Forecasting a Stock’s Closing Price:

The report below details a exploratory analysis of the target stock performance over the past 5 years. The forecast is produced using R to fit three Bayesian structural time series models. The data consists of a .xts times series dataset available through “Yahoo Finance”.

Understand the SP500 Stocks & Extract Stock Symbol…

## 'data.frame':    505 obs. of  9 variables:
##  $ Symbol                : chr  "MMM" "ABT" "ABBV" "ABMD" ...
##  $ Security              : chr  "3M Company" "Abbott Laboratories" "AbbVie Inc." "ABIOMED Inc" ...
##  $ SEC.filings           : chr  "reports" "reports" "reports" "reports" ...
##  $ GICS.Sector           : chr  "Industrials" "Health Care" "Health Care" "Health Care" ...
##  $ GICS.Sub.Industry     : chr  "Industrial Conglomerates" "Health Care Equipment" "Pharmaceuticals" "Health Care Equipment" ...
##  $ Headquarters.Location : chr  "St. Paul, Minnesota" "North Chicago, Illinois" "North Chicago, Illinois" "Danvers, Massachusetts" ...
##  $ Date.first.added.3..4.: chr  "" "1964-03-31" "2012-12-31" "2018-05-31" ...
##  $ CIK                   : int  66740 1800 1551152 815094 1467373 718877 796343 2488 1158449 874761 ...
##  $ Founded               : chr  "1902" "1888" "2013 (1888)" "1981" ...
## [1] "ALGN"
## [1] "Health Care"
## [1] "Health Care Supplies"

Import the Stock Dataset…

## [1] "ALGN"
## An 'xts' object on 2014-01-17/2019-01-15 containing:
##   Data: num [1:1257, 1:6] 63.9 65 62.4 63.1 62.8 ...
##  - attr(*, "dimnames")=List of 2
##   ..$ : NULL
##   ..$ : chr [1:6] "ALGN.Open" "ALGN.High" "ALGN.Low" "ALGN.Close" ...
##   Indexed by objects of class: [Date] TZ: UTC
##   xts Attributes:  
## List of 2
##  $ src    : chr "yahoo"
##  $ updated: POSIXct[1:1], format: "2019-01-16 02:00:50"

Exploratory Analysis of Stock Dataset…

Exploratory Analysis of stock dataset - Open Price:

Exploratory Analysis of stock dataset - Close Price:

Exploratory Analysis of stock dataset - High Price:

Exploratory Analysis of stock dataset - Low Price:

Exploratory Analysis of stock dataset - Volume:

Exploratory Analysis of stock dataset - Candle Chart - SMA = 20:

Exploratory Analysis of stock dataset - TA: Added Bollinger Bands, Volume, and Moving Average Convergence Divergence (MACD) plots:

Exploratory Analysis of stock dataset - Calculate some predictor variables to add to the stock dataset:

