{ "nbformat": 4, "nbformat_minor": 0, "metadata": { "colab": { "provenance": [] }, "kernelspec": { "name": "python3", "display_name": "Python 3" }, "language_info": { "name": "python" } }, "cells": [ { "cell_type": "code", "source": [ "import numpy as np\n", "from sklearn.model_selection import train_test_split\n", "from sklearn.linear_model import LinearRegression\n", "from sklearn.metrics import mean_squared_error, r2_score, mean_absolute_error\n", "import matplotlib.pyplot as plt\n", "import seaborn as sns" ], "metadata": { "id": "ryCg7tFh1Vaz" }, "execution_count": 3, "outputs": [] }, { "cell_type": "code", "source": [ "!pip install fredapi" ], "metadata": { "colab": { "base_uri": "https://localhost:8080/" }, "id": "aQhXSA07fm5t", "outputId": "5cdc3117-689a-48eb-820d-45da3551cb5b" }, "execution_count": 2, "outputs": [ { "output_type": "stream", "name": "stdout", "text": [ "Collecting fredapi\n", " Downloading fredapi-0.5.2-py3-none-any.whl.metadata (5.0 kB)\n", "Requirement already satisfied: pandas in /usr/local/lib/python3.12/dist-packages (from fredapi) (2.2.2)\n", "Requirement already satisfied: numpy>=1.26.0 in /usr/local/lib/python3.12/dist-packages (from pandas->fredapi) (2.0.2)\n", "Requirement already satisfied: python-dateutil>=2.8.2 in /usr/local/lib/python3.12/dist-packages (from pandas->fredapi) (2.9.0.post0)\n", "Requirement already satisfied: pytz>=2020.1 in /usr/local/lib/python3.12/dist-packages (from pandas->fredapi) (2025.2)\n", "Requirement already satisfied: tzdata>=2022.7 in /usr/local/lib/python3.12/dist-packages (from pandas->fredapi) (2025.2)\n", "Requirement already satisfied: six>=1.5 in /usr/local/lib/python3.12/dist-packages (from python-dateutil>=2.8.2->pandas->fredapi) (1.17.0)\n", "Downloading fredapi-0.5.2-py3-none-any.whl (11 kB)\n", "Installing collected packages: fredapi\n", "Successfully installed fredapi-0.5.2\n" ] } ] }, { "cell_type": "code", "execution_count": 10, "metadata": { "id": "xFCX71rZmSEj", "colab": { "base_uri": "https://localhost:8080/" }, "outputId": "6c7ba128-6c4b-481b-87c6-8f51d92b6522" }, "outputs": [ { "output_type": "stream", "name": "stderr", "text": [ "/tmp/ipython-input-1312669008.py:30: FutureWarning: YF.download() has changed argument auto_adjust default to True\n", " usd_index = yf.download('DX-Y.NYB', start='2010-01-01')\n", "[*********************100%***********************] 1 of 1 completed\n" ] }, { "output_type": "stream", "name": "stdout", "text": [ "\n", "Combined data shape: (167, 6)\n", " Copper_Spot_Price Copper_Spot_Price_lb (USD_Index, DX-Y.NYB) \\\n", "2010-01-01 7367.375000 3.341789 77.840526 \n", "2010-02-01 6867.675000 3.115129 80.155789 \n", "2010-03-01 7466.934783 3.386949 80.671304 \n", "2010-04-01 7729.837500 3.506199 81.232857 \n", "2010-05-01 6843.157895 3.104008 85.361501 \n", "\n", " Fed_Funds_Rate CPI Oil_Price_WTI \n", "2010-01-01 0.11 217.488 78.325789 \n", "2010-02-01 0.13 217.281 76.387368 \n", "2010-03-01 0.16 217.353 81.203478 \n", "2010-04-01 0.20 217.403 84.292857 \n", "2010-05-01 0.20 217.290 73.743500 \n" ] } ], "source": [ "import yfinance as yf\n", "import pandas_datareader as pdr\n", "from fredapi import Fred\n", "import pandas as pd\n", "\n", "\n", "fred = Fred(api_key='2b89a22a93a46a84fb958d90e54465cc')\n", "\n", "\n", "\n", "def