Datos yahoo McDonald’s Corporation (MCD)
## [1] 252
## Warning in yuima.warn("Solution variable (lhs) not specified. Trying to use state variables."):
## YUIMA: Solution variable (lhs) not specified. Trying to use state variables.
## Quasi-Maximum likelihood estimation
##
## Call:
## qmle(yuima = mod, start = list(mu = 0, sigma = 1), lower = list(mu = 0.1,
## sigma = 0.1), upper = list(mu = 100, sigma = 10))
##
## Coefficients:
## Estimate Std. Error
## sigma 0.1810803 0.008084542
## mu 0.1844033 0.218363830
##
## -2 log L: 1027.299
## sigma mu
## 0.1810803 0.1844033
## MCD.close
## MCD.close 0.1820052
## MCD.close
## MCD.close 0.1844783
##
## Diffusion process
## Number of equations: 1
## Number of Wiener noises: 1
## Parametric model with 2 parameters
## Warning in yuima.warn("'delta' (re)defined."):
## YUIMA: 'delta' (re)defined.
Prueba con forma 1 y con forma 2
## Warning: The dot-dot notation (`..density..`) was deprecated in ggplot2 3.4.0.
## ℹ Please use `after_stat(density)` instead.
Predicción
## [1] 198.8568
R: El precio de la acción de Mcdonalds para el 10/01/2020 es de 198.8568.
NVCRdata2 <- pdfetch_YAHOO("MCD",from = c("2019-01-01"),to = c("2020-01-10"), interval = '1d')
Novocure2 <- NVCRdata2[,4]
R: El resultado por el segundo método para el valor de la acción es de 208.35 quedando alejado del resultado manual por 9.1432.