## Loading required package: carData
## Loading required package: ggplot2
## Loading required package: lattice
##
## Attaching package: 'CVXR'
## The following object is masked from 'package:stats':
##
## power
## Loading required package: Matrix
## Loaded glmnet 4.1-8
## ── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ──
## ✔ dplyr 1.1.4 ✔ readr 2.1.5
## ✔ forcats 1.0.0 ✔ stringr 1.5.1
## ✔ lubridate 1.9.3 ✔ tibble 3.2.1
## ✔ purrr 1.0.2 ✔ tidyr 1.3.1
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## ✖ tidyr::expand() masks Matrix::expand()
## ✖ dplyr::filter() masks stats::filter()
## ✖ dplyr::id() masks CVXR::id()
## ✖ purrr::is_vector() masks CVXR::is_vector()
## ✖ dplyr::lag() masks stats::lag()
## ✖ purrr::lift() masks caret::lift()
## ✖ tidyr::pack() masks Matrix::pack()
## ✖ dplyr::recode() masks car::recode()
## ✖ purrr::some() masks car::some()
## ✖ tidyr::unpack() masks Matrix::unpack()
## ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
## Rows: 7378 Columns: 9
## ── Column specification ────────────────────────────────────────────────────────
## Delimiter: ","
## chr (3): state, party, candidate
## dbl (4): year, weeks_left, days_left, poll_support
## lgl (1): before_convention
## date (1): poll_date
##
## ℹ Use `spec()` to retrieve the full column specification for this data.
## ℹ Specify the column types or set `show_col_types = FALSE` to quiet this message.
## Rows: 204564 Columns: 9
## ── Column specification ────────────────────────────────────────────────────────
## Delimiter: ","
## chr (3): state, party, candidate
## dbl (4): year, weeks_left, days_left, poll_support
## lgl (1): before_convention
## date (1): poll_date
##
## ℹ Use `spec()` to retrieve the full column specification for this data.
## ℹ Specify the column types or set `show_col_types = FALSE` to quiet this message.
## Rows: 38 Columns: 9
## ── Column specification ────────────────────────────────────────────────────────
## Delimiter: ","
## chr (2): party, candidate
## dbl (3): year, pv, pv2p
## lgl (4): winner, incumbent, incumbent_party, prev_admin
##
## ℹ Use `spec()` to retrieve the full column specification for this data.
## ℹ Specify the column types or set `show_col_types = FALSE` to quiet this message.
##
## Call:
## lm(formula = pv2p ~ nov_poll, data = subset(d_poll_nov, party ==
## "DEM"))
##
## Residuals:
## Min 1Q Median 3Q Max
## -4.0155 -2.4353 -0.3752 1.4026 5.8014
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 14.2936 7.1693 1.994 0.069416 .
## nov_poll 0.7856 0.1608 4.885 0.000376 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.968 on 12 degrees of freedom
## Multiple R-squared: 0.6654, Adjusted R-squared: 0.6375
## F-statistic: 23.86 on 1 and 12 DF, p-value: 0.0003756
##
## Call:
## lm(formula = pv2p ~ nov_poll, data = d_poll_nov)
##
## Residuals:
## Min 1Q Median 3Q Max
## -4.6190 -1.6523 -0.5808 1.3629 6.0220
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 17.92577 4.15543 4.314 0.000205 ***
## nov_poll 0.70787 0.09099 7.780 2.97e-08 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.75 on 26 degrees of freedom