filter_dates(df):\n", " df = df[df.index >= '2010-01-01']\n", " df = df[~((df.index >= '2020-01-01') & (df.index < '2022-01-01'))]\n", " return df\n", "\n", "\n", "start_date = '2010-01-01'\n", "end_date = '2019-12-31'\n", "start_date_2 = '2022-01-01'\n", "\n", "# Get copper prices (从yfinance)\n", "copper = fred.get_series('PCOPPUSDM', observation_start='2010-01-01')\n", "copper = copper.to_frame(name='Copper_Spot_Price')\n", "#copper_monthly = copper.resample('MS').mean().dropna()\n", "copper_monthly = filter_dates(copper)\n", "copper_monthly['Copper_Spot_Price_lb'] = copper_monthly['Copper_Spot_Price'] / 2204.62\n", "\n", "# 2. Get USD Index\n", "usd_index = yf.download('DX-Y.NYB', start='2010-01-01')\n", "usd_index = usd_index[['Close']].rename(columns={'Close': 'USD_Index'})\n", "usd_index_monthly = usd_index.resample('MS').mean().dropna()\n", "usd_index_monthly = filter_dates(usd_index_monthly)\n", "\n", "# Get Fed Funds Rate\n", "fed_funds = fred.get_series('FEDFUNDS').to_frame(name='Fed_Funds_Rate')\n", "\n", "# Get CPI\n", "cpi = fred.get_series('CPIAUCSL').to_frame(name='CPI')\n", "\n", "# Get oil prices\n", "oil = fred.get_series('DCOILWTICO').to_frame(name='Oil_Price_WTI')\n", "oil_monthly = oil.resample('MS').mean().dropna()\n", "oil_monthly = filter_dates(oil_monthly)\n", "\n", "\n", "\n", "fed_funds = filter_dates(fed_funds)\n", "cpi = filter_dates(cpi)\n", "\n", "\n", "\n", "\n", "\n", "df_combined = copper_monthly.join([usd_index_monthly, fed_funds, cpi, oil_monthly], how='outer')\n", "print(\"\\nCombined data shape:\", df_combined.shape)\n", "print(df_combined.head())" ] }, { "cell_type": "code", "source": [ "copper" ], "metadata": { "colab": { "base_uri": "https://localhost:8080/", "height": 423 }, "id": "r7UgQE1TxLhl", "outputId": "4b80bc9b-43e7-45d5-b49c-3e7c0e079dcd" }, "execution_count": 19, "outputs": [ { "output_type": "execute_result", "data": { "text/plain": [ " Copper_Spot_Price\n", "2010-01-01 7367.375000\n", "2010-02-01 6867.675000\n", "2010-03-01 7466.934783\n", "2010-04-01 7729.837500\n", "2010-05-01 6843.157895\n", "... ...\n", "2025-02-01 9330.975000\n", "2025-03-01 9735.823333\n", "2025-04-01 9172.695909\n", "2025-05-01 9531.200909\n", "2025-06-01 9835.068095\n", "\n", "[186 rows x 1 columns]" ], "text/html": [ "\n", "
| \n", " | Copper_Spot_Price | \n", "
|---|---|
| 2010-01-01 | \n", "7367.375000 | \n", "
| 2010-02-01 | \n", "6867.675000 | \n", "
| 2010-03-01 | \n", "7466.934783 | \n", "
| 2010-04-01 | \n", "7729.837500 | \n", "
| 2010-05-01 | \n", "6843.157895 | \n", "
| ... | \n", "... | \n", "
| 2025-02-01 | \n", "9330.975000 | \n", "
| 2025-03-01 | \n", "9735.823333 | \n", "
| 2025-04-01 | \n", "9172.695909 | \n", "
| 2025-05-01 | \n", "9531.200909 | \n", "
| 2025-06-01 | \n", "9835.068095 | \n", "
186 rows × 1 columns
\n", "| \n", " | Copper_Spot_Price | \n", "Copper_Spot_Price_lb | \n", "USD_Index | \n", "Fed_Funds_Rate | \n", "CPI | \n", "Oil_Price_WTI | \n", "China_GDP_Growth | \n", "
|---|---|---|---|---|---|---|---|
| 2010-01-01 | \n", "7367.375000 | \n", "3.341789 | \n", "77.840526 | \n", "0.11 | \n", "217.488 | \n", "78.325789 | \n", "8.750130e+12 | \n", "
| 2010-04-01 | \n", "7729.837500 | \n", "3.506199 | \n", "81.232857 | \n", "0.20 | \n", "217.403 | \n", "84.292857 | \n", "9.934740e+12 | \n", "
