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pmav99/correlation_calculations2.ipynb

Created August 20, 2018 12:08
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Correlation calculations.ipynb
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correlation_calculations2.ipynb
{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"/home/feanor/.virtualenvs/edgar/lib/python3.6/importlib/_bootstrap.py:219: RuntimeWarning: numpy.dtype size changed, may indicate binary incompatibility. Expected 96, got 88\n",
" return f(*args, **kwds)\n"
]
},
{
"data": {
"text/html": [
"<style>.container { width:100% !important; }</style>"
],
"text/plain": [
"<IPython.core.display.HTML object>"
]
},
"metadata": {},
"output_type": "display_data"
}
],
"source": [
"%load_ext autoreload\n",
"%autoreload 2\n",
"%load_ext line_profiler\n",
"\n",
"from jupyter_settings import *"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"time taken: 1.88 sec\n",
"time taken: 60.7 msec\n",
"time taken: 4 sec\n",
"time taken: 3.2 sec\n",
"time taken: 150 msec\n",
"time taken: 2.65 msec\n"
]
}
],
"source": [
"with timer.Timer():\n",
" edgar = load_edgar_index()\n",
"with timer.Timer():\n",
" xml = load_xml_index()\n",
"with timer.Timer():\n",
" cs = load_compustat()\n",
"with timer.Timer():\n",
" crsp = load_crsp()\n",
"with timer.Timer():\n",
" secs = load_securities()\n",
"with timer.Timer():\n",
" cap = load_capitalization()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Analysis\n",
"\n",
"## `ppf` vs `pmc` correlation"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {},
"outputs": [],
"source": [
"qids = range(58, 60)\n",
"qids = range(58, 74)\n",
"ciks = BIG8 + [\"BLK\", \"BRK\"]\n",
"no_ciks = len(ciks)\n",
"\n",
"pearson_correlations, pearson_pvalues, spearman_correlations, spearman_pvalues = get_filer_ppf_vs_pmc_correlation(crsp, xml, ciks, qids)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Pearson Correlations and p-values"
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"<table style=\"display:inline\" border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>C</th>\n",
" <th>JPM</th>\n",
" <th>STT</th>\n",
" <th>GS</th>\n",
" <th>WFC</th>\n",
" <th>BAC</th>\n",
" <th>BK</th>\n",
" <th>MS</th>\n",
" <th>BLK</th>\n",
" <th>BRK</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>58</th>\n",
" <td>0.620128</td>\n",
" <td>0.800376</td>\n",
" <td>0.946940</td>\n",
" <td>0.841810</td>\n",
" <td>0.865041</td>\n",
" <td>0.908993</td>\n",
" <td>0.948394</td>\n",
" <td>0.803166</td>\n",
" <td>0.964538</td>\n",
" <td>0.467007</td>\n",
" </tr>\n",
" <tr>\n",
" <th>59</th>\n",
" <td>0.671098</td>\n",
" <td>0.816251</td>\n",
" <td>0.951980</td>\n",
" <td>0.804823</td>\n",
" <td>0.873463</td>\n",
" <td>0.917112</td>\n",
" <td>0.949999</td>\n",
" <td>0.822632</td>\n",
" <td>0.966685</td>\n",
" <td>0.476214</td>\n",
" </tr>\n",
" <tr>\n",
" <th>60</th>\n",
" <td>0.700828</td>\n",
" <td>0.799887</td>\n",
" <td>0.952163</td>\n",
" <td>0.841830</td>\n",
" <td>0.882055</td>\n",
" <td>0.910337</td>\n",
" <td>0.947575</td>\n",
" <td>0.842441</td>\n",
" <td>0.968060</td>\n",
" <td>0.528499</td>\n",
" </tr>\n",
" <tr>\n",
" <th>61</th>\n",
" <td>0.746010</td>\n",
" <td>0.809215</td>\n",
" <td>0.951738</td>\n",
" <td>0.873863</td>\n",
" <td>0.879694</td>\n",
" <td>0.906113</td>\n",
" <td>0.931212</td>\n",
" <td>0.839047</td>\n",
" <td>0.969212</td>\n",
" <td>0.526134</td>\n",
" </tr>\n",
" <tr>\n",
" <th>62</th>\n",
" <td>0.752376</td>\n",
" <td>0.813453</td>\n",
" <td>0.950466</td>\n",
" <td>0.823525</td>\n",
" <td>0.888680</td>\n",
" <td>0.916124</td>\n",
" <td>0.948582</td>\n",
" <td>0.828287</td>\n",
" <td>0.971435</td>\n",
" <td>0.529913</td>\n",
" </tr>\n",
" <tr>\n",
" <th>63</th>\n",
