm(bbbt1~lag(bbbt1,1)+lag(bbbt1,2)+fb11+lag(fb11,1)+fb12+lag(fb12,1)+fb13+lag(fb13,1)+fb14+lag(fb14,1)+fb15+lag(fb15,1)) summary(laspcb1) mselabt1=sum(residuals(laspcb1)) rmselabt1=mselabt1/msear rmselabt1 pcb2=princomp(bt2dalsspc,cor=TRUE) summary(pcb2) fa.parallel(bt2dalsspc, fa = 'pc', n.iter = 100, show.legend = FALSE) guodubt2=predict(pcb2) fb21=guodubt2[c(132:215),1] fb22=guodubt2[c(132:215),2] fb23=guodubt2[c(132:215),3] fb24=guodubt2[c(132:215),4] fb25=guodubt2[c(132:215),5] fb26=guodubt2[c(132:215),6] obt2 orderlaspcb1=lm(bbbt1 lag(bbbt1,1)+lag(bbbt1,2)+fb11+lag(fb11,1)+fb12+lag(fb12,1)+fb13+lag(fb13,1)+fb14+lag(fb14,1)+fb15+lag(fb15,1))summary(laspcb1)mselabt1=sum(residuals(laspcb1))rmselabt1=mselabt1/msearrmselabt1pcb2=princomp(bt2dalsspc,cor=TRUE)summary(pcb2)fa.parallel(bt2dalsspc,fa=′pc′,n.iter=100,show.legend=FALSE)guodubt2=predict(pcb2)fb21=guodubt2[c(132:215),1]fb22=guodubt2[c(132:215),2]fb23=guodubt2[c(132:215),3]fb24=guodubt2[c(132:215),4]fb25=guodubt2[c(132:215),5]fb26=guodubt2[c(132:215),6]obt2order laspcb2=lm(bbbt2~lag(bbbt2,1)+lag(bbbt2,2)+fb21+lag(fb21,1)+fb22+lag(fb22,1)+fb23+lag(fb23,1)+fb24+lag(fb24,1)+fb25+lag(fb25,1)+fb26) summary(laspcb2) mselabt2=sum(residuals(laspcb2)) rmselabt2=mselabt2/msear rmselabt2 pcb3=princomp(bt3dalsspc,cor=TRUE) fa.parallel(bt3dalsspc, fa = ‘pc’, n.iter = 100, show.legend = FALSE) guodubt3=predict(pcb3) fb31=guodubt3[c(216:320),1] fb32=guodubt3[c(216:320),2] fb33=guodubt3[c(216:320),3] fb34=guodubt3[c(216:320),4] fb35=guodubt3[c(216:320),5] obt3 o r d e r l a s p c b 3 = l m ( b b b t 3 l a g ( b b b t 3 , 1 ) + l a g ( b b b t 3 , 2 ) + f b 31 + l a g ( f b 31 , 1 ) + f b 32 + l a g ( f b 32 , 1 ) + f b 33 + l a g ( f b 33 , 1 ) + f b 34 + l a g ( f b 34 , 1 ) + f b 35 + l a g ( f b 35 , 1 ) ) s u m m a r y ( l a s p c b 3 ) m s e l a b t 3 = s u m ( r e s i d u a l s ( l a s p c b 3 ) ) r m s e l a b t 3 = m s e l a b t 3 / m s e a r r m s e l a b t 3 p c b 4 = p r i n c o m p ( b t 4 d a l s s p c , c o r = T R U E ) f a . p a r a l l e l ( b t 4 d a l s s p c , f a = ′ p c ′ , n . i t e r = 100 , s h o w . l e g e n d = F A L S E ) g u o d u b t 4 = p r e d i c t ( p c b 4 ) f b 41 = g u o d u b t 4 [ c ( 321 : 336 ) , 1 ] f b 42 = g u o d u b t 4 [ c ( 321 : 336 ) , 2 ] f b 43 = g u o d u b t 4 [ c ( 321 : 336 ) , 3 ] l a s p c b 4 = l m ( b b b t 4 l a g ( b b b t 4 , 1 ) + l a g ( b b b t 4 , 2 ) + f b 41 + l a g ( f b 41 , 1 ) + f b 42 + l a g ( f b 42 , 1 ) + f b 43 + l a g ( f b 43 , 1 ) ) s u m m a r y ( l a s p c b 4 ) m s e l a b t 4 = s u m ( r e s i d u a l s ( l a s p c b 4 ) ) r m s e l a b t 4 = m s e l a b t 4 / m s e a r r m s e l a b t 4 a p c t 1 = d a t 1 [ , c ( 1 ； 126 ) ] a p c t 1 = d a t 1 [ , c ( 1 : 126 ) ] a p c t 2 = d a t 2 n e w [ , c ( 1 : 126 ) ] a p c t 3 = d a t 3 [ , c ( 1 : 126 ) ] a p c t 4 = d a t 4 [ , c ( 1 : 126 ) ] f a . p a r a l l e l ( a p c t 1 , f a = ′ p c ′ , n . i t e r = 100 , s h o w . l e g e n d = F A L S E ) f a . p a r a l l e l ( a p c t 2 , f a = ′ p c ′ , n . i t e r = 100 , s h o w . l e g e n d = F A L S E ) f a . p a r a l l e l ( a p c t 3 , f a = ′ p c ′ , n . i t e r = 100 , s h o w . l e g e