Lisp-Stat

Table of Contents

1. Intro

1. Intro

First we'll load the Data Frame Input/Output package.

(require 'dfio)     
(use-package 'dfio)

(require 'data-frame)     
(use-package 'data-frame)

(require 'lisp-stat)     
(use-package 'lisp-stat)

(in-package :ls-user)

#<PACKAGE "LS-USER">

(defparameter energy_prices
        (read-csv #P"ng_cl_data.csv"))

energy_prices

#<DATA-FRAME (1531 observations of 3 variables)>

Here is a reference for data frames: https://lisp-stat.github.io/data-frame/

(head energy_prices)


;;   INDEX      NG-RNGC1-W PET-RCLC1-W
;; 0 1994-01-14      2.231       14.63
;; 1 1994-01-21      2.297       15.05
;; 2 1994-01-28      2.404       15.31
;; 3 1994-02-04      2.506       15.73
;; 4 1994-02-11      2.369       14.87
;; 5 1994-02-18      2.330       14.11

(tail energy_prices)


;;   INDEX      NG-RNGC1-W PET-RCLC1-W
;; 0 2023-04-07      2.092       80.61
;; 1 2023-04-14      2.114       81.84
;; 2 2023-04-21      2.269       79.20
;; 3 2023-04-28      2.292       76.33
;; 4 2023-05-05      2.188       71.16
;; 5 2023-05-12      2.230       72.07

(column-names energy_prices)

INDEX

NG-RNGC1-W

PET-RCLC1-W

(rename-column! energy_prices 'ng 'NG-RNGC1-W)

#<DATA-FRAME (1531 observations of 3 variables)>

(rename-column! energy_prices 'cl 'PET-RCLC1-W)

#<DATA-FRAME (1531 observations of 3 variables)>

(column-names energy_prices)

INDEX

NG

CL

(aops:dims energy_prices)

1531

3

To select a column we can use:

(column energy_prices 'NG)