" <td>0.804862</td>\n",
" <td>0.792596</td>\n",
" <td>0.946842</td>\n",
" <td>0.849334</td>\n",
" <td>0.891675</td>\n",
" <td>0.917288</td>\n",
" <td>0.948774</td>\n",
" <td>0.855706</td>\n",
" <td>0.972512</td>\n",
" <td>0.433604</td>\n",
" </tr>\n",
" <tr>\n",
" <th>64</th>\n",
" <td>0.703061</td>\n",
" <td>0.803478</td>\n",
" <td>0.955928</td>\n",
" <td>0.831325</td>\n",
" <td>0.900605</td>\n",
" <td>0.930670</td>\n",
" <td>0.948542</td>\n",
" <td>0.872245</td>\n",
" <td>0.975535</td>\n",
" <td>0.371082</td>\n",
" </tr>\n",
" <tr>\n",
" <th>65</th>\n",
" <td>0.848096</td>\n",
" <td>0.792919</td>\n",
" <td>0.954327</td>\n",
" <td>0.849708</td>\n",
" <td>0.904836</td>\n",
" <td>0.919289</td>\n",
" <td>0.944015</td>\n",
" <td>0.880038</td>\n",
" <td>0.838432</td>\n",
" <td>0.213614</td>\n",
" </tr>\n",
" <tr>\n",
" <th>66</th>\n",
" <td>0.859914</td>\n",
" <td>0.792017</td>\n",
" <td>0.952010</td>\n",
" <td>0.856270</td>\n",
" <td>0.903786</td>\n",
" <td>0.921344</td>\n",
" <td>0.941289</td>\n",
" <td>0.887682</td>\n",
" <td>0.972011</td>\n",
" <td>0.254483</td>\n",
" </tr>\n",
" <tr>\n",
" <th>67</th>\n",
" <td>0.814985</td>\n",
" <td>0.795385</td>\n",
" <td>0.955263</td>\n",
" <td>0.864587</td>\n",
" <td>0.915873</td>\n",
" <td>0.839181</td>\n",
" <td>0.943143</td>\n",
" <td>0.898610</td>\n",
" <td>0.974253</td>\n",
" <td>0.212642</td>\n",
" </tr>\n",
" <tr>\n",
" <th>68</th>\n",
" <td>0.883687</td>\n",
" <td>0.796561</td>\n",
" <td>0.957487</td>\n",
" <td>0.870718</td>\n",
" <td>0.905476</td>\n",
" <td>0.923033</td>\n",
" <td>0.943535</td>\n",
" <td>0.906912</td>\n",
" <td>0.972622</td>\n",
" <td>0.301604</td>\n",
" </tr>\n",
" <tr>\n",
" <th>69</th>\n",
" <td>0.858353</td>\n",
" <td>0.819914</td>\n",
" <td>0.958344</td>\n",
" <td>0.882219</td>\n",
" <td>0.910512</td>\n",
" <td>0.922118</td>\n",
" <td>0.944364</td>\n",
" <td>0.912213</td>\n",
" <td>0.973970</td>\n",
" <td>0.456368</td>\n",
" </tr>\n",
" <tr>\n",
" <th>70</th>\n",
" <td>0.810356</td>\n",
" <td>0.820478</td>\n",
" <td>0.956292</td>\n",
" <td>0.913004</td>\n",
" <td>0.904219</td>\n",
" <td>0.917890</td>\n",
" <td>0.941177</td>\n",
" <td>0.911934</td>\n",
" <td>0.973854</td>\n",
" <td>0.485669</td>\n",
" </tr>\n",
" <tr>\n",
" <th>71</th>\n",
" <td>0.858591</td>\n",
" <td>0.824725</td>\n",
" <td>0.954954</td>\n",
" <td>0.933908</td>\n",
" <td>0.903185</td>\n",
" <td>0.917211</td>\n",
" <td>0.941918</td>\n",
" <td>0.914007</td>\n",
" <td>0.974366</td>\n",
" <td>0.528453</td>\n",
" </tr>\n",
" <tr>\n",
" <th>72</th>\n",
" <td>0.864095</td>\n",
" <td>0.841372</td>\n",
" <td>0.956127</td>\n",
" <td>0.940918</td>\n",
" <td>0.902912</td>\n",
" <td>0.926573</td>\n",
" <td>0.942767</td>\n",
" <td>0.921622</td>\n",
" <td>0.974896</td>\n",
" <td>0.588981</td>\n",
" </tr>\n",
" <tr>\n",
" <th>73</th>\n",
" <td>0.847580</td>\n",
" <td>0.842095</td>\n",
" <td>0.953861</td>\n",
" <td>0.954370</td>\n",
" <td>0.900323</td>\n",
" <td>0.907596</td>\n",
" <td>0.933114</td>\n",
" <td>0.916212</td>\n",
" <td>0.976313</td>\n",
" <td>0.717500</td>\n",
" </tr>\n",
" </tbody>\n",
"</table style=\"display:inline\"><table style=\"display:inline\" border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" </tbody>\n",
"</table style=\"display:inline\"><table style=\"display:inline\" border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>C</th>\n",
" <th>JPM</th>\n",
" <th>STT</th>\n",
" <th>GS</th>\n",
" <th>WFC</th>\n",
" <th>BAC</th>\n",
" <th>BK</th>\n",
" <th>MS</th>\n",
" <th>BLK</th>\n",
" <th>BRK</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>58</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>1.068349e-03</td>\n",
" </tr>\n",
" <tr>\n",
" <th>59</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>7.155157e-04</td>\n",