## An 'xts' object on 2014-03-31/2019-01-15 containing:
##   Data: num [1:1208, 1:18] 51.2 51.9 53.7 54.2 57.1 ...
##  - attr(*, "dimnames")=List of 2
##   ..$ : NULL
##   ..$ : chr [1:18] "Open" "High" "Low" "Close" ...
##   Indexed by objects of class: [Date] TZ: UTC
##   xts Attributes:  
## List of 2
##  $ src    : chr "yahoo"
##  $ updated: POSIXct[1:1], format: "2019-01-16 02:00:50"
##             Open  High   Low Close  Volume Adjusted daily.returns      atr
## 2014-03-31 51.23 52.08 50.37 51.79  750600    51.79    0.02089495 1.814189
## 2014-04-01 51.88 53.73 51.46 53.59 1043500    53.59    0.03475572 1.846747
## 2014-04-02 53.66 54.75 52.18 54.24  744200    54.24    0.01212917 1.898408
## 2014-04-03 54.18 54.30 52.72 53.59  569300    53.59   -0.01198381 1.875664
## 2014-04-04 57.06 57.50 53.97 54.81 2606600    54.81    0.02276546 2.020974
## 2014-04-07 55.40 55.59 52.50 52.94 1504300    52.94   -0.03411790 2.097333
##                  SMI      ADX oscillator      pctB Delt.1.arithmetic
## 2014-03-31 -30.95785 36.36700        -75 0.0323759        0.69366672
## 2014-04-01 -28.22683 34.80366        -75 0.3697839        0.24595740
## 2014-04-02 -22.63524 32.48536        -75 0.5506890        0.19823924
## 2014-04-03 -17.98744 30.33265        -75 0.5238895       -0.09565211
## 2014-04-04 -13.29455 30.03287         20 0.9274704        0.39072060
## 2014-04-07 -13.04308 28.66418         20 0.5726071        0.11792595
##                      EMA         maEMV    signal      mfi      sar
## 2014-03-31 -0.1779297647 -0.0085033967 -1.593043 25.10341 54.14127
## 2014-04-01  0.0138123810 -0.0057103130 -1.588917 33.67032 53.80014
## 2014-04-02  0.1209582021 -0.0013686374 -1.518582 40.87221 50.73000
## 2014-04-03  0.1173777928 -0.0010247667 -1.426531 40.45136 50.73000
## 2014-04-04  0.0007492513  0.0051464866 -1.285921 50.88744 50.89080
## 2014-04-07 -0.1294253404  0.0002145164 -1.175251 42.69685 51.28735

Exploratory Analysis of stock dataset - Volume:

Exploratory Analysis of stock dataset - Scatterplot Matrix:

Train a Bayesian Nowcasting Structural Time Series Model to Forecast Close Price…

## =-=-=-=-= Iteration 0 Wed Jan 16 02:01:42 2019
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## =-=-=-=-= Iteration 10 Wed Jan 16 02:01:44 2019
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##  =-=-=-=-=
## $residual.sd
## [1] 2.025548
## 
## $prediction.sd
## [1] 4.335814
## 
## $rsquare
## [1] 0.9995701
## 
## $relative.gof
## [1] -0.01388459

Plot Model

##  [1] "sigma.obs"                  "trend.level.sd"            
##  [3] "trend.slope.mean"           "trend.slope.ar.coefficient"
##  [5] "trend.slope.sd"             "sigma.seasonal.54"         
##  [7] "final.state"                "state.contributions"       
##  [9] "one.step.prediction.errors" "log.likelihood"            
## [11] "has.regression"             "state.specification"       
## [13] "prior"                      "timestamp.info"            
## [15] "model.options"              "family"                    
## [17] "niter"                      "original.series"

Create Prediction of Close Price Using the Nowcasting Model…

## List of 5
##  $ mean           : num [1:20] 196 197 197 197 197 ...
##  $ median         : num [1:20] 196 196 195 197 196 ...
##  $ interval       : num [1:2, 1:20] 190 202 188 206 190 ...
##   ..- attr(*, "dimnames")=List of 2
##   .. ..$ : chr [1:2] "5%" "95%"
##   .. ..$ : NULL
##  $ distribution   : num [1:16, 1:20] 196 194 194 201 188 ...
##  $ original.series:'zoo' series from 2014-03-31 to 2019-01-15
##   Data: num [1:1208] 51.8 53.6 54.2 53.6 54.8 ...
##   Index:  Date[1:1208], format: "2014-03-31" "2014-04-01" ...
##  - attr(*, "class")= chr "bsts.prediction"

Summary of Prediction:

summary(pred)
##                 Length Class  Mode   
## mean              20   -none- numeric
## median            20   -none- numeric
## interval          40   -none- numeric
## distribution     320   -none- numeric
## original.series 1208   zoo    numeric

Plot the Mean:

par(mfrow=c(2,2))
plot(pred$original.series)
plot(pred$mean)
plot(pred$median)
plot(pred$interval)

Plot Prediction:

plot(pred, plot.original = 20)