2.231d0

2.297d0

2.404d0

2.506d0

2.369d0

2.33d0

2.267d0

2.178d0

2.146d0

2.108d0

2.058d0

2.065d0

2.092d0

2.127d0

2.126d0

2.097d0

2.025d0

1.959d0

1.933d0

1.855d0

1.938d0

2.052d0

2.128d0

2.065d0

2.183d0

2.087d0

1.991d0

1.886d0

1.862d0

1.783d0

1.709d0

1.757d0

1.573d0

1.6d0

1.631d0

1.661d0

1.506d0

1.699d0

1.662d0

1.641d0

1.605d0

1.932d0

1.894d0

1.754d0

1.68d0

1.803d0

1.724d0

1.778d0

1.759d0

1.59d0

1.697d0

1.587d0

1.399d0

1.388d0

1.387d0

1.407d0

1.471d0

1.397d0

1.446d0

1.465d0

1.443d0

1.523d0

1.543d0

1.664d0

1.657d0

1.615d0

1.683d0

1.676d0

1.666d0

1.666d0

1.725d0

1.768d0

1.714d0

1.702d0

1.683d0

1.577d0

1.542d0

1.481d0

1.525d0

1.483d0

1.46d0

1.476d0

1.499d0

1.548d0

1.604d0

1.707d0

1.653d0

1.667d0

1.609d0

1.75d0

1.825d0

1.778d0

1.726d0

1.802d0

1.848d0

1.858d0

1.946d0

2.17d0

2.046d0

2.195d0

2.286d0

2.851d0

2.616d0

2.931d0

2.636d0

2.171d0

2.305d0

2.493d0

2.43d0

2.543d0

2.534d0

2.272d0

2.165d0

2.233d0

2.642d0

2.412d0

2.305d0

2.364d0

2.338d0

2.263d0

2.199d0

2.187d0

2.288d0

2.329d0

2.415d0

2.381d0

2.45d0

2.606d0

2.739d0

2.803d0

2.76d0

2.59d0

2.288d0

2.188d0

2.12d0

2.079d0

2.028d0

1.873d0

1.814d0

1.834d0

1.98d0

2.023d0

2.264d0

2.399d0

2.405d0

2.563d0

2.756d0

2.648d0

2.743d0

3.449d0

3.524d0

3.477d0

3.498d0

4.338d0

3.639d0

2.857d0

3.456d0

3.371d0

2.902d0

2.568d0

2.356d0

2.089d0

1.959d0

1.835d0

1.883d0

1.942d0

1.886d0

1.875d0

1.904d0

1.919d0

2.009d0

2.097d0

2.183d0

2.279d0

2.226d0

2.218d0

2.299d0

2.147d0

2.112d0

2.186d0

2.205d0

2.104d0

2.098d0

2.166d0

2.134d0

2.168d0

2.409d0

2.478d0

2.444d0

2.577d0

2.743d0

2.73d0

2.783d0

3.14d0

3.091d0

2.955d0

3.122d0

3.461d0

3.509d0

3.382d0

3.337d0

2.85d0

2.605d0

2.6d0

2.4d0

2.407d0

2.27d0

2.24d0

2.125d0

2.06d0

2.119d0

2.093d0

2.335d0

2.244d0

2.204d0

2.257d0

2.206d0

2.149d0

2.238d0

2.336d0

2.51d0

2.637d0

2.491d0

2.419d0

2.261d0

2.186d0

2.21d0

2.122d0

2.088d0

2.1d0

1.969d0

2.138d0

2.362d0

2.436d0

2.35d0

2.208d0

1.991d0

1.921d0

1.86d0

1.844d0

1.968d0

1.77d0

1.737d0

1.885d0

2.141d0

2.172d0

2.254d0

2.315d0

2.083d0

2.173d0

2.2d0

2.464d0

2.441d0

2.232d0

2.147d0

1.951d0

1.911d0

2.006d0

1.914d0

1.846d0

1.928d0

1.795d0

1.828d0

1.775d0

1.791d0

1.815d0

1.765d0

1.673d0

1.747d0

1.861d0

1.713d0

1.794d0

1.923d0

2.046d0

2.124d0

2.187d0

2.314d0

2.319d0

2.259d0

2.26d0

2.248d0

2.396d0

2.405d0

2.331d0

2.258d0

2.321d0

2.164d0

2.166d0

2.316d0

2.565d0

2.632d0

2.728d0

2.807d0

3.002d0

2.712d0

2.735d0

2.639d0

2.539d0

2.71d0

2.629d0

2.906d0

3.008d0

3.009d0

2.866d0

2.627d0

2.472d0

2.168d0

2.368d0

2.302d0

2.574d0