" </tr>\n",
" <tr>\n",
" <th>60</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>1.597408e-04</td>\n",
" </tr>\n",
" <tr>\n",
" <th>61</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>1.730354e-04</td>\n",
" </tr>\n",
" <tr>\n",
" <th>62</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>1.522470e-04</td>\n",
" </tr>\n",
" <tr>\n",
" <th>63</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>2.328844e-03</td>\n",
" </tr>\n",
" <tr>\n",
" <th>64</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>9.415161e-03</td>\n",
" </tr>\n",
" <tr>\n",
" <th>65</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>1.493782e-01</td>\n",
" </tr>\n",
" <tr>\n",
" <th>66</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>8.089841e-02</td>\n",
" </tr>\n",
" <tr>\n",
" <th>67</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>1.424020e-01</td>\n",
" </tr>\n",
" <tr>\n",
" <th>68</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>4.165109e-02</td>\n",
" </tr>\n",
" <tr>\n",
" <th>69</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>1.627576e-03</td>\n",
" </tr>\n",
" <tr>\n",
" <th>70</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>6.228843e-04</td>\n",
" </tr>\n",
" <tr>\n",
" <th>71</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>1.599927e-04</td>\n",
" </tr>\n",
" <tr>\n",
" <th>72</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>1.663058e-05</td>\n",
" </tr>\n",
" <tr>\n",
" <th>73</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>4.238820e-08</td>\n",
" </tr>\n",
" </tbody>\n",
"</table style=\"display:inline\">"
]
},
"metadata": {},
"output_type": "display_data"
}
],
"source": [
"display_side_by_side(\n",
" pearson_correlations,\n",
" pd.DataFrame(),\n",
" pearson_pvalues,\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Spearman correlations and p-values"
]
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"<table style=\"display:inline\" border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>C</th>\n",
" <th>JPM</th>\n",
" <th>STT</th>\n",
" <th>GS</th>\n",
" <th>WFC</th>\n",
" <th>BAC</th>\n",
" <th>BK</th>\n",
" <th>MS</th>\n",
" <th>BLK</th>\n",
" <th>BRK</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>58</th>\n",
" <td>0.816615</td>\n",
" <td>0.720637</td>\n",
" <td>0.912847</td>\n",
" <td>0.850599</td>\n",
" <td>0.805461</td>\n",
" <td>0.820899</td>\n",
" <td>0.898365</td>\n",
" <td>0.848834</td>\n",
" <td>0.891353</td>\n",
" <td>0.372641</td>\n",
" </tr>\n",
" <tr>\n",
" <th>59</th>\n",
" <td>0.830562</td>\n",
" <td>0.718750</td>\n",
" <td>0.908710</td>\n",
" <td>0.851827</td>\n",
" <td>0.803517</td>\n",
" <td>0.827089</td>\n",
" <td>0.897251</td>\n",
" <td>0.844834</td>\n",
" <td>0.894026</td>\n",
" <td>0.373381</td>\n",
" </tr>\n",
" <tr>\n",
" <th>60</th>\n",
" <td>0.830528</td>\n",
" <td>0.711407</td>\n",
" <td>0.907676</td>\n",
" <td>0.854734</td>\n",
" <td>0.795917</td>\n",
" <td>0.812959</td>\n",
" <td>0.894066</td>\n",
" <td>0.834988</td>\n",
" <td>0.890373</td>\n",
" <td>0.431021</td>\n",
" </tr>\n",
" <tr>\n",
" <th>61</th>\n",
" <td>0.844140</td>\n",
" <td>0.723920</td>\n",
" <td>0.905640</td>\n",
" <td>0.868672</td>\n",
" <td>0.807940</td>\n",
" <td>0.788042</td>\n",
" <td>0.896458</td>\n",
" <td>0.847012</td>\n",
" <td>0.906000</td>\n",
" <td>0.421523</td>\n",
" </tr>\n",
" <tr>\n",
" <th>62</th>\n",
" <td>0.831817</td>\n",
" <td>0.714928</td>\n",
" <td>0.913828</td>\n",
" <td>0.865213</td>\n",
" <td>0.825595</td>\n",
" <td>0.832914</td>\n",
" <td>0.903414</td>\n",
" <td>0.845946</td>\n",
" <td>0.909991</td>\n",
" <td>0.422633</td>\n",
" </tr>\n",
" <tr>\n",
" <th>63</th>\n",
" <td>0.792097</td>\n",
" <td>0.686098</td>\n",
" <td>0.915217</td>\n",
" <td>0.874909</td>\n",
" <td>0.819732</td>\n",