Nowcasting Prediction Table

tail(pred$original.series)
## 2019-01-08 2019-01-09 2019-01-10 2019-01-11 2019-01-14 2019-01-15 
##     192.95     200.32     202.64     198.25     193.94     195.05
head(pred$mean)
## [1] 196.0947 196.6138 197.1994 197.0591 196.8096 197.8121
head(pred$median)
## [1] 195.7412 196.1681 195.3619 196.8707 195.5823 195.3201
head(pred$interval)
##         [,1]     [,2]     [,3]     [,4]     [,5]     [,6]     [,7]
## 5%  190.0495 188.4840 190.0243 188.6279 186.8793 186.1630 184.1235
## 95% 202.2200 206.1656 208.9969 207.4257 214.5346 211.5079 213.9560
##         [,8]     [,9]    [,10]    [,11]    [,12]    [,13]    [,14]
## 5%  182.5451 179.6935 174.9847 175.1728 173.9743 173.4521 171.6165
## 95% 214.6672 212.0593 212.7899 211.7149 216.8855 217.0218 216.3747
##        [,15]    [,16]    [,17]    [,18]    [,19]    [,20]
## 5%  171.9498 169.2952 176.2326 175.8482 175.7975 174.2338
## 95% 217.3313 221.0882 221.0799 223.9879 225.5532 227.6170

Train a Bayesian Regression Structural Time Series Model to Forecast Close Price…

## =-=-=-=-= Iteration 0 Wed Jan 16 02:01:56 2019
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## =-=-=-=-= Iteration 10 Wed Jan 16 02:01:57 2019
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## =-=-=-=-= Iteration 20 Wed Jan 16 02:01:58 2019
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## =-=-=-=-= Iteration 40 Wed Jan 16 02:02:00 2019
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## =-=-=-=-= Iteration 50 Wed Jan 16 02:02:01 2019
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## =-=-=-=-= Iteration 60 Wed Jan 16 02:02:02 2019
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## =-=-=-=-= Iteration 70 Wed Jan 16 02:02:04 2019
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## =-=-=-=-= Iteration 80 Wed Jan 16 02:02:05 2019
##  =-=-=-=-=
## =-=-=-=-= Iteration 90 Wed Jan 16 02:02:06 2019
##  =-=-=-=-=
## $residual.sd
## [1] 1.096192
## 
## $prediction.sd
## [1] 3.078755
## 
## $rsquare
## [1] 0.9998741
## 
## $relative.gof
## [1] 0.4887925
## 
## $size
##    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
##   1.000   2.000   2.000   1.822   2.000   3.000 
## 
## $coefficients
##                           mean           sd     mean.inc   sd.inc
## daily.returns     7.935030e+01 3.2553088186 79.350296140 3.255309
## maEMV             1.265716e+01 8.7470123335 15.604715590 6.923909
## mfi               2.067146e-05 0.0001961067  0.001860432 0.000000
## sar               0.000000e+00 0.0000000000  0.000000000 0.000000
## signal            0.000000e+00 0.0000000000  0.000000000 0.000000
## EMA               0.000000e+00 0.0000000000  0.000000000 0.000000
## Delt.1.arithmetic 0.000000e+00 0.0000000000  0.000000000 0.000000
## pctB              0.000000e+00 0.0000000000  0.000000000 0.000000
## oscillator        0.000000e+00 0.0000000000  0.000000000 0.000000
## ADX               0.000000e+00 0.0000000000  0.000000000 0.000000
## SMI               0.000000e+00 0.0000000000  0.000000000 0.000000
## atr               0.000000e+00 0.0000000000  0.000000000 0.000000
## Adjusted          0.000000e+00 0.0000000000  0.000000000 0.000000
## Volume            0.000000e+00 0.0000000000  0.000000000 0.000000
## Low               0.000000e+00 0.0000000000  0.000000000 0.000000
## High              0.000000e+00 0.0000000000  0.000000000 0.000000
## Open              0.000000e+00 0.0000000000  0.000000000 0.000000
## (Intercept)       0.000000e+00 0.0000000000  0.000000000 0.000000
##                     inc.prob
## daily.returns     1.00000000
## maEMV             0.81111111
## mfi               0.01111111
## sar               0.00000000
## signal            0.00000000
## EMA               0.00000000
## Delt.1.arithmetic 0.00000000
## pctB              0.00000000
## oscillator        0.00000000
## ADX               0.00000000
## SMI               0.00000000
## atr               0.00000000
## Adjusted          0.00000000
## Volume            0.00000000
## Low               0.00000000
## High              0.00000000
## Open              0.00000000
## (Intercept)       0.00000000