| 2010-07-01 | \n", "6750.568182 | \n", "3.062010 | \n", "83.070476 | \n", "0.18 | \n", "217.605 | \n", "76.319524 | \n", "1.059637e+13 | \n", "
| 2010-10-01 | \n", "8289.761905 | \n", "3.760177 | \n", "77.459999 | \n", "0.19 | \n", "219.035 | \n", "81.892857 | \n", "1.193068e+13 | \n", "
| 2011-01-01 | \n", "9533.200000 | \n", "4.324192 | \n", "79.146000 | \n", "0.17 | \n", "221.187 | \n", "89.170500 | \n", "1.044699e+13 | \n", "
| 2011-04-01 | \n", "9482.750000 | \n", "4.301308 | \n", "74.724500 | \n", "0.10 | \n", "224.093 | \n", "109.532500 | \n", "1.188959e+13 | \n", "
| 2011-07-01 | \n", "9650.464286 | \n", "4.377382 | \n", "74.757000 | \n", "0.07 | \n", "225.395 | \n", "97.303500 | \n", "1.265622e+13 | \n", "
| 2011-10-01 | \n", "7394.190476 | \n", "3.353952 | \n", "77.154285 | \n", "0.07 | \n", "226.750 | \n", "86.322381 | \n", "1.380121e+13 | \n", "
| 2012-01-01 | \n", "8061.916667 | \n", "3.656828 | \n", "80.268000 | \n", "0.08 | \n", "227.842 | \n", "100.273500 | \n", "1.173576e+13 | \n", "
| 2012-04-01 | \n", "8285.526316 | \n", "3.758256 | \n", "79.401500 | \n", "0.14 | \n", "229.187 | \n", "103.321000 | \n", "1.313206e+13 | \n", "
| 2012-07-01 | \n", "7584.261364 | \n", "3.440167 | \n", "83.067619 | \n", "0.16 | \n", "228.590 | \n", "87.895238 | \n", "1.380896e+13 | \n", "
| 2012-10-01 | \n", "8062.032609 | \n", "3.656881 | \n", "79.708095 | \n", "0.16 | \n", "231.638 | \n", "89.491304 | \n", "1.518120e+13 | \n", "
| 2013-01-01 | \n", "8053.738636 | \n", "3.653119 | \n", "79.873333 | \n", "0.14 | \n", "231.679 | \n", "94.756667 | \n", "1.294496e+13 | \n", "
| 2013-04-01 | \n", "7221.161905 | \n", "3.275468 | \n", "82.525000 | \n", "0.15 | \n", "231.797 | \n", "92.021364 | \n", "1.435187e+13 | \n", "
| 2013-07-01 | \n", "6906.641304 | \n", "3.132804 | \n", "82.789546 | \n", "0.09 | \n", "232.900 | \n", "104.670909 | \n", "1.522227e+13 | \n", "
| 2013-10-01 | \n", "7203.021739 | \n", "3.267240 | \n", "79.866522 | \n", "0.09 | \n", "233.669 | \n", "100.538261 | \n", "1.677723e+13 | \n", "
| 2014-01-01 | \n", "7291.465909 | \n", "3.307357 | \n", "80.809524 | \n", "0.07 | \n", "235.288 | \n", "94.617143 | \n", "1.407598e+13 | \n", "
| 2014-04-01 | \n", "6673.562500 | \n", "3.027081 | \n", "79.853334 | \n", "0.09 | \n", "236.468 | \n", "102.069048 | \n", "1.564896e+13 | \n", "
| 2014-07-01 | \n", "7113.380435 | \n", "3.226579 | \n", "80.547726 | \n", "0.09 | \n", "237.498 | \n", "103.588636 | \n", "1.654847e+13 | \n", "
| 2014-10-01 | \n", "6737.478261 | \n", "3.056072 | \n", "85.670435 | \n", "0.09 | \n", "237.430 | \n", "84.396957 | \n", "1.808289e+13 | \n", "
| 2015-01-01 | \n", "5830.535714 | \n", "2.644690 | \n", "92.977000 | \n", "0.11 | \n", "234.747 | \n", "47.219000 | \n", "1.511379e+13 | \n", "
| 2015-04-01 | \n", "6042.087500 | \n", "2.740648 | \n", "97.591905 | \n", "0.12 | \n", "236.222 | \n", "54.452857 | \n", "1.685497e+13 | \n", "
| 2015-07-01 | \n", "5456.750000 | \n", "2.475143 | \n", "96.962273 | \n", "0.13 | \n", "238.034 | \n", "50.900909 | \n", "1.765977e+13 | \n", "
| 2015-10-01 | \n", "5216.090909 | \n", "2.365982 | \n", "95.714091 | \n", "0.12 | \n", "237.733 | \n", "46.223636 | \n", "1.925729e+13 | \n", "