## Multiple R-squared: 0.6995, Adjusted R-squared: 0.6879
## F-statistic: 60.52 on 1 and 26 DF, p-value: 2.974e-08
## `summarise()` has grouped output by 'year', 'party'. You can override using the
## `.groups` argument.
##
## Call:
## lm(formula = paste0("pv2p ~ ", paste0("poll_weeks_left_", 0:30,
## collapse = " + ")), data = d_poll_weeks_train)
##
## Residuals:
## ALL 28 residuals are 0: no residual degrees of freedom!
##
## Coefficients: (4 not defined because of singularities)
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 28.25534 NaN NaN NaN
## poll_weeks_left_0 3.24113 NaN NaN NaN
## poll_weeks_left_1 0.02516 NaN NaN NaN
## poll_weeks_left_2 -8.87360 NaN NaN NaN
## poll_weeks_left_3 7.91455 NaN NaN NaN
## poll_weeks_left_4 0.74573 NaN NaN NaN
## poll_weeks_left_5 1.41567 NaN NaN NaN
## poll_weeks_left_6 -4.58444 NaN NaN NaN
## poll_weeks_left_7 4.63361 NaN NaN NaN
## poll_weeks_left_8 -0.95121 NaN NaN NaN
## poll_weeks_left_9 -1.55307 NaN NaN NaN
## poll_weeks_left_10 -1.38062 NaN NaN NaN
## poll_weeks_left_11 1.74881 NaN NaN NaN
## poll_weeks_left_12 -1.28871 NaN NaN NaN
## poll_weeks_left_13 -0.08482 NaN NaN NaN
## poll_weeks_left_14 0.87498 NaN NaN NaN
## poll_weeks_left_15 -0.16310 NaN NaN NaN
## poll_weeks_left_16 -0.34501 NaN NaN NaN
## poll_weeks_left_17 -0.38689 NaN NaN NaN
## poll_weeks_left_18 -0.06281 NaN NaN NaN
## poll_weeks_left_19 -0.17204 NaN NaN NaN
## poll_weeks_left_20 1.52230 NaN NaN NaN
## poll_weeks_left_21 -0.72487 NaN NaN NaN
## poll_weeks_left_22 -2.76531 NaN NaN NaN
## poll_weeks_left_23 4.90361 NaN NaN NaN
## poll_weeks_left_24 -2.04431 NaN NaN NaN
## poll_weeks_left_25 -0.76078 NaN NaN NaN
## poll_weeks_left_26 -0.47860 NaN NaN NaN
## poll_weeks_left_27 NA NA NA NA
## poll_weeks_left_28 NA NA NA NA
## poll_weeks_left_29 NA NA NA NA
## poll_weeks_left_30 NA NA NA NA
##
## Residual standard error: NaN on 0 degrees of freedom
## Multiple R-squared: 1, Adjusted R-squared: NaN
## F-statistic: NaN on 27 and 0 DF, p-value: NA
## 32 x 1 sparse Matrix of class "dgCMatrix"
## s1
## (Intercept) 29.951147799
## poll_weeks_left_0 0.032163983
## poll_weeks_left_1 0.025440084
## poll_weeks_left_2 0.024404320
## poll_weeks_left_3 0.024688870
## poll_weeks_left_4 0.024695646
## poll_weeks_left_5 0.024725772
## poll_weeks_left_6 0.024080438
## poll_weeks_left_7 0.023636908
## poll_weeks_left_8 0.024487501
## poll_weeks_left_9 0.026498950
## poll_weeks_left_10 0.025642838
## poll_weeks_left_11 0.021361476
## poll_weeks_left_12 0.017386999
## poll_weeks_left_13 0.013378030
## poll_weeks_left_14 0.010078675
## poll_weeks_left_15 0.007248494
## poll_weeks_left_16 0.012943440
## poll_weeks_left_17 0.012879654
## poll_weeks_left_18 0.011157452
## poll_weeks_left_19 0.008302783
## poll_weeks_left_20 0.004012987
## poll_weeks_left_21 0.003350434
## poll_weeks_left_22 0.004458406
## poll_weeks_left_23 0.001019583
## poll_weeks_left_24 -0.002711193
## poll_weeks_left_25 -0.002447895
## poll_weeks_left_26 0.001121142
## poll_weeks_left_27 0.005975853
## poll_weeks_left_28 0.011623984
## poll_weeks_left_29 0.013833925
## poll_weeks_left_30 0.018964139
## 32 x 1 sparse Matrix of class "dgCMatrix"
## s1
## (Intercept) 24.57897724
## poll_weeks_left_0 0.50149421
## poll_weeks_left_1 .
## poll_weeks_left_2 .
