merge all data eps spline gpuc

merge all data

result.gpuc <- lm(apply.quarterly(SP5[k2k],mean)[,1] ~ PAq[k2k] * UCq[k2k] * G[k2k]*CSq[k2k] - UCq[k2k] -G[k2k] - PAq[k2k]*G[k2k] - UCq[k2k]*G[k2k]*CSq[k2k])
result.eps <- lm(apply.quarterly(SP5[,4][k2k],mean) ~ eps_year_xts[k2k]+apply.quarterly(PA[k2k],mean)+apply.quarterly(CS[k2k],mean)+apply.quarterly(UC[k2k],mean))
SP5.result <- merge(residuals(result.gpuc),predict(result.gpuc),residuals(result.eps),predict(result.eps))

GSPC.predict <- merge(to.monthly(GSPC)[substr(k2k,11,23)],last(spline(seq(1,length(SP5.result[,1]),1),as.vector(SP5.result[,2]),n=length(SP5.result[,1])*3+1)$y,n=length(to.monthly(GSPC)[,1][substr(k2k,11,23)])),last(spline(seq(1,length(SP5.result[,1]),1),as.vector(SP5.result[,4]),n=length(SP5.result[,1])*3+1)$y,n=length(to.monthly(GSPC)[,1][substr(k2k,11,23)])),suffixes=c('','spline','eps'))


plot(merge(GSPC.predict[,4],GSPC.predict[,7],GSPC.predict[,8],GSPC.predict[,4]-GSPC.predict[,7],GSPC.predict[,4]-GSPC.predict[,8]),main="GSPC.predict[,4] vs. GSPC.predict[,7]",grid.ticks.on='months')
tmp.legend <- "Black: actual \nRed: spline\nGreen: eps"
addLegend(legend.loc = "topleft", legend.names = tmp.legend,col=3)
tmp.addTA <- as.xts(rep(2800,length(index(GSPC.predict))),index(GSPC.predict))

addSeries(tmp.addTA,on=1,col=6,lwd=1)