| 2016-01-01 | \n", "4471.787500 | \n", "2.028371 | \n", "99.023000 | \n", "0.34 | \n", "237.652 | \n", "31.683158 | \n", "1.624100e+13 | \n", "
| 2016-04-01 | \n", "4872.738095 | \n", "2.210239 | \n", "94.403809 | \n", "0.37 | \n", "238.992 | \n", "40.755238 | \n", "1.814082e+13 | \n", "
| 2016-07-01 | \n", "4864.904762 | \n", "2.206686 | \n", "96.572501 | \n", "0.39 | \n", "240.101 | \n", "44.651500 | \n", "1.910106e+13 | \n", "
| 2016-10-01 | \n", "4731.261905 | \n", "2.146067 | \n", "97.738999 | \n", "0.40 | \n", "241.741 | \n", "49.775238 | \n", "2.115662e+13 | \n", "
| 2017-01-01 | \n", "5754.559524 | \n", "2.610227 | \n", "101.122000 | \n", "0.65 | \n", "243.618 | \n", "52.504000 | \n", "1.818677e+13 | \n", "
| 2017-04-01 | \n", "5683.902778 | \n", "2.578178 | \n", "100.045263 | \n", "0.90 | \n", "244.193 | \n", "51.060526 | \n", "2.019503e+13 | \n", "
| 2017-07-01 | \n", "5985.119048 | \n", "2.714808 | \n", "94.861001 | \n", "1.15 | \n", "244.243 | \n", "46.630526 | \n", "2.127893e+13 | \n", "
| 2017-10-01 | \n", "6807.602273 | \n", "3.087880 | \n", "93.719545 | \n", "1.15 | \n", "246.626 | \n", "51.577727 | \n", "2.354287e+13 | \n", "
| 2018-01-01 | \n", "7065.852273 | \n", "3.205020 | \n", "90.744762 | \n", "1.41 | \n", "248.859 | \n", "63.698571 | \n", "2.020357e+13 | \n", "
| 2018-04-01 | \n", "6851.512500 | \n", "3.107797 | \n", "90.293333 | \n", "1.69 | \n", "250.227 | \n", "66.253810 | \n", "2.239622e+13 | \n", "
| 2018-07-01 | \n", "6250.750000 | \n", "2.835296 | \n", "94.597619 | \n", "1.91 | \n", "251.214 | \n", "70.981429 | \n", "2.344743e+13 | \n", "
| 2018-10-01 | \n", "6219.586957 | \n", "2.821161 | \n", "95.852609 | \n", "2.19 | \n", "252.772 | \n", "70.748696 | \n", "2.588089e+13 | \n", "
| 2019-01-01 | \n", "5939.102273 | \n", "2.693935 | \n", "95.937619 | \n", "2.40 | \n", "252.561 | \n", "51.375714 | \n", "2.171683e+13 | \n", "
| 2019-04-01 | \n", "6438.362500 | \n", "2.920396 | \n", "97.358572 | \n", "2.42 | \n", "255.233 | \n", "63.862381 | \n", "2.415026e+13 | \n", "
| 2019-07-01 | \n", "5941.195652 | \n", "2.694884 | \n", "97.365909 | \n", "2.40 | \n", "255.802 | \n", "57.358095 | \n", "2.510463e+13 | \n", "
| 2019-10-01 | \n", "5757.297826 | \n", "2.611469 | \n", "98.173044 | \n", "1.83 | \n", "257.155 | \n", "53.963043 | \n", "2.767980e+13 | \n", "
| 2022-01-01 | \n", "9782.337500 | \n", "4.437199 | \n", "95.966500 | \n", "0.08 | \n", "282.542 | \n", "83.222000 | \n", "2.715092e+13 | \n", "
| 2022-04-01 | \n", "10174.347619 | \n", "4.615012 | \n", "100.708500 | \n", "0.33 | \n", "288.582 | \n", "101.777500 | \n", "2.939195e+13 | \n", "
| 2022-07-01 | \n", "7544.809524 | \n", "3.422272 | \n", "107.033500 | \n", "1.68 | \n", "294.940 | \n", "101.619000 | \n", "3.092706e+13 | \n", "
| 2022-10-01 | \n", "7651.082857 | \n", "3.470477 | \n", "111.941428 | \n", "3.08 | \n", "297.979 | \n", "87.554762 | \n", "3.355079e+13 | \n", "
| 2023-01-01 | \n", "9007.346364 | \n", "4.085668 | \n", "102.711999 | \n", "4.33 | \n", "300.456 | \n", "78.123000 | \n", "2.849966e+13 | \n", "
| 2023-04-01 | \n", "8809.157500 | \n", "3.995771 | \n", "101.764210 | \n", "4.83 | \n", "302.858 | \n", "79.446316 | \n", "3.080376e+13 | \n", "
| 2023-07-01 | \n", "8476.679048 | \n", "3.844962 | \n", "101.327499 | \n", "5.12 | \n", "304.615 | \n", "76.069500 | \n", "3.199923e+13 | \n", "