2.498d0

2.334d0

2.178d0

2.258d0

2.461d0

2.561d0

2.704d0

2.551d0

2.604d0

2.549d0

2.774d0

2.783d0

2.834d0

2.788d0

2.919d0

2.905d0

3.021d0

3.096d0

3.106d0

3.138d0

3.275d0

3.613d0

4.055d0

4.204d0

4.186d0

4.315d0

4.309d0

4.502d0

4.145d0

4.166d0

3.924d0

3.76d0

4.104d0

4.423d0

4.361d0

4.608d0

4.7d0

4.974d0

5.095d0

5.278d0

5.244d0

5.23d0

5.391d0

5.183d0

4.751d0

4.67d0

5.233d0

5.975d0

6.411d0

6.234d0

8.051d0

8.18d0

9.272d0

9.705d0

8.695d0

9.163d0

7.401d0

7.208d0

6.226d0

6.014d0

5.704d0

5.174d0

5.156d0

5.271d0

5.007d0

5.175d0

5.325d0

5.242d0

5.45d0

5.228d0

4.988d0

4.567d0

4.269d0

4.376d0

4.075d0

3.842d0

3.907d0

4.121d0

3.828d0

3.28d0

3.168d0

3.291d0

3.042d0

3.103d0

3.23d0

3.006d0

3.246d0

2.943d0

2.405d0

2.429d0

2.392d0

2.187d0

2.032d0

2.287d0

2.419d0

2.511d0

2.889d0

3.225d0

2.911d0

2.678d0

2.818d0

2.576d0

2.564d0

2.774d0

2.708d0

2.746d0

2.394d0

2.234d0

2.285d0

2.066d0

2.027d0

2.126d0

2.245d0

2.414d0

2.373d0

2.615d0

2.981d0

3.285d0

3.375d0

3.459d0

3.188d0

3.442d0

3.444d0

3.704d0

3.696d0

3.697d0

3.425d0

3.284d0

3.243d0

3.175d0

3.291d0

3.327d0

3.159d0

2.882d0

2.872d0

2.943d0

2.904d0

2.712d0

3.025d0

3.341d0

3.386d0

3.233d0

3.36d0

3.717d0

3.788d0

3.965d0

3.898d0

4.263d0

4.137d0

4.181d0

3.866d0

3.875d0

4.277d0

4.2d0

4.326d0

4.815d0

5.217d0

5.053d0

5.046d0

5.134d0

5.393d0

5.522d0

5.537d0

5.808d0

5.841d0

6.203d0

8.686d0

7.012d0

5.822d0

5.311d0

5.143d0

5.022d0

5.253d0

5.647d0

5.575d0

5.253d0

5.699d0

6.171d0

6.084d0

6.04d0

6.435d0

6.027d0

5.749d0

5.594d0

5.288d0

5.363d0

5.025d0

4.857d0

4.73d0

4.834d0

5.052d0

5.104d0

4.944d0

4.728d0

4.772d0

4.588d0

4.513d0

4.771d0

5.267d0

5.38d0

4.854d0

4.612d0

4.738d0

4.845d0

4.838d0

4.968d0

5.818d0

6.834d0

6.959d0

6.286d0

6.313d0

7.033d0

6.281d0

6.083d0

5.654d0

5.526d0

5.4d0

5.275d0

5.232d0

5.478d0

5.493d0

5.668d0

5.447d0

5.724d0

5.856d0

5.777d0

5.567d0

5.871d0

6.264d0

6.371d0

6.342d0

6.616d0

6.456d0

6.145d0

6.427d0

6.411d0

6.155d0

6.28d0

5.894d0

5.994d0

6.083d0

5.718d0

5.614d0

5.438d0

5.243d0

4.943d0

4.662d0

4.885d0

5.488d0

6.292d0

7.07d0

6.798d0

7.47d0

8.265d0

8.438d0

7.432d0

7.166d0

7.177d0

7.295d0

6.791d0

7.238d0

6.824d0

6.231d0

5.915d0

6.207d0

6.244d0

6.362d0

6.251d0

6.11d0

6.041d0

6.358d0

6.705d0

6.796d0

7.204d0

7.191d0

7.436d0

7.466d0

7.089d0

7.055d0

6.87d0

6.63d0

6.619d0

6.402d0

6.312d0

6.716d0

7.045d0

7.446d0

7.483d0

7.07d0

7.508d0

7.794d0

7.494d0

7.587d0

8.41d0

9.058d0

9.344d0

9.758d0

11.485d0

11.367d0

11.088d0

12.572d0

13.424d0

13.805d0

13.268d0

13.341d0

13.653d0

11.754d0