n d = F A L S E ) f a . p a r a l l e l ( a p c t 3 , f a = ′ p c ′ , n . i t e r = 100 , s h o w . l e g e n d = F A L S E ) f a . p a r a l l e l ( a p c t 4 , f a = ′ p c ′ , n . i t e r = 100 , s h o w . l e g e n d = F A L S E ) p c = p r i n c o m p ( a p c t 1 ) s u m m a r y ( p c ) g u o d u p c 1 = p r e d i c t ( p c ) f p c 11 = g u o d u p c 1 [ , 1 ] f p c 12 = g u o d u p c 1 [ , 2 ] V i e w ( g u o d u p c 1 ) f p c 13 = g u o d u p c 1 [ , 3 ] f p c 14 = g u o d u p c 1 [ , 4 ] p c a 1 = l m ( a a a t 1 l a g ( a a a t 1 , 1 ) + l a g ( a a a t 1 , 2 ) + f p c 11 + l a g ( f p c 11 , 1 ) + f b p c 12 + l a g ( f p c 12 , 1 ) + f p c 13 + l a g ( f p c 13 , 1 ) + f p c 14 + l a g ( f p c 14 , 1 ) ) p c a 1 = l m ( a a a t 1 l a g ( a a a t 1 , 1 ) + l a g ( a a a t 1 , 2 ) + f p c 11 + l a g ( f p c 11 , 1 ) + f p c 12 + l a g ( f p c 12 , 1 ) + f p c 13 + l a g ( f p c 13 , 1 ) + f p c 14 + l a g ( f p c 14 , 1 ) ) p c a t 1 = l m ( a a a t 1 l a g ( a a a t 1 , 1 ) + l a g ( a a a t 1 , 2 ) + f p c 11 + l a g ( f p c 11 , 1 ) + f p c 12 + l a g ( f p c 12 , 1 ) + f p c 13 + l a g ( f p c 13 , 1 ) + f p c 14 + l a g ( f p c 14 , 1 ) ) s u m m a r y ( p c a t 1 ) m s e p c a t 1 = s u m ( r e s i d u a l s ( p c a t 1 ) ) r m s e p c a t 1 = m s e p c a t 1 / m s e a r r m s e p c a t 1 p c b t 1 = l m ( b b b t 1 l a g ( b b b t 1 , 1 ) + l a g ( b b b t 1 , 2 ) + f p c 11 + l a g ( f p c 11 , 1 ) + f p c 12 + l a g ( f p c 12 , 1 ) + f p c 13 + l a g ( f p c 13 , 1 ) + f p c 14 + l a g ( f p c 14 , 1 ) ) s u m m a r y ( p c b t 1 ) m s e p c b t 1 = s u m ( r e s i d u a l s ( p c b t 1 ) ) r m s e p c b t 1 = m s e p c b t 1 / m s e a r r m s e p c b t 1 p c 2 = p r i n c o m p ( a p c t 2 ) p r i n c i p a l ( a p c t 2 , n f a c t o r s = 3 ) w w = p r i n c i p a l ( a p c t 2 , n f a c t o r s = 3 ) w w order laspcb3=lm(bbbt3~lag(bbbt3,1)+lag(bbbt3,2)+fb31+lag(fb31,1)+fb32+lag(fb32,1)+fb33+lag(fb33,1)+fb34+lag(fb34,1)+fb35+lag(fb35,1)) summary(laspcb3) mselabt3=sum(residuals(laspcb3)) rmselabt3=mselabt3/msear rmselabt3 pcb4=princomp(bt4dalsspc,cor=TRUE) fa.parallel(bt4dalsspc, fa = 'pc', n.iter = 100, show.legend = FALSE) guodubt4=predict(pcb4) fb41=guodubt4[c(321:336),1] fb42=guodubt4[c(321:336),2] fb43=guodubt4[c(321:336),3] laspcb4=lm(bbbt4~lag(bbbt4,1)+lag(bbbt4,2)+fb41+lag(fb41,1)+fb42+lag(fb42,1)+fb43+lag(fb43,1)) summary(laspcb4) mselabt4=sum(residuals(laspcb4)) rmselabt4=mselabt4/msear rmselabt4 apct1=dat1[,c(1；126)] apct1=dat1[,c(1:126)] apct2=dat2new[,c(1:126)] apct3=dat3[,c(1:126)] apct4=dat4[,c(1:126)] fa.parallel(apct1, fa = 'pc', n.iter = 100, show.legend = FALSE) fa.parallel(apct2, fa = 'pc', n.iter = 100, show.legend = FALSE) fa.parallel(apct3, fa = 'pc', n.iter = 100, show.legend = FALSE) fa.parallel(apct3, fa = 'pc', n.iter = 100, show.legend = FALSE) fa.parallel(apct4, fa = 'pc', n.iter = 100, show.legend = FALSE) pc=princomp(apct1) summary(pc) guodupc1=predict(pc) fpc11=guodupc1[,1] fpc12=guodupc1[,2] View(guodupc1) fpc13=guodupc1[,3] fpc14=guodupc1[,4] pca1=lm(aaat1~lag(aaat1,1)+lag(aaat1,2)+fpc11+lag(fpc11,1)+fbpc12+lag(fpc12,1)+fpc13+lag(fpc13,1)+fpc14+lag(fpc14,1)) pca1=lm(aaat1~lag(aaat1,1)+lag(aaat1,2)+fpc11+lag(fpc11,1)+fpc12+lag(fpc12,1)+fpc13+lag(fpc13,1)+fpc14+lag(fpc14,1)) pcat1=lm(aaat1~lag(aaat1,1)+lag(aaat1,2)+fpc11+lag(fpc11,1)+fpc12+lag(fpc12,1)+fpc13+lag(fpc13,1)+fpc14+lag(fpc14,1)) summary(pcat1) msepcat1=sum(residuals(pcat1)) rmsepcat1=msepcat1/msear rmsepcat1 pcbt1=lm(bbbt1~lag(bbbt1,1)+lag(bbbt1,2)+fpc11+lag(fpc11,1)+fpc12+lag(fpc12,1)+fpc13+lag(fpc13,1)+fpc14+lag(fpc14,1)) summary(pcbt1) msepcbt1=sum(residuals(pcbt1)) rmsepcbt1=msepcbt1/msear rmsepcbt1 pc2=princomp(apct2) principal(apct2,nfactors = 3) ww=principal(apct2,nfactors = 3) ww orderlaspcb3=lm(bbbt3 lag(bbbt3,1)+lag(bbbt3,2)+fb31+lag(fb31,1)+fb32+lag(fb32,1)+fb33+lag(fb33,1)+fb34+lag(fb34,1)+fb35+lag(fb35,1))summary(laspcb3)mselabt3=sum(residuals(laspcb3))rmselabt3=mselabt3/msearrmselabt3pcb4=princomp(bt4dalsspc,cor=TRUE)fa.parallel(bt4dalsspc,fa=′pc′,n.iter=100,show.legend=FALSE)guodubt4=predict(pcb4)fb41=guodubt4[c(321:336),1]fb42=guodubt4[c(321:336),2]fb43=guodubt4[c(321:336),3]laspcb4=lm(bbbt4 lag(bbbt4,1)+lag(bbbt4,2)+fb41+lag(fb41,1)+fb42+lag(fb42,1)+fb43+lag(fb43,1))summary(laspcb4)mselabt4=sum(residuals(laspcb4))rmselabt4=mselabt4/msearrmselabt4apct1=dat1[,c(1；126)]apct1=dat1[,c(1:126)]apct2=dat2new[,c(1:126)]apct3=dat3[,c(1:126)]apct4=dat4[,c(1:126)]fa.parallel(apct1,fa=′pc′,n.iter=100,show.legend=FALSE)fa.parallel(apct2,fa=′pc′,n.iter=100,show.legend=FALSE)fa.parallel(apct3,fa=′pc′,n.iter=100,show.legend=FALSE)fa.parallel(apct3,fa=′pc′,n.iter=100,show.legend=FALSE)fa.parallel(apct4,fa=′pc′,n.iter=100,show.legend=FALSE)pc=princomp(apct1)summary(pc)guodupc1=predict(pc)fpc11=guodupc1[,1]fpc12=guodupc1[,2]View(guodupc1)fpc13=guodupc1[,3]fpc14=guodupc1[,4]pca1=lm(aaat1 lag(aaat1,1)+lag(aaat1,2)+fpc11+lag(fpc11,1)+fbpc12+lag(fpc12,1)+fpc13+lag(fpc13,1)+fpc14+lag(fpc14,1))pca1=lm(aaat1 lag(aaat1,1)+lag(aaat1,2)+fpc11+lag(fpc11,1)+fpc12+lag(fpc12,1)+fpc13+lag(fpc13,1)+fpc14+lag(fpc14,1))pcat1=lm(aaat1 lag(aaat1,1)+lag(aaat1,2)+fpc11+lag(fpc11,1)+fpc12+lag(fpc12,1)+fpc13+lag(fpc13,1)+fpc14+lag(fpc14,1))summary(pcat1)msepcat1=sum(residuals(pcat1))rmsepcat1=msepcat1/msearrmsepcat1pcbt1=lm(bbbt1 lag(bbbt1,1)+lag(bbbt1,2)+fpc11+lag(fpc11,1)+fpc12+lag(fpc12,1)+fpc13+lag(fpc13,1)+fpc14+lag(fpc14,1))summary(pcbt1)msepcbt1=sum(residuals(pcbt1))rmsepcbt1=msepcbt1/msearrmsepcbt1pc2=princomp(apct2)principal(apct2,nfactors=3)ww=principal(apct2,nfactors=3)wwvalues load2=ww l o a d i n g s d i m ( l o a d 2 ) f f f p c 2 = t ( a s . m a t r i x ( l o a d 2 ) ) V i e w ( f f f p c 2 ) f 3 = t ( f f f p c 2 ) f 21 = f 3 [ , 1 ] f 2 = t ( f f f p c 2 ) f 21 = f 2 [ , 1 ] f 22 = f 2 [ , 2 ] f 23 = f 2 [ , 3 ] p c a t 2 = l m ( a a a t 1 l a g ( a a a t 1 , 1 ) + l a g ( a a a t 1 , 2 ) + f 21 + l a g ( f 21 , 1 ) + f 22 + l a g ( f 22 , 1 ) + f 23 + l a g ( f 23 , 1 ) ) p c a t 2 = l m ( a a a t 2 l a g ( a a a 21 , 1 ) + l a g ( a a a 21 , 2 ) + f 21 + l a g ( f 21 , 1 ) + f 22 + l a g ( f 22 , 1 ) + f 23 + l a g ( f 23 , 1 ) ) p c a t 2 = l m ( a a a t 2 l a g ( a a a t 2 , 1 ) + l a g ( a a a t 2 , 2 ) + f 21 + l a g ( f 21 , 1 ) + f 22 + l a g ( f 22 , 1 ) + f 23 + l a g ( f 23 , 1 ) ) s u m m a r y ( p c a t 2 ) m s