" <td>0.857403</td>\n",
" <td>0.904121</td>\n",
" <td>0.819495</td>\n",
" <td>0.906890</td>\n",
" <td>0.543363</td>\n",
" </tr>\n",
" <tr>\n",
" <th>64</th>\n",
" <td>0.823598</td>\n",
" <td>0.726075</td>\n",
" <td>0.919426</td>\n",
" <td>0.888052</td>\n",
" <td>0.816165</td>\n",
" <td>0.861354</td>\n",
" <td>0.903818</td>\n",
" <td>0.837979</td>\n",
" <td>0.907432</td>\n",
" <td>0.530804</td>\n",
" </tr>\n",
" <tr>\n",
" <th>65</th>\n",
" <td>0.845374</td>\n",
" <td>0.744106</td>\n",
" <td>0.925234</td>\n",
" <td>0.900769</td>\n",
" <td>0.829069</td>\n",
" <td>0.872333</td>\n",
" <td>0.909485</td>\n",
" <td>0.837558</td>\n",
" <td>0.884766</td>\n",
" <td>0.425846</td>\n",
" </tr>\n",
" <tr>\n",
" <th>66</th>\n",
" <td>0.799482</td>\n",
" <td>0.753382</td>\n",
" <td>0.933269</td>\n",
" <td>0.903153</td>\n",
" <td>0.822660</td>\n",
" <td>0.887196</td>\n",
" <td>0.911828</td>\n",
" <td>0.835032</td>\n",
" <td>0.914277</td>\n",
" <td>0.436822</td>\n",
" </tr>\n",
" <tr>\n",
" <th>67</th>\n",
" <td>0.795294</td>\n",
" <td>0.722449</td>\n",
" <td>0.927975</td>\n",
" <td>0.904504</td>\n",
" <td>0.817691</td>\n",
" <td>0.888935</td>\n",
" <td>0.907442</td>\n",
" <td>0.842774</td>\n",
" <td>0.911727</td>\n",
" <td>0.390918</td>\n",
" </tr>\n",
" <tr>\n",
" <th>68</th>\n",
" <td>0.801418</td>\n",
" <td>0.748519</td>\n",
" <td>0.928617</td>\n",
" <td>0.907505</td>\n",
" <td>0.825528</td>\n",
" <td>0.886333</td>\n",
" <td>0.907400</td>\n",
" <td>0.881098</td>\n",
" <td>0.907199</td>\n",
" <td>0.215788</td>\n",
" </tr>\n",
" <tr>\n",
" <th>69</th>\n",
" <td>0.786114</td>\n",
" <td>0.761326</td>\n",
" <td>0.921520</td>\n",
" <td>0.904498</td>\n",
" <td>0.832341</td>\n",
" <td>0.892112</td>\n",
" <td>0.906252</td>\n",
" <td>0.873495</td>\n",
" <td>0.902999</td>\n",
" <td>0.221739</td>\n",
" </tr>\n",
" <tr>\n",
" <th>70</th>\n",
" <td>0.786586</td>\n",
" <td>0.760617</td>\n",
" <td>0.923186</td>\n",
" <td>0.900585</td>\n",
" <td>0.836128</td>\n",
" <td>0.877407</td>\n",
" <td>0.905440</td>\n",
" <td>0.866174</td>\n",
" <td>0.909835</td>\n",
" <td>0.309158</td>\n",
" </tr>\n",
" <tr>\n",
" <th>71</th>\n",
" <td>0.789919</td>\n",
" <td>0.753341</td>\n",
" <td>0.919884</td>\n",
" <td>0.896175</td>\n",
" <td>0.848909</td>\n",
" <td>0.890103</td>\n",
" <td>0.905934</td>\n",
" <td>0.875479</td>\n",
" <td>0.909345</td>\n",
" <td>0.333210</td>\n",
" </tr>\n",
" <tr>\n",
" <th>72</th>\n",
" <td>0.803885</td>\n",
" <td>0.808141</td>\n",
" <td>0.916389</td>\n",
" <td>0.887253</td>\n",
" <td>0.839777</td>\n",
" <td>0.878285</td>\n",
" <td>0.899207</td>\n",
" <td>0.876453</td>\n",
" <td>0.908592</td>\n",
" <td>0.278569</td>\n",
" </tr>\n",
" <tr>\n",
" <th>73</th>\n",
" <td>0.807522</td>\n",
" <td>0.799719</td>\n",
" <td>0.914315</td>\n",
" <td>0.898161</td>\n",
" <td>0.847215</td>\n",
" <td>0.894286</td>\n",
" <td>0.902170</td>\n",
" <td>0.884607</td>\n",
" <td>0.910530</td>\n",
" <td>0.315433</td>\n",
" </tr>\n",
" </tbody>\n",
"</table style=\"display:inline\"><table style=\"display:inline\" border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" </tbody>\n",
"</table style=\"display:inline\"><table style=\"display:inline\" border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>C</th>\n",
" <th>JPM</th>\n",
" <th>STT</th>\n",
" <th>GS</th>\n",
" <th>WFC</th>\n",
" <th>BAC</th>\n",
" <th>BK</th>\n",
" <th>MS</th>\n",
" <th>BLK</th>\n",
" <th>BRK</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>58</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.010760</td>\n",
" </tr>\n",
" <tr>\n",
" <th>59</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.009736</td>\n",
" </tr>\n",
" <tr>\n",
" <th>60</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.002786</td>\n",
" </tr>\n",
" <tr>\n",