Parameter Estimates: (Sample mean of the Sampled beta value)

##       (Intercept)              Open              High               Low 
##      0.000000e+00      0.000000e+00      0.000000e+00      0.000000e+00 
##            Volume          Adjusted     daily.returns               atr 
##      0.000000e+00      0.000000e+00      7.902265e+01      0.000000e+00 
##               SMI               ADX        oscillator              pctB 
##      0.000000e+00      0.000000e+00      0.000000e+00      0.000000e+00 
## Delt.1.arithmetic               EMA             maEMV            signal 
##      0.000000e+00      0.000000e+00      1.139144e+01      0.000000e+00 
##               mfi               sar 
##      1.860432e-05      0.000000e+00

Plot Model

##  [1] "coefficients"               "sigma.obs"                 
##  [3] "trend.level.sd"             "trend.slope.mean"          
##  [5] "trend.slope.ar.coefficient" "trend.slope.sd"            
##  [7] "sigma.seasonal.54"          "final.state"               
##  [9] "state.contributions"        "one.step.prediction.errors"
## [11] "log.likelihood"             "has.regression"            
## [13] "state.specification"        "prior"                     
## [15] "timestamp.info"             "model.options"             
## [17] "family"                     "niter"                     
## [19] "original.series"            "xlevels"                   
## [21] "terms"                      "predictors"

Create Prediction of Close Price Using the Regression Model…

## List of 5
##  $ mean           : num [1:91] 199 197 195 195 195 ...
##  $ median         : num [1:91] 199 198 197 195 198 ...
##  $ interval       : num [1:2, 1:91] 196 201 190 202 186 ...
##   ..- attr(*, "dimnames")=List of 2
##   .. ..$ : chr [1:2] "5%" "95%"
##   .. ..$ : NULL
##  $ distribution   : num [1:14, 1:91] 197 201 199 199 196 ...
##  $ original.series:'zoo' series from 2014-03-31 to 2019-01-15
##   Data: num [1:1208] 51.8 53.6 54.2 53.6 54.8 ...
##   Index:  Date[1:1208], format: "2014-03-31" "2014-04-01" ...
##  - attr(*, "class")= chr "bsts.prediction"

Summary of Prediction:

summary(pred)
##                 Length Class  Mode   
## mean              91   -none- numeric
## median            91   -none- numeric
## interval         182   -none- numeric
## distribution    1274   -none- numeric
## original.series 1208   zoo    numeric

Plot the Mean:

par(mfrow=c(2,2))
plot(pred$original.series)
plot(pred$mean)
plot(pred$median)
plot(pred$interval)

Plot Prediction:

plot(pred, plot.original = 90)