e p c a t 2 = s u m ( r e s i d u a l s ( p c a t 2 ) ) r m s e p c a t 2 = m s e p c a t 2 / m s e a r r m s e p c a t 2 p c b t 2 = l m ( b b b t 2 l a g ( b b b t 2 , 1 ) + l a g ( b b b t 2 , 2 ) + f 21 + l a g ( f 21 , 1 ) + f 22 + l a g ( f 22 , 1 ) + f 23 + l a g ( f 23 , 1 ) ) m s e p c b t 2 = s u m ( r e s i d u a l s ( p c b t 2 ) ) r m s e p c b t 2 = m s e p c b t 2 / m s e a r r m s e p c b t 2 p c 3 = p r i n c o m p ( a p c t 3 ) w w 2 = p r i n c i p a l ( a p c t 3 , n f a c t o r s = 4 ) l o a d 3 = w w 2 loadings dim(load2) fffpc2=t(as.matrix(load2))%*%t(as.matrix(apct2)) View(fffpc2) f3=t(fffpc2) f21=f3[,1] f2=t(fffpc2) f21=f2[,1] f22=f2[,2] f23=f2[,3] pcat2=lm(aaat1~lag(aaat1,1)+lag(aaat1,2)+f21+lag(f21,1)+f22+lag(f22,1)+f23+lag(f23,1)) pcat2=lm(aaat2~lag(aaa21,1)+lag(aaa21,2)+f21+lag(f21,1)+f22+lag(f22,1)+f23+lag(f23,1)) pcat2=lm(aaat2~lag(aaat2,1)+lag(aaat2,2)+f21+lag(f21,1)+f22+lag(f22,1)+f23+lag(f23,1)) summary(pcat2) msepcat2=sum(residuals(pcat2)) rmsepcat2=msepcat2/msear rmsepcat2 pcbt2=lm(bbbt2~lag(bbbt2,1)+lag(bbbt2,2)+f21+lag(f21,1)+f22+lag(f22,1)+f23+lag(f23,1)) msepcbt2=sum(residuals(pcbt2)) rmsepcbt2=msepcbt2/msear rmsepcbt2 pc3=princomp(apct3) ww2=principal(apct3,nfactors = 4) load3=ww2 loadingsdim(load2)fffpc2=t(as.matrix(load2))View(fffpc2)f3=t(fffpc2)f21=f3[,1]f2=t(fffpc2)f21=f2[,1]f22=f2[,2]f23=f2[,3]pcat2=lm(aaat1 lag(aaat1,1)+lag(aaat1,2)+f21+lag(f21,1)+f22+lag(f22,1)+f23+lag(f23,1))pcat2=lm(aaat2 lag(aaa21,1)+lag(aaa21,2)+f21+lag(f21,1)+f22+lag(f22,1)+f23+lag(f23,1))pcat2=lm(aaat2 lag(aaat2,1)+lag(aaat2,2)+f21+lag(f21,1)+f22+lag(f22,1)+f23+lag(f23,1))summary(pcat2)msepcat2=sum(residuals(pcat2))rmsepcat2=msepcat2/msearrmsepcat2pcbt2=lm(bbbt2 lag(bbbt2,1)+lag(bbbt2,2)+f21+lag(f21,1)+f22+lag(f22,1)+f23+lag(f23,1))msepcbt2=sum(residuals(pcbt2))rmsepcbt2=msepcbt2/msearrmsepcbt2pc3=princomp(apct3)ww2=principal(apct3,nfactors=4)load3=ww2loadings fffpc3=t(as.matrix(load3))%%t(as.matrix(apct3)) f3=t(fffpc2) f31=f3[,1] f32=f3[,2] f33=f3[,3] f34=f3[,4] f3=t(fffpc3) f31=f3[,1] f32=f3[,2] f33=f3[,3] f34=f3[,4] pcat3=lm(aaat3~lag(aaat3,1)+lag(aaat3,2)+f31+lag(f31,1)+f32+lag(f32,1)+f33+lag(f33,1)+f34+lag(f34,1)) summary(pcat3) msepcat3=sum(residuals(pcat3)) rmsepcat3=msepcat3/msear rmsepcat3 pcbt3=lm(bbbt3~lag(bbbt3,1)+lag(bbbt3,2)+f31+lag(f31,1)+f32+lag(f32,1)+f33+lag(f33,1)+f34+lag(f34,1)) summary(pcbt3) msepcbt3=sum(residuals(pcbt3)) rmsepcbt3=msepcbt3/msear rmsepcbt3 pc4=princomp(apct4) ww3=principal(apct4,nfactors = 2) load4=ww3 l o a d i n g s f f f p c 4 = t ( a s . m a t r i x ( l o a d 4 ) ) f 4 = t ( f f f p c 4 ) f 41 = f 4 [ , 1 ] f 42 = f 4 [ , 2 ] p c a t 4 = l m ( a a a t 4 l a g ( a a a t 4 , 1 ) + l a g ( a a a t 4 , 2 ) + f 41 + l a g ( f 41 , 1 ) + f 42 + l a g ( f 42 , 1 ) ) s u m m a r y ( p c a t 4 ) m s e p c a t 24 = s u m ( r e s i d u a l s ( p c a t 4 ) ) m s e p c a t 4 = s u m ( r e s i d u a l s ( p c a t 4 ) ) r m s e p c a t 4 = m s e p c a t 4 / m s e a r r m s e p c a t 4 p c b t 4 = l m ( b b b t 4 l a g ( b b b t 4 , 1 ) + l a g ( b b b t 4 , 2 ) + f 41 + l a g ( f 241 , 1 ) + f 42 + l a g ( f 42 , 1 ) ) p c b t 4 = l m ( b b b t 4 l a g ( b b b t 4 , 1 ) + l a g ( b b b t 4 , 2 ) + f 41 + l a g ( f 41 , 1 ) + f 42 + l a g ( f 42 , 1 ) ) s u m m a r y ( p c b t 4 ) m s e p c b t 4 = s u m ( r e s i d u a l s ( p c b t 4 ) ) r m s e p c b t 4 = m s e p c b t 4 / m s e a r r m s e p c b t 4 l a s p c = l a r s ( x a s q u , y b , t y p e = " l a r " ) l a s p c b = l a r s ( x a s q u , y b , t y p e = " l a r " ) l a s p c = l a r s ( x a s q u , y a , t y p e = " l a r " ) s u m m a r y ( l a s p c b ) l a s p c b loadings fffpc4=t(as.matrix(load4))%*%t(as.matrix(apct4)) f4=t(fffpc4) f41=f4[,1] f42=f4[,2] pcat4=lm(aaat4~lag(aaat4,1)+lag(aaat4,2)+f41+lag(f41,1)+f42+lag(f42,1)) summary(pcat4) msepcat24=sum(residuals(pcat4)) msepcat4=sum(residuals(pcat4)) rmsepcat4=msepcat4/msear rmsepcat4 pcbt4=lm(bbbt4~lag(bbbt4,1)+lag(bbbt4,2)+f41+lag(f241,1)+f42+lag(f42,1)) pcbt4=lm(bbbt4~lag(bbbt4,1)+lag(bbbt4,2)+f41+lag(f41,1)+f42+lag(f42,1)) summary(pcbt4) msepcbt4=sum(residuals(pcbt4)) rmsepcbt4=msepcbt4/msear rmsepcbt4 laspc=lars(xasqu,yb,type="lar") laspcb=lars(xasqu,yb,type="lar") laspc=lars(xasqu,ya,type="lar") summary(laspcb) laspcb loadingsfffpc4=t(as.matrix(load4))f4=t(fffpc4)f41=f4[,1]f42=f4[,2]pcat4=lm(aaat4 lag(aaat4,1)+lag(aaat4,2)+f41+lag(f41,1)+f42+lag(f42,1))summary(pcat4)msepcat24=sum(residuals(pcat4))msepcat4=sum(residuals(pcat4))rmsepcat4=msepcat4/msearrmsepcat4pcbt4=lm(bbbt4 lag(bbbt4,1)+lag(bbbt4,2)+f41+lag(f241,1)+f42+lag(f42,1))pcbt4=lm(bbbt4 lag(bbbt4,1)+lag(bbbt4,2)+f41+lag(f41,1)+f42+lag(f42,1))summary(pcbt4)msepcbt4=sum(residuals(pcbt4))rmsepcbt4=msepcbt4/msearrmsepcbt4laspc=lars(xasqu,yb,type="lar")laspcb=lars(xasqu,yb,type="lar")laspc=lars(xasqu,ya,type="lar")summary(laspcb)laspcbactions library(readxl) labaawhole <- read_excel(“D:/论文/labaawhole.xlsx”) View(labaawhole) fb=princomp(labaawhole) View(labaawhole) dim(labaawhole) labaawhole <- read_excel(“D:/论文/labaawhole.xlsx”) dim(labaawhole) fb=princomp(labaawhole) fa.parallel(labaawhole, fa = ‘pc’, n.iter = 100, show.legend = FALSE) gg=predict(fb) View(gg) fb1=gg[,1] fb2=gg[,2] fb3=gg[,3] fb4=gg[,4] lapcmethodb=lm(bbb~lag(bbb,1)+lag(bbb,2)+lag(bbb,3)+fb1+lag(fb1,1)+lag(fb1,2)+lag(fb1,3)+lag(fb1,4)+fb2+fb3+fb4) mselapcb=sum(residuals(lapcmethodb)^2)/338 rmse8b=mselapcb/msear rmse8b fb5=princomp(labaawhole[c(1:5),]) fa.parallel(labaawhole[c(1:5),]), fa = ‘pc’, n.iter = 100, show.legend = FALSE) fa.parallel(labaawhole[c(1:5),], fa = ‘pc’, n.iter = 100, show.legend = FALSE) fb5=princomp(labaawhole[c(1:5),]) fb5=princomp(labaawhole[,c(1:5)]) gg5=predict(fb5) la5methodb=lm(bbb~lag(bbb,1)+lag(bbb,2)+lag(bbb,3)+gg5+lag(gg5,1)) msela5b=sum(residuals(la5methodb)^2)/338 rmse7b=msela5b/msear rmse7b fbk=princomp(labaawhole[c(1:8),] ) fbk=princomp(,c(1:8)]) fbk=princomp(labaawhole[,c(1:8)]) fa.parallel(labaawhole[,c(1:8),]), fa = ‘pc’, n.iter = 100, show.legend = FALSE) fa.parallel(labaawhole[,c(1:8),], fa = ‘pc’, n.iter = 100, show.legend = FALSE) ggk=predict(fbk) ggk=predict(fbk)[,1] lakmethodb=lm(bbb~lag(bbb,1)+lag(bbb,2)+lag(bbb,3)+ggk+lag(ggk,1)) mselak=sum(residuals(lakmethod)^2)/338 mselak=sum(residuals(lakmethodb)^2)/338 rmse9b=mselakb/msear rmse9b=mselak/msear rmse9b View(data3) View(data3) result5=c() for(i