11.685d0

11.771d0

11.521d0

12.492d0

14.031d0

14.462d0

13.52d0

11.225d0

9.988d0

9.134d0

9.011d0

8.469d0

8.877d0

7.676d0

7.147d0

7.396d0

6.757d0

6.624d0

7.127d0

7.054d0

7.242d0

7.018d0

6.933d0

7.964d0

7.074d0

6.745d0

6.621d0

6.092d0

6.079d0

6.394d0

6.237d0

6.673d0

6.529d0

6.04d0

5.65d0

5.899d0

5.886d0

6.825d0

7.624d0

7.302d0

6.792d0

6.948d0

6.3d0

5.856d0

5.313d0

4.857d0

4.842d0

6.024d0

6.097d0

6.813d0

7.263d0

7.672d0

7.763d0

7.985d0

7.908d0

8.49d0

7.69d0

7.498d0

6.872d0

6.124d0

6.202d0

6.531d0

6.52d0

7.283d0

7.466d0

7.731d0

7.325d0

7.678d0

7.382d0

7.282d0

6.954d0

7.101d0

7.53d0

7.554d0

7.799d0

7.463d0

7.637d0

7.839d0

7.752d0

7.945d0

7.758d0

7.836d0

7.964d0

7.724d0

7.415d0

6.834d0

6.645d0

6.573d0

6.472d0

5.976d0

6.247d0

6.407d0

6.896d0

5.716d0

5.501d0

5.646d0

6.114d0

6.297d0

6.588d0

7.247d0

6.913d0

7.337d0

7.006d0

8.135d0

7.819d0

7.889d0

7.628d0

7.447d0

7.207d0

7.148d0

7.136d0

7.157d0

7.712d0

8.082d0

8.151d0

7.769d0

7.99d0

8.041d0

8.557d0

8.994d0

9.226d0

9.59d0

10.026d0

9.15d0

9.539d0

9.679d0

9.908d0

10.332d0

10.774d0

10.86d0

11.291d0

11.362d0

11.502d0

11.723d0

12.356d0

12.624d0

12.99d0

13.054d0

13.456d0

12.311d0

11.188d0

9.754d0

9.227d0

8.608d0

8.272d0

8.007d0

8.098d0

7.324d0

7.416d0

7.543d0

7.692d0

7.445d0

6.741d0

6.699d0

6.604d0

6.398d0

7.01d0

6.6d0

6.518d0

6.667d0

6.226d0

5.586d0

5.582d0

5.692d0

5.882d0

5.804d0

5.066d0

4.655d0

4.494d0

4.616d0

4.564d0

4.125d0

4.12d0

4.162d0

3.888d0

3.948d0

4.11d0

3.76d0

3.632d0

3.668d0

3.458d0

3.378d0

3.926d0

4.294d0

3.828d0

3.72d0

3.964d0

3.792d0

4.128d0

3.872d0

3.8d0

3.41d0

3.462d0

3.688d0

3.582d0

3.896d0

3.448d0

3.026d0

2.916d0

2.752d0

2.965d0

3.524d0

3.8d0

4.528d0

4.9d0

4.634d0

4.968d0

4.694d0

4.77d0

4.48d0

4.43d0

4.828d0

4.638d0

5.088d0

5.572d0

5.713d0

5.77d0

5.818d0

5.61d0

5.625d0

5.35d0

5.448d0

5.37d0

5.228d0

4.816d0

4.664d0

4.49d0

4.26d0

4.034d0

3.943d0

4.086d0

4.08d0

4.054d0

4.13d0

3.99d0

4.246d0

4.21d0

4.172d0

4.54d0

4.768d0

5.068d0

4.808d0

4.685d0

4.513d0

4.432d0

4.566d0

4.762d0

4.63d0

4.314d0

4.206d0

3.89d0

3.816d0

3.828d0

3.998d0

3.922d0

3.85d0

3.722d0

3.626d0

3.436d0

3.578d0

3.868d0

4.016d0

3.974d0

4.3d0

4.27d0

4.47d0

4.204d0

4.133d0

4.274d0

4.528d0

4.455d0

4.604d0

4.436d0

4.37d0

4.016d0

3.913d0

3.891d0

3.863d0

3.888d0

4.024d0

4.279d0

4.344d0

4.153d0

4.153d0

4.281d0

4.484d0

4.487d0

4.204d0

4.204d0

4.383d0

4.699d0

4.787d0

4.508d0

4.289d0

4.323d0

4.23d0

4.39d0

4.475d0

4.303d0

4.063d0

4.02d0

3.944d0

3.933d0

3.948d0

3.943d0

3.918d0

3.753d0

3.756d0

3.581d0

