#
# Written by:
# -- 
# John L. Weatherwax                2009-04-21
# 
# email: wax@alum.mit.edu
# 
# Please send comments and especially bug reports to the
# above email address.
# 
#-----

save_plots = F

library(MASS)

library(AER)
data("USMacroG")
MacroDiff = apply(USMacroG,2,diff)
MacroDiff = data.frame(MacroDiff)

if( save_plots ){ postscript("../../WriteUp/Graphics/Chapter12/rlab_pairs_plot.eps", onefile=FALSE, horizontal=FALSE) }
with( MacroDiff, pairs(cbind(consumption,dpi,cpi,government,unemp)) )
if( save_plots ){ dev.off() }

# Fit a linear model:  
fitLm1 = lm( consumption ~ dpi + cpi + government + unemp, data=MacroDiff )
summary(fitLm1)
confint(fitLm1)
anova(fitLm1)

fitLm2 = stepAIC(fitLm1)
summary(fitLm2)

AIC(fitLm1)
AIC(fitLm2)
AIC(fitLm1) - AIC(fitLm2)

library(car)
vif(fitLm1)
vif(fitLm2)

# Plot partial residual plots:
attach(MacroDiff)
par(mfrow=c(2,2))
sp = 0.8
crPlot(fitLm1,dpi,span=cp,col="black")
crPlot(fitLm1,cpi,span=sp,col="black")
crPlot(fitLm1,government,span=sp,col="black")
crPlot(fitLm1,unemp,span=sp,col="black")