in 4:129){ hardb=lm(data3[,3]~lag(data3[,2],1)+lag(data3[,i],1),data=data3) result1=rbind(result3,c(colnames(data3)[i],coef(summary(hardb))[2,c(1,2,4)])) } result5 result5=c() for(i in 4:129){ hardb=lm(data3[,3]~lag(data3[,3],1)+lag(data3[,i],1),data=data3) result5=rbind(result3,c(colnames(data3)[i],coef(summary(hardb))[2,c(1,2,4)])) } result5 write.csv(result5,file=“D:/论文/result5.csv”,quote=F,row.names = F) tpcb<- read_excel(“D:/论文/tpcb.xlsx”) ftpcb=princomp(tpcb) fa.parallel(tpcb, fa = ‘pc’, n.iter = 100, show.legend = FALSE) ggtpcb=predict(fpcb)[,1] ggtpcb=predict(ftpcb)[,1] oftpcb=ar(ggtpcb,method = “mle”) oftpcb=ar(ggtpcb,method = “yule-walwer”) oftpcb=ar(ggtpcb,method = “yule-walker”) oftpcb o r d e r o f t p c b = a r ( g g t p c b , m e t h o d = " o l s " ) o f t p c b order oftpcb=ar(ggtpcb,method = "ols") oftpcb orderoftpcb=ar(ggtpcb,method="ols")oftpcborder ftpcb=predict(ftpcb)[,1] tpcmethodb=lm(bbb~lag(bbb,1)+lag(bbb,2)+lag(bbb,3)+ftpcb+lag(ftpcb,1)) summary(tpcmethodb) msetpcb=sum(residuals(tpcmethodb)^2)/338 rmse3b=msetpcb/msear rmse3b result6=c() View(datasquareall) for(i in 3:254){ hardsb=lm(datasquareall[,2]~lag(datasquareall[,2],1)+lag(datasquareall[,i],1),data=datasquareall) result6=rbind(result6,c(colnames(datasquareall)[i],coef(summary(hardsb))[2,c(1,2,4)])) } View(datatspc) for(i in 4:254){ hardsb=lm(datatspc[,3]~lag(datatspc[,3],1)+lag(datatspc[,i],1),data=datatspc) result6=rbind(result6,c(colnames(datatspc)[i],coef(summary(hardsb))[2,c(1,2,4)]))} result6=c() for(i in 4:255){ hardsb=lm(datatspc[,3]~lag(datatspc[,3],1)+lag(datatspc[,i],1),data=datatspc) result6=rbind(result6,c(colnames(datatspc)[i],coef(summary(hardsb))[2,c(1,2,4)]))} class(datatspc) tspc<- read_excel(“D:/论文/07squwithalltime.xlsx”) result6=c() for(i in 4:255){ hardsb=lm(tspc[,3]~lag(tspc[,3],1)+lag(tspc[,i],1),data=tspc) result6=rbind(result6,c(colnames(tspc)[i],coef(summary(hardsb))[2,c(1,2,4)]))} mtspc=as.data.frame(tspc) result6=c() for(i in 4:255){ hardsb=lm(mtspc[,3]~lag(mtspc[,3],1)+lag(mtspc[,i],1),data=mtspc) result6=rbind(result6,c(colnames(mtspc)[i],coef(summary(hardsb))[2,c(1,2,4)]))} write.csv(result6,file=“D:/论文/result6.csv”,quote=F,row.names = F) View(mtspc) xsqub=tspc[,c(4:255)] larspcb=lars(xsqub,yb,type=“lar”) xbsqu=as.matrix(tspc[,c(4:255)]) larspcb=lars(xbsqu,yb,type=“lar”) larspcb a c t i o n s x b = t s p c [ , c ( 4 : 129 ) ] l a r p c b = l a r s ( x b , y b , t y p e = " l a r " ) x b = a s . m a t r i x ( t s p c [ , c ( 4 : 129 ) ] ) l a r p c b = l a r s ( x b , y b , t y p e = " l a r " ) s u m m a r y ( l a r p c b ) l a r p c b actions xb=tspc[,c(4:129)] larpcb=lars(xb,yb,type="lar") xb=as.matrix(tspc[,c(4:129)]) larpcb=lars(xb,yb,type="lar") summary(larpcb) larpcb actionsxb=tspc[,c(4:129)]larpcb=lars(xb,yb,type="lar")xb=as.matrix(tspc[,c(4:129)])larpcb=lars(xb,yb,type="lar")summary(larpcb)larpcbactions dalapcb=read.csv(file=“D:/论文/lapcb.csv”,quote=F,row.names = F) dalapcb=read_xlsx(file=“D:/论文/lapcb.csv”,quote=F,row.names = F) dalapcb=read_xls(file=“D:/论文/lapcb.csv”,quote=F,row.names = F) lapcb<- read_excel(“D:/论文/lapcb.xlsx”) gw=princomp(lapcb) fa.parallel(lapcb, fa = ‘pc’, n.iter = 100, show.legend = FALSE) gd=predict(gw) dim(gd) fpcb1=t(gd)1 fpcb1=t(gd)[,1] View(fpcb1) fpcb2=t(gd)[,2] fpcb3=t(gd)[,3] lapcmethodb=lm(bbb~lag(bbb,1)+lag(bbb,2)+lag(bbb,3)+fpcb1+lag(fpcb1,1)+fpcb2+lag(fpcb2,1)+fpcb3+lag(fpcb3,1)) fpcb1=gd[,1] fpcb2=gd[,2] fpcb3=gd[,3] lapcmethodb=lm(bbb~lag(bbb,1)+lag(bbb,2)+lag(bbb,3)+fpcb1+lag(fpcb1,1)+fpcb2+lag(fpcb2,1)+fpcb3+lag(fpcb3,1)) summary(lapcmethodb) mselapcb=sum(residuals(lapcmethodb)^2)/338 rmselapcb=mselapcb/msear rmselapcb latpc=princomp(tpcb) fa.parallel(latpc, fa = ‘pc’, n.iter = 100, show.legend = FALSE) View(tpcb) latpc=lars(tpcb,yb,type = “lar”) latpc=lars(as.matrix(tpcb),yb,type = “lar”) latpc a c t i o n s d a l a t p c b = r e a d x l s ( f i l e = " D : / 论 文 / l a t p c b . c s v " , q u o t e = F , r o w . n a m e s = F ) l a t p c b < − r e a d e x c e l ( " D : / 论 文 / l a t p c b . x l s x " ) p c l a t p c b = p r i n c o m p ( d a l a t p c b ) p c l a t p c b = p r i n c o m p ( l a t p c b ) f a . p a r a l l e l ( l a t p c b , f a = ′ p c ′ , n . i t e r = 100 , s h o w . l e g e n d = F A L S E ) g 1 = p r e d i c t ( p c l a t p c b ) [ , 1 ] l a t p c m e t h o d b = l m ( b b b l a g ( b b b , 1 ) + l a g ( b b b , 2 ) + l a g ( b b b , 3 ) + g 1 + l a g ( g 1 , 1 ) ) s u m m a r y ( l a t p c m e t h o d b ) m s e l a t p c b = s u m ( r e s i d u a l s ( l a t p c m e t h o d b ) 2 ) / 338 r m s e l a t p c b = m s e l a t p c b / m s e a r r m s e l a t p c b l a t s p c b = l a r s ( a s . m a t r i x ( l a b a a w h o l e ) , y b , t y p e = " l a r " ) l a t s p c b actions dalatpcb=read_xls(file="D:/论文/latpcb.csv",quote=F,row.names = F) latpcb<- read_excel("D:/论文/latpcb.xlsx") pclatpcb=princomp(dalatpcb) pclatpcb=princomp(latpcb) fa.parallel(latpcb, fa = 'pc', n.iter = 100, show.legend = FALSE) g1=predict(pclatpcb)[,1] latpcmethodb=lm(bbb~lag(bbb,1)+lag(bbb,2)+lag(bbb,3)+g1+lag(g1,1)) summary(latpcmethodb) mselatpcb=sum(residuals(latpcmethodb)^2)/338 rmselatpcb=mselatpcb/msear rmselatpcb latspcb=lars(as.matrix(labaawhole),yb,type = "lar") latspcb actionsdalatpcb=readxls(file="D:/论文/latpcb.csv",quote=F,row.names=F)latpcb<−readexcel("D:/论文/latpcb.xlsx")pclatpcb=princomp(dalatpcb)pclatpcb=princomp(latpcb)fa.parallel(latpcb,fa=′pc′,n.iter=100,show.legend=FALSE)g1=predict(pclatpcb)[,1]latpcmethodb=lm(bbb lag(bbb,1)+lag(bbb,2)+lag(bbb,3)+g1+lag(g1,1))summary(latpcmethodb)mselatpcb=sum(residuals(latpcmethodb)2)/338rmselatpcb=mselatpcb/msearrmselatpcblatspcb=lars(as.matrix(labaawhole),yb,type="lar")latspcbactions h1=predict(latspcb)[,1] gw2=labaawhole[,c(1:10)] pclatspcb=princomp(gw2) fa.parallel(gw2, fa = ‘pc’, n.iter = 100, show.legend = FALSE) h1=predict(pclatspcb)[,1] latspcmethodb=lm(bbb~lag(bbb,1)+lag(bbb,2)+lag(bbb,3)+h1+lag(h1,1)+lag(h1,2)) mselatspcb=sum(residuals(latspcmethodb)^2)/338 rmselatspcb=mselatspcb/msear rmselatspcb msear load(“D:/论文/forecast series/.RData”) msela5 r1=residuals(latspcmethod)/residuals(armethod) r1 r1=sum(residuals(latspcmethod))/sum(residuals(armethod)) r1 sum(armethod) sum(residuals(ar)) sum(residuals(armethod)) sum(residuals(latpc)) sum(residuals(pcmethod)) sum(residuals(pcsqumethod)) summary(pcmethod) ar1=lm(aaa~lag(aaa,1)) summary(ar1) sum(residuals(ar1)^2)/338 