Downtrend Predictions with Logistic Regression
Data
dateobject
2007-01-03 09:30:000%
2007-01-03 09:45:000%
97462 others100%
openfloat64
0
2007-01-03 09:30:00
142.25
1
2007-01-03 09:45:00
142.4
2
2007-01-03 10:00:00
142.05
3
2007-01-03 10:15:00
142.48
4
2007-01-03 10:30:00
142.72
5
2007-01-03 10:45:00
142.71
6
2007-01-03 11:00:00
142.58
7
2007-01-03 11:15:00
142.58
8
2007-01-03 11:30:00
142.57
9
2007-01-03 11:45:00
142.64
Data Descriptive Statistics
Logistic Regression
Logistic Regression Ensembling
LR Test
LR Test for Logistic Regression
model_likelihood_ratio: 1.1272657124939087
Chi square critical: 113.1452701425554
The model is statistically insignificant
LR Test for Logistic Regression Weight Averaging
model_likelihood_ratio: -165655.68590105252
Chi square critical: 113.1452701425554
The model is statistically insignificant
LR Test for Logistic Regression Ensembling
model_likelihood_ratio: 0.08857404513844358
Chi square critical: 168.61295425361996
The model is statistically insignificant
AIC
AIC: 481.6578489474822
AIC for Logistic Regression
AIC: 658.5305832349883
AIC for Logistic Regression Weight Averaging
AIC: 166315.34375
AIC for Logistic Regression Ensembling
AIC: 759.5692749023438
Pseudo R-square calculation
R-square Logistic Regression
R2 McFadden: 0.002350145452570951
R-square Logistic Regression Weight Averaging
R2 McFadden: -345.36219153830666
R-square Logistic Regression Ensembling
R2 McFadden: 0.0001846608897004831