3.576d0

3.617d0

3.66d0

3.805d0

3.665d0

3.386d0

3.454d0

3.556d0

3.429d0

3.185d0

3.132d0

3.053d0

3.033d0

2.819d0

2.406d0

2.618d0

2.53d0

2.485d0

2.528d0

2.61d0

2.506d0

2.322d0

2.291d0

2.318d0

2.18d0

2.142d0

2.017d0

1.95d0

2.054d0

2.306d0

2.438d0

2.577d0

2.654d0

2.399d0

2.371d0

2.319d0

2.581d0

2.756d0

2.861d0

2.844d0

2.93d0

3.098d0

3.078d0

2.904d0

2.751d0

2.776d0

2.69d0

2.777d0

2.969d0

2.816d0

3.08d0

3.442d0

3.512d0

3.519d0

3.454d0

3.621d0

3.572d0

3.712d0

3.839d0

3.681d0

3.609d0

3.383d0

3.402d0

3.39d0

3.267d0

3.223d0

3.465d0

3.501d0

3.298d0

3.338d0

3.226d0

3.272d0

3.443d0

3.548d0

3.732d0

3.935d0

3.983d0

3.991d0

4.109d0

4.264d0

4.198d0

4.225d0

3.96d0

4.001d0

4.193d0

4.082d0

3.929d0

3.77d0

3.878d0

3.648d0

3.635d0

3.667d0

3.716d0

3.663d0

3.414d0

3.282d0

3.345d0

3.479d0

3.558d0

3.614d0

3.614d0

3.721d0

3.535d0

3.543d0

3.705d0

3.78d0

3.641d0

3.556d0

3.497d0

3.604d0

3.663d0

3.864d0

4.034d0

4.313d0

4.339d0

4.43d0

4.321d0

4.176d0

4.335d0

4.672d0

5.078d0

5.003d0

4.932d0

5.975d0

4.903d0

4.592d0

4.511d0

4.432d0

4.432d0

4.384d0

4.574d0

4.6d0

4.704d0

4.767d0

4.666d0

4.408d0

4.452d0

4.556d0

4.658d0

4.637d0

4.652d0

4.469d0

4.42d0

4.173d0

4.054d0

3.802d0

3.796d0

3.9d0

3.89d0

3.844d0

3.983d0

3.837d0

3.899d0

3.937d0

3.906d0

4.054d0

3.883d0

3.819d0

3.657d0

3.728d0

4.237d0

4.137d0

4.342d0

4.219d0

3.827d0

3.676d0

3.629d0

3.088d0

3.044d0

2.913d0

3.051d0

2.907d0

2.828d0

2.655d0

2.718d0

2.844d0

2.821d0

2.772d0

2.739d0

2.818d0

2.701d0

2.651d0

2.598d0

2.594d0

2.556d0

2.628d0

2.798d0

2.932d0

2.942d0

2.746d0

2.639d0

2.803d0

2.846d0

2.768d0

2.811d0

2.731d0

2.871d0

2.839d0

2.796d0

2.794d0

2.841d0

2.716d0

2.676d0

2.684d0

2.684d0

2.681d0

2.575d0

2.511d0

2.479d0

2.475d0

2.399d0

2.153d0

2.301d0

2.31d0

2.305d0

2.205d0

2.2d0

2.041d0

1.806d0

1.953d0

2.288d0

2.356d0

2.232d0

2.122d0

2.201d0

2.05d0

2.049d0

1.875d0

1.777d0

1.687d0

1.753d0

1.876d0

1.823d0

1.932d0

1.974d0

1.965d0

2.061d0

2.069d0

2.089d0

2.136d0

2.036d0

2.032d0

2.356d0

2.516d0

2.597d0

2.71d0

2.881d0

2.782d0

2.731d0

2.715d0

2.776d0

2.79d0

2.612d0

2.617d0

2.791d0

2.83d0

2.749d0

2.918d0

2.997d0

2.962d0

3.034d0

3.268d0

3.162d0

2.841d0

2.851d0

2.693d0

2.754d0

2.986d0

3.368d0

3.667d0

3.484d0

3.479d0

3.804d0

3.288d0

3.282d0

3.322d0

3.325d0

3.153d0

3.096d0

2.892d0

2.6d0

2.779d0

2.922d0

2.962d0

3.054d0

3.141d0

3.256d0

3.201d0

3.151d0

3.153d0

3.218d0

3.298d0

3.242d0

3.236d0

3.056d0

3.022d0

3.003d0

2.903d0

3.042d0

2.886d0

2.98d0

3.037d0

2.935d0

2.8d0

2.895d0

2.921d0

2.934d0

2.987d0

2.961d0