ar4=lm(aaa~lag(aaa,1)+lag(aaa,2)+lag(aaa,3)+lag(aaa,4)) sum(residuals(ar4)^2)/338 rmse1msear/sum(residuals(ar1)^2)/338 mse=sum(residuals(ar1)^2)/338 msela5/mse msela5b/ar msela5b/mse mselaat1/mse mselak/mse mselapc/mse msepcsqu/mse msespc/mse msespcsqu/mse load(“D:/论文/forecast series/.RData”) msela5/mse rmse1msear/mse rmse2msear/mse rmse3msear/mse rmse4msear/mse rmse5msear/mse rmse6msear/mse rmse7msear/mse rmse8msear/mse rmse9msear/mse rmse10msear/mse rmse11msear/mse rmse12msear/mse br=lm(bbb~lag(bbb,1)+lag(bbb,2)+lag(bbb,3)+lag(bbb,4)) arb=sum(residuals(br)^2)/338 rmse1bmsear/arb rmse2bmsear/arb rmse3bmsear/arb rmse4bmsear/arb rmse5bmsear/arb rmse6bmsear/arb rmse7bmsear/arb rmse8bmsear/arb rmse9bmsear/arb rmse10bmsear/arb rmse11bmsear/arb rmse12bmsear/arb summary(lapcmethodb) rmselapcb=mselapcb/msear rmselapcb rmselapcbmsear/arb msela5bmsear/arb msela5b/arb mselapcb/arb mselaspcb/arb msepcb/arb msespcb/arb msetpcb/arb msetspcb/arb mselatpcb/arb mselatspcb/arb msepcsqub/arb msespcsqub/arb a1=lm(aaat1~lag(aaat1,1)+lag(aaat1,2)+lag(aaat1,3)+lag(aaat1,4)) a2=lm(aaat2~lag(aaat2,1)+lag(aaat2,2)+lag(aaat2,3)+lag(aaat2,4)) a3=lm(aaat3~lag(aaat3,1)+lag(aaat3,2)+lag(aaat3,3)+lag(aaat3,4)) a4=lm(aaat4~lag(aaat4,1)+lag(aaat4,2)+lag(aaat4,3)+lag(aaat4,4)) b1=lm(bbbt1~lag(bbbt1,1)+lag(bbbt1,2)+lag(bbbt1,3)+lag(bbbt1,4)) b2=lm(bbbt2~lag(bbbt2,1)+lag(bbbt2,2)+lag(bbbt2,3)+lag(bbbt2,4)) b3=lm(bbbt3~lag(bbbt3,1)+lag(bbbt3,2)+lag(bbbt3,3)+lag(bbbt3,4)) b4=lm(bbbt4~lag(bbbt4,1)+lag(bbbt4,2)+lag(bbbt4,3)+lag(bbbt4,4)) r1=sum(residuals(a1)^2)/131 r2=sum(residuals(a2)^2)/84 r3=sum(residuals(a3)^2)/105 r4=sum(residuals(a4)^2)/16 rb1=sum(residuals(b1)^2)/131 rb2=sum(residuals(b2)^2)/84 rb3=sum(residuals(b3)^2)/105 rb4=sum(residuals(b4)^2)/16 mselaat1/r1 mselaat mselaat1 r1 mselaat2/r2 mselaat3/r3 mselaat4/r4 msepcat1/rq msepcat1/r1 msepcat2/r2 msepcat3/r3 msepcat4/r4 sum(residuals(laspca1)^2)/r1 sum(residuals(laspca2)^2)/r2 sum(residuals(laspca3)^2)/r3 sum(residuals(laspca4)^2)/r4 sum(residuals(laspca1)^2)/r1/100 sum(residuals(laspca2)^2)/r2/100 sum(residuals(laspca3)^2)/r3/100 sum(residuals(laspca4)^2)/r4/100 r1 sum(residuals(laspca4)^2) r4 sum(residuals(laspcb1)^2)/br1/100 sum(residuals(laspcb1)^2)/rb1/100 sum(residuals(laspcb2)^2)/rb2/100 sum(residuals(laspcb3)^2)/rb3/100 sum(residuals(laspcb4)^2)/rb4/100 sum(residuals(laspca1)^2)/r1/131 sum(residuals(laspca2)^2)/r2/84 sum(residuals(laspca3)^2)/r3/105 sum(residuals(laspca4)^2)/r4/16 sum(residuals(laspcb1)^2)/rb1/131 sum(residuals(laspcb2)^2)/rb2/84 sum(residuals(laspcb3)^2)/rb3/105 sum(residuals(laspcb4)^2)/rb4/16 sum(residuals(msepcat1)^2)/r1/131 sum(residuals(pcbt1)^2)/r1/131 sum(residuals(pcbt2)^2)/r1/131 sum(residuals(pcbt3)^2)/r1/131 sum(residuals(pcbt1)^2)/br1/131 sum(residuals(pcbt1)^2)/arb1/131 sum(residuals(pcbt1)^2)/rb1/131 sum(residuals(pcbt2)^2)/rb2/84 sum(residuals(pcbt3)^2)/rb3/105 sum(residuals(pcbt4)^2)/rb4/16 sum(residuals(pcat1)^2)/r1/131 sum(residuals(pcat2)^2)/r2/131 sum(residuals(pcat3)^2)/r3/131 sum(residuals(pcat4)^2)/r4/131 sum(residuals(pcat2)^2)/r2/84 sum(residuals(pcat3)^2)/r3/105 sum(residuals(pcat4)^2)/r4/16