## poll_weeks_left_3 .
## poll_weeks_left_4 .
## poll_weeks_left_5 0.08461518
## poll_weeks_left_6 .
## poll_weeks_left_7 .
## poll_weeks_left_8 .
## poll_weeks_left_9 0.17064525
## poll_weeks_left_10 .
## poll_weeks_left_11 .
## poll_weeks_left_12 .
## poll_weeks_left_13 .
## poll_weeks_left_14 .
## poll_weeks_left_15 0.01147512
## poll_weeks_left_16 .
## poll_weeks_left_17 .
## poll_weeks_left_18 0.23694416
## poll_weeks_left_19 .
## poll_weeks_left_20 .
## poll_weeks_left_21 .
## poll_weeks_left_22 .
## poll_weeks_left_23 .
## poll_weeks_left_24 .
## poll_weeks_left_25 -0.55693209
## poll_weeks_left_26 .
## poll_weeks_left_27 .
## poll_weeks_left_28 .
## poll_weeks_left_29 .
## poll_weeks_left_30 0.11120476
## Warning: Option grouped=FALSE enforced in cv.glmnet, since < 3 observations per
## fold
## Warning: Option grouped=FALSE enforced in cv.glmnet, since < 3 observations per
## fold
## Warning: Option grouped=FALSE enforced in cv.glmnet, since < 3 observations per
## fold
## [1] 9.575001
## [1] 2.220909
## [1] 3.647939
## [1] 7 36
## Warning: Option grouped=FALSE enforced in cv.glmnet, since < 3 observations per
## fold
## s1
## [1,] 51.79268
## [2,] 50.65879
## Rows: 387 Columns: 14
## ── Column specification ────────────────────────────────────────────────────────
## Delimiter: ","
## dbl (14): year, quarter, GDP, GDP_growth_quarterly, RDPI, RDPI_growth_quarte...
##
## ℹ Use `spec()` to retrieve the full column specification for this data.
## ℹ Specify the column types or set `show_col_types = FALSE` to quiet this message.
## # A tibble: 24 × 60
## year quarter GDP GDP_growth_quarterly RDPI RDPI_growth_quarterly CPI
## <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
## 1 1976 2 1852. 3 4675. 2.3 56.4
## 2 1976 2 1852. 3 4675. 2.3 56.4
## 3 1980 2 2797. -8 5144. -3.5 81.7
## 4 1980 2 2797. -8 5144. -3.5 81.7
## 5 1984 2 4010. 7.1 5981. 6.6 104.
## 6 1984 2 4010. 7.1 5981. 6.6 104.
## 7 1988 2 5190. 5.4 6847. 4.7 118.
## 8 1988 2 5190. 5.4 6847. 4.7 118.
## 9 1992 2 6471. 4.4 7569. 3.8 140.
## 10 1992 2 6471. 4.4 7569. 3.8 140.
## # ℹ 14 more rows
## # ℹ 53 more variables: unemployment <dbl>, sp500_open <dbl>, sp500_high <dbl>,
## # sp500_low <dbl>, sp500_close <dbl>, sp500_adj_close <dbl>,
## # sp500_volume <dbl>, party <chr>, poll_weeks_left_0 <dbl>,
## # poll_weeks_left_1 <dbl>, poll_weeks_left_2 <dbl>, poll_weeks_left_3 <dbl>,
## # poll_weeks_left_4 <dbl>, poll_weeks_left_5 <dbl>, poll_weeks_left_6 <dbl>,
## # poll_weeks_left_7 <dbl>, poll_weeks_left_8 <dbl>, …
## GDP GDP_growth_quarterly RDPI RDPI_growth_quarterly CPI unemployment
## sp500_close incumbent gdp_growth_x_incumbent rdpi_growth_quarterly
## cpi_x_incumbent unemployment_x_incumbent sp500_x_incumbent pv2p_lag1
## pv2p_lag2
## Warning: Option grouped=FALSE enforced in cv.glmnet, since < 3 observations per
## fold
## Warning in cbind2(1, newx): number of rows of result is not a multiple of
## vector length (arg 1)
## s1
## Warning: Option grouped=FALSE enforced in cv.glmnet, since < 3 observations per
## fold
## Warning in cbind2(1, newx): number of rows of result is not a multiple of
## vector length (arg 1)
## s1
## numeric(0)
## [1] 0.8556624
## [1] 0.1443376
## numeric(0)
## numeric(0)
## [1] 0.1443376
## [1] 0.8556624
## numeric(0)
## numeric(0)