Regression Model Prediction Table

tail(pred$original.series)
## 2019-01-08 2019-01-09 2019-01-10 2019-01-11 2019-01-14 2019-01-15 
##     192.95     200.32     202.64     198.25     193.94     195.05
head(pred$mean)
## [1] 198.8495 196.9429 194.9769 194.5098 195.3795 195.3639
head(pred$median)
## [1] 198.9986 198.0707 196.7525 195.3671 198.3657 197.6144
head(pred$interval)
##         [,1]     [,2]     [,3]     [,4]     [,5]     [,6]     [,7]
## 5%  195.8427 189.8379 186.3295 182.5703 177.6630 176.7181 175.8349
## 95% 201.2147 201.9655 202.3557 203.9247 207.1557 208.9632 211.3245
##         [,8]     [,9]    [,10]    [,11]    [,12]    [,13]    [,14]
## 5%  176.5442 173.5321 180.5698 178.1479 182.7386 180.4997 185.5488
## 95% 214.2572 210.8775 218.6091 218.2243 221.2218 222.4269 224.2141
##        [,15]    [,16]    [,17]   [,18]    [,19]    [,20]    [,21]    [,22]
## 5%  186.7466 181.3124 178.4630 180.283 182.7198 173.0101 175.7388 165.9549
## 95% 228.0970 222.3458 223.0734 225.958 233.9739 225.5325 230.1357 226.1698
##        [,23]    [,24]    [,25]    [,26]    [,27]    [,28]    [,29]
## 5%  159.9893 151.6410 155.2222 145.5786 147.4992 154.1013 151.9166
## 95% 223.8873 215.4619 223.5388 212.5469 211.3298 215.9468 215.4518
##        [,30]    [,31]    [,32]    [,33]    [,34]    [,35]    [,36]
## 5%  161.6488 162.0330 161.5921 162.5930 163.7265 164.6608 159.8939
## 95% 225.5605 231.6662 231.2677 233.2972 235.4342 236.2938 233.4590
##        [,37]    [,38]    [,39]    [,40]    [,41]    [,42]    [,43]
## 5%  140.4305 153.0468 148.7702 154.8414 156.2117 161.6451 159.5937
## 95% 216.5147 235.0987 227.3509 230.5749 232.2998 238.9127 237.7080
##        [,44]    [,45]    [,46]    [,47]    [,48]    [,49]    [,50]
## 5%  161.6236 164.2098 178.3320 170.4592 164.8849 157.0252 163.0743
## 95% 239.4909 237.7411 252.4195 246.8799 246.2472 241.9475 248.3442
##        [,51]    [,52]    [,53]    [,54]    [,55]    [,56]    [,57]
## 5%  166.4100 168.6187 170.6581 160.4952 163.2028 165.0537 172.0915
## 95% 247.2961 245.0700 248.5679 237.4276 241.6545 245.5526 249.0922
##        [,58]    [,59]    [,60]    [,61]    [,62]    [,63]    [,64]
## 5%  176.4060 172.5472 179.7072 171.3283 171.1759 175.0620 168.9885
## 95% 255.0929 257.3304 265.8487 260.9196 263.5965 266.0541 260.9330
##        [,65]    [,66]    [,67]    [,68]    [,69]    [,70]    [,71]
## 5%  170.0103 169.8325 177.5715 179.2144 174.4409 172.1112 171.0021
## 95% 263.5003 260.5325 264.3532 267.2902 264.2874 261.6130 262.3544
##        [,72]    [,73]    [,74]    [,75]    [,76]    [,77]    [,78]
## 5%  164.1381 170.5884 169.5199 169.0765 171.6739 168.3211 176.1369
## 95% 257.0621 263.6432 257.6256 261.8388 264.6973 257.8342 269.7964
##        [,79]    [,80]    [,81]    [,82]    [,83]    [,84]    [,85]
## 5%  169.4417 170.2784 174.2605 171.1436 166.2769 176.5694 179.0829
## 95% 266.5231 269.2050 273.5391 267.6374 262.5342 273.8052 273.4130
##        [,86]    [,87]    [,88]    [,89]    [,90]    [,91]
## 5%  185.5635 182.0061 176.3259 169.4560 170.9481 171.4957
## 95% 271.6683 272.6105 270.1062 268.1681 266.0645 270.0151

Train a Modified Bayesian Regression Structural Time Series Model to Forecast Close Price…