" <th>61</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.003528</td>\n",
" </tr>\n",
" <tr>\n",
" <th>62</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.003433</td>\n",
" </tr>\n",
" <tr>\n",
" <th>63</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.000079</td>\n",
" </tr>\n",
" <tr>\n",
" <th>64</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.000104</td>\n",
" </tr>\n",
" <tr>\n",
" <th>65</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.002842</td>\n",
" </tr>\n",
" <tr>\n",
" <th>66</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.001908</td>\n",
" </tr>\n",
" <tr>\n",
" <th>67</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.005482</td>\n",
" </tr>\n",
" <tr>\n",
" <th>68</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.149783</td>\n",
" </tr>\n",
" <tr>\n",
" <th>69</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.143219</td>\n",
" </tr>\n",
" <tr>\n",
" <th>70</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.036561</td>\n",
" </tr>\n",
" <tr>\n",
" <th>71</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.023645</td>\n",
" </tr>\n",
" <tr>\n",
" <th>72</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.060841</td>\n",
" </tr>\n",
" <tr>\n",
" <th>73</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.037007</td>\n",
" </tr>\n",
" </tbody>\n",
"</table style=\"display:inline\">"
]
},
"metadata": {},
"output_type": "display_data"
}
],
"source": [
"display_side_by_side(\n",
" spearman_correlations,\n",
" pd.DataFrame(),\n",
" spearman_pvalues,\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Cross filer correlation\n",
"\n",
"## Pearson Correlations and p-values per `qid`\n",
"\n",
"Στο αριστερό DataFrame είναι τα correlations και στο δεξί τα `p-values`"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"58\n"
]
},
{
"data": {
"text/html": [
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" <thead>\n",
" <tr style=\"text-align: right;\">\n",
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" <th>BAC</th>\n",
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" <tbody>\n",
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" <td>0.659162</td>\n",
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" <tr>\n",
" <th>JPM</th>\n",
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" <td>0.700160</td>\n",
" <td>0.733854</td>\n",
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" <td>0.818672</td>\n",
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" <tr>\n",
" <th>STT</th>\n",
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" <td>NaN</td>\n",
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" <td>0.808360</td>\n",
" <td>0.864313</td>\n",
" <td>0.906951</td>\n",
" <td>0.941796</td>\n",
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" <td>0.966343</td>\n",
" <td>0.427381</td>\n",
" </tr>\n",
" <tr>\n",
" <th>GS</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.786628</td>\n",
" <td>0.786287</td>\n",
" <td>0.826776</td>\n",
" <td>0.764714</td>\n",
" <td>0.846690</td>\n",
" <td>0.311867</td>\n",
" </tr>\n",
" <tr>\n",
" <th>WFC</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.833587</td>\n",
" <td>0.855292</td>\n",
" <td>0.753073</td>\n",
" <td>0.877842</td>\n",
" <td>0.313868</td>\n",
" </tr>\n",
" <tr>\n",
" <th>BAC</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.898608</td>\n",
" <td>0.766740</td>\n",
" <td>0.920455</td>\n",
" <td>0.367390</td>\n",
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" <tr>\n",
" <th>BK</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.783473</td>\n",
" <td>0.962882</td>\n",
" <td>0.362218</td>\n",
" </tr>\n",
" <tr>\n",
" <th>MS</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.816657</td>\n",
" <td>0.263368</td>\n",
" </tr>\n",