3.021d0

3.053d0

2.967d0

2.907d0

2.942d0

2.91d0

2.905d0

2.935d0

3.165d0

3.1d0

3.011d0

3.053d0

2.871d0

2.703d0

2.668d0

2.812d0

2.938d0

2.99d0

3.187d0

3.426d0

3.105d0

2.698d0

2.574d0

2.618d0

2.676d0

2.744d0

2.733d0

2.634d0

2.695d0

2.695d0

2.689d0

2.726d0

2.78d0

2.751d0

2.766d0

2.84d0

2.902d0

2.923d0

2.907d0

2.968d0

2.947d0

2.944d0

2.859d0

2.799d0

2.749d0

2.766d0

2.801d0

2.921d0

2.937d0

2.952d0

2.883d0

2.816d0

2.809d0

2.922d0

3.041d0

3.16d0

3.24d0

3.25d0

3.181d0

3.231d0

3.588d0

4.207d0

4.487d0

4.497d0

4.416d0

4.208d0

3.698d0

3.484d0

2.965d0

2.993d0

3.474d0

3.156d0

2.853d0

2.624d0

2.621d0

2.667d0

2.832d0

2.863d0

2.805d0

2.824d0

2.716d0

2.675d0

2.686d0

2.532d0

2.504d0

2.589d0

2.577d0

2.63d0

2.601d0

2.563d0

2.372d0

2.371d0

2.272d0

2.307d0

2.301d0

2.428d0

2.311d0

2.249d0

2.167d0

2.102d0

2.165d0

2.182d0

2.253d0

2.404d0

2.581d0

2.612d0

2.473d0

2.308d0

2.251d0

2.312d0

2.282d0

2.616d0

2.811d0

2.639d0

2.573d0

2.457d0

2.386d0

2.273d0

2.309d0

2.202d0

2.163d0

2.161d0

2.114d0

1.924d0

1.877d0

1.854d0

1.812d0

1.92d0

1.786d0

1.773d0

1.86d0

1.681d0

1.638d0

1.618d0

1.766d0

1.682d0

1.849d0

1.864d0

1.958d0

1.698d0

1.765d0

1.798d0

1.795d0

1.776d0

1.646d0

1.575d0

1.72d0

1.823d0

1.741d0

1.718d0

1.803d0

2.178d0

2.203d0

2.396d0

2.54d0

2.544d0

2.35d0

2.206d0

2.036d0

2.431d0

2.622d0

2.784d0

2.942d0

3.139d0

3.036d0

2.962d0

2.669d0

2.794d0

2.725d0

2.478d0

2.675d0

2.653d0

2.433d0

2.686d0

2.726d0

2.506d0

2.649d0

2.856d0

2.882d0

3.125d0

2.847d0

2.776d0

2.657d0

2.518d0

2.547d0

2.614d0

2.507d0

2.627d0

2.729d0

2.886d0

2.951d0

2.958d0

2.983d0

2.945d0

3.079d0

3.154d0

3.262d0

3.339d0

3.652d0

3.649d0

3.679d0

3.935d0

4.018d0

4.08d0

4

3.863d0

4.058d0

4.53d0

4.863d0

5.278d0

4.942d0

5.702d0

5.799d0

5.548d0

5.128d0

5.838d0

5.526d0

5.045d0

4.995d0

4.941d0

4.373d0

3.784d0

3.76d0

3.853d0

3.886d0

3.828d0

4.343d0

4.029d0

4.652d0

4.917d0

4.078d0

4.427d0

4.54d0

4.695d0

4.648d0

4.765d0

5.258d0

5.562d0

6.082d0

6.905d0

7.085d0

6.984d0

8.134d0

7.491d0

8.204d0

8.829d0

8.462d0

9.025d0

7.525d0

6.531d0

6.141d0

5.841d0

6.579d0

7.796d0

8.554d0

8.088d0

8.253d0

9.165d0

9.375d0

9.114d0

7.975d0

8.347d0

7.433d0

6.812d0

6.791d0

6.532d0

5.505d0

5.458d0

6.142d0

6.213d0

6.168d0

6.972d0

6.779d0

5.795d0

6.704d0

5.317d0

4.756d0

3.898d0

3.667d0

3.337d0

3.165d0

2.539d0

2.476d0

2.421d0

2.253d0

2.813d0

2.557d0

2.494d0

2.222d0

2.086d0

2.092d0

2.114d0

2.269d0

2.292d0

2.188d0

2.23d0

(mean (column energy_prices 'NG))

4\.054103853690407d0

Author: Matt Brigida, Ph.D.

Created: 2023-07-14 Fri 16:23