correlation-features-USA4(corr=0.9645)

correlation-features-USA4.py

import pandas_datareader.data as web
from datetime import datetime
import pandas as pd

start = datetime(2015, 6, 1)
end = datetime(2025, 5, 1)

# 月次データをFREDから取得
gold = web.DataReader("IR14270", "fred", start, end)
zinc = web.DataReader("PZINCUSDM", "fred", start, end)
copper = web.DataReader("PCOPPUSDM", "fred", start, end)
wheat = web.DataReader("PWHEAMTUSDM", "fred", start, end)
corn = web.DataReader("PMAIZMTUSDM", "fred", start, end)
oil = web.DataReader("DCOILWTICO", "fred", start, end)
uranium = web.DataReader("PURANUSDM", "fred", start, end)
djia = web.DataReader("DJIA", "fred", start, end)

# データ結合（列名変更）
df = pd.concat([gold, zinc, copper, wheat, corn, oil, uranium, djia], axis=1).dropna()
df.columns = ["Gold", "Zinc", "Copper", "Wheat", "Corn", "Oil", "Uranium", "DJIA"]

# 合成価格を作成（単純合計）
df["Combined_Price"] = df["Gold"] * 10 + (df["Copper"] - df["Zinc"]) * 0.75 - (df["Wheat"] + df["Corn"]) * 2.5 + (df["Oil"] - df["Uranium"]) * 30

# 相関係数を計算
corr = df["Combined_Price"].corr(df["DJIA"])
print("相関係数（合成商品価格 × DJIA）:", corr)

# 表示
print(df[["Combined_Price", "DJIA"]])