" <tr>\n",
" <th>BLK</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.449400</td>\n",
" </tr>\n",
" <tr>\n",
" <th>BRK</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
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"</table style=\"display:inline\"><table style=\"display:inline\" border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
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" </thead>\n",
" <tbody>\n",
" </tbody>\n",
"</table style=\"display:inline\"><table style=\"display:inline\" border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>C</th>\n",
" <th>JPM</th>\n",
" <th>STT</th>\n",
" <th>GS</th>\n",
" <th>WFC</th>\n",
" <th>BAC</th>\n",
" <th>BK</th>\n",
" <th>MS</th>\n",
" <th>BLK</th>\n",
" <th>BRK</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>C</th>\n",
" <td>NaN</td>\n",
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" <td>0.937659</td>\n",
" <td>0.901393</td>\n",
" <td>0.974366</td>\n",
" <td>0.474732</td>\n",
" </tr>\n",
" <tr>\n",
" <th>GS</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.837092</td>\n",
" <td>0.854022</td>\n",
" <td>0.895089</td>\n",
" <td>0.884754</td>\n",
" <td>0.933743</td>\n",
" <td>0.534680</td>\n",
" </tr>\n",
" <tr>\n",
" <th>WFC</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.907419</td>\n",
" <td>0.907980</td>\n",
" <td>0.858438</td>\n",
" <td>0.922106</td>\n",
" <td>0.259552</td>\n",
" </tr>\n",
" <tr>\n",
" <th>BAC</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.889378</td>\n",
" <td>0.871614</td>\n",
" <td>0.922016</td>\n",
" <td>0.448214</td>\n",
" </tr>\n",
" <tr>\n",
" <th>BK</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.895244</td>\n",
" <td>0.963005</td>\n",
" <td>0.456985</td>\n",
" </tr>\n",
" <tr>\n",
" <th>MS</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.919988</td>\n",
" <td>0.442589</td>\n",
" </tr>\n",
" <tr>\n",
" <th>BLK</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.497453</td>\n",
" </tr>\n",
" <tr>\n",
" <th>BRK</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" </tbody>\n",
"</table style=\"display:inline\"><table style=\"display:inline\" border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" </tbody>\n",
"</table style=\"display:inline\"><table style=\"display:inline\" border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>C</th>\n",
" <th>JPM</th>\n",
" <th>STT</th>\n",
" <th>GS</th>\n",
" <th>WFC</th>\n",
" <th>BAC</th>\n",
" <th>BK</th>\n",
" <th>MS</th>\n",
" <th>BLK</th>\n",
" <th>BRK</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>C</th>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.000161</td>\n",
" </tr>\n",
" <tr>\n",
" <th>JPM</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.000024</td>\n",
" </tr>\n",
" <tr>\n",
" <th>STT</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.000858</td>\n",
" </tr>\n",
" <tr>\n",
" <th>GS</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.000155</td>\n",
" </tr>\n",
" <tr>\n",
" <th>WFC</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.081523</td>\n",
" </tr>\n",
" <tr>\n",
" <th>BAC</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.001785</td>\n",
" </tr>\n",
" <tr>\n",
" <th>BK</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.001410</td>\n",
" </tr>\n",
" <tr>\n",
" <th>MS</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.002070</td>\n",
" </tr>\n",
" <tr>\n",
" <th>BLK</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.000436</td>\n",
" </tr>\n",
" <tr>\n",
" <th>BRK</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" </tr>\n",
" </tbody>\n",
"</table style=\"display:inline\">"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"72\n"
]
},
{
"data": {
