# ---------------------------------------------------------
# SERIES 2: Amazon Stock Price (2018)
# -------------------------------------------------------
amzn_data <- gafa_stock |>
filter(Symbol == "AMZN", year(Date) == 2018) |>
mutate(trading_day = row_number()) |>
update_tsibble(index = trading_day, regular = TRUE)
# 1. Visualize
amzn_data |> autoplot(Close) +
labs(title = "Amazon Stock Price (2018)", y = "Closing Price")
# 2. Fit the ETS Model
amzn_fit <- amzn_data |> model(ETS(Close))
# 3. View the Parameters
report(amzn_fit)
Series: Close
Model: ETS(A,N,N)
Smoothing parameters:
alpha = 0.9513253
Initial states:
l[0]
1189.606
sigma^2: 1349.224
AIC AICc BIC
3199.909 3200.006 3210.486
# Amazon Stock Price (2018) first 30 days to compare with Excel
amzn_data_30 <- gafa_stock |>
filter(Symbol == "AMZN", year(Date) == 2018) |>
head(30) |>
mutate(trading_day = row_number()) |>
update_tsibble(index = trading_day, regular = TRUE)
# Fit the ETS Model
amzn_fit_30 <- amzn_data_30 |> model(ETS(Close))
# Visualize
amzn_data_30 |> autoplot(Close) +
labs(title = "Amazon Stock Price (2018)", y = "Closing Price")
# View the Parameters
report(amzn_fit_30)
Series: Close
Model: ETS(M,N,N)
Smoothing parameters:
alpha = 0.96103
Initial states:
l[0]
1189.064
sigma^2: 5e-04
AIC AICc BIC
306.7269 307.6500 310.9305