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" <td>0.539757</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.915160</td>\n",
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" <td>0.865267</td>\n",
" <td>0.921586</td>\n",
" <td>0.319577</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
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" <td>0.492287</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
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" <td>0.964635</td>\n",
" <td>0.535655</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.927030</td>\n",
" <td>0.496599</td>\n",
" </tr>\n",
" <tr>\n",
" <th>BLK</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.573992</td>\n",
" </tr>\n",
" <tr>\n",
" <th>BRK</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
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" <th></th>\n",
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"</table style=\"display:inline\"><table style=\"display:inline\" border=\"1\" class=\"dataframe\">\n",
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" <tr style=\"text-align: right;\">\n",
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" <th>C</th>\n",
" <th>JPM</th>\n",
" <th>STT</th>\n",
" <th>GS</th>\n",
" <th>WFC</th>\n",
" <th>BAC</th>\n",
" <th>BK</th>\n",
" <th>MS</th>\n",
" <th>BLK</th>\n",
" <th>BRK</th>\n",
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" </tr>\n",
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" <td>NaN</td>\n",
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" <td>0.000108</td>\n",
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" <td>NaN</td>\n",
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" <tr>\n",
" <th>BK</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
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" <td>0.0</td>\n",
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" <tr>\n",
" <th>MS</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.0</td>\n",
" <td>0.000448</td>\n",
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" <tr>\n",
" <th>BLK</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
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" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>0.000030</td>\n",
" </tr>\n",
" <tr>\n",
" <th>BRK</th>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
" <td>NaN</td>\n",
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" </tbody>\n",
"</table style=\"display:inline\">"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"73\n"
]
}
],
"source": [
"qids = range(58, 60)\n",
"qids = range(58, 74)\n",
"ciks = BIG8 + [\"BLK\", \"BRK\"]\n",
"\n",
"corr_method = \"pearson\"\n",
"for qid in qids:\n",
" print(qid)\n",
" correlations, pvalues = get_cross_filer_correlation(crsp, xml, ciks, qid, corr_method)\n",
" display_side_by_side(correlations ,pd.DataFrame(), pvalues)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Spearman Correlations and p-values per `qid`\n",
"\n",
"Στο αριστερό DataFrame είναι τα correlations και στο δεξί τα `p-values`"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"qids = range(58, 60)\n",
"qids = range(58, 74)\n",
"ciks = BIG8 + [\"BLK\", \"BRK\"]\n",
"\n",
"corr_method = \"spearman\"\n",
"for qid in qids:\n",
" print(qid)\n",
" correlations, pvalues = get_cross_filer_correlation(crsp, xml, ciks, qid, corr_method)\n",
" display_side_by_side(correlations ,pd.DataFrame(), pvalues)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"kernelspec": {
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"name": "python3"
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"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
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"nbformat_minor": 2
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