## =-=-=-=-= Iteration 0 Wed Jan 16 02:02:09 2019
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## =-=-=-=-= Iteration 10 Wed Jan 16 02:02:10 2019
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## =-=-=-=-= Iteration 20 Wed Jan 16 02:02:12 2019
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## =-=-=-=-= Iteration 30 Wed Jan 16 02:02:13 2019
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## =-=-=-=-= Iteration 40 Wed Jan 16 02:02:14 2019
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## =-=-=-=-= Iteration 50 Wed Jan 16 02:02:15 2019
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## =-=-=-=-= Iteration 60 Wed Jan 16 02:02:16 2019
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## =-=-=-=-= Iteration 70 Wed Jan 16 02:02:17 2019
##  =-=-=-=-=
## =-=-=-=-= Iteration 80 Wed Jan 16 02:02:18 2019
##  =-=-=-=-=
## =-=-=-=-= Iteration 90 Wed Jan 16 02:02:19 2019
##  =-=-=-=-=
## $residual.sd
## [1] 1.051887
## 
## $prediction.sd
## [1] 3.350503
## 
## $rsquare
## [1] 0.9998841
## 
## $relative.gof
## [1] 0.3945556
## 
## $size
##    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
##   1.000   1.000   1.000   1.033   1.000   2.000 
## 
## $coefficients
##                        mean           sd      mean.inc       sd.inc
## daily.returns  8.412071e+01 3.012543e+00  8.412071e+01 3.012543e+00
## Volume        -2.660009e-09 1.585453e-08 -7.980026e-08 4.418233e-08
## Adjusted       0.000000e+00 0.000000e+00  0.000000e+00 0.000000e+00
## (Intercept)    0.000000e+00 0.000000e+00  0.000000e+00 0.000000e+00
##                 inc.prob
## daily.returns 1.00000000
## Volume        0.03333333
## Adjusted      0.00000000
## (Intercept)   0.00000000

Parameter Estimates: (Sample mean of the Sampled beta value)

##   (Intercept)        Volume      Adjusted daily.returns 
##  0.000000e+00 -2.394008e-09  0.000000e+00  8.290968e+01

Plot Model

##  [1] "coefficients"               "sigma.obs"                 
##  [3] "trend.level.sd"             "trend.slope.mean"          
##  [5] "trend.slope.ar.coefficient" "trend.slope.sd"            
##  [7] "sigma.seasonal.54"          "final.state"               
##  [9] "state.contributions"        "one.step.prediction.errors"
## [11] "log.likelihood"             "has.regression"            
## [13] "state.specification"        "prior"                     
## [15] "timestamp.info"             "model.options"             
## [17] "family"                     "niter"                     
## [19] "original.series"            "xlevels"                   
## [21] "terms"                      "predictors"

Create Prediction of Close Price Using the Modified Regression Model…

## List of 5
##  $ mean           : num [1:91] 192 194 194 195 195 ...
##  $ median         : num [1:91] 192 193 193 195 196 ...
##  $ interval       : num [1:2, 1:91] 187 196 188 203 185 ...
##   ..- attr(*, "dimnames")=List of 2
##   .. ..$ : chr [1:2] "5%" "95%"
##   .. ..$ : NULL
##  $ distribution   : num [1:84, 1:91] 191 193 192 190 190 ...
##  $ original.series:'zoo' series from 2014-03-31 to 2019-01-15
##   Data: num [1:1208] 51.8 53.6 54.2 53.6 54.8 ...
##   Index:  Date[1:1208], format: "2014-03-31" "2014-04-01" ...
##  - attr(*, "class")= chr "bsts.prediction"

Summary of Prediction:

summary(pred)
##                 Length Class  Mode   
## mean              91   -none- numeric
## median            91   -none- numeric
## interval         182   -none- numeric
## distribution    7644   -none- numeric
## original.series 1208   zoo    numeric

Plot the Mean:

par(mfrow=c(2,2))
plot(pred$original.series)
plot(pred$mean)
plot(pred$median)
plot(pred$interval)

Plot Prediction:

plot(pred, plot.original = 90)

Regression Model Prediction Table

tail(pred$original.series)
## 2019-01-08 2019-01-09 2019-01-10 2019-01-11 2019-01-14 2019-01-15 
##     192.95     200.32     202.64     198.25     193.94     195.05
head(pred$mean)
## [1] 191.8285 193.9632 193.7384 195.3448 195.2987 192.6857
head(pred$median)
## [1] 191.8657 193.4272 193.1745 194.5816 195.9227 192.4790
head(pred$interval)
##         [,1]     [,2]     [,3]     [,4]     [,5]     [,6]     [,7]
## 5%  186.7359 187.6821 185.0559 185.5517 183.5621 178.9383 175.2599
## 95% 196.4425 202.7538 204.0565 205.6630 210.1852 209.8270 208.0228
##         [,8]     [,9]    [,10]    [,11]    [,12]    [,13]    [,14]
## 5%  178.0774 170.4598 174.6646 172.0154 170.1631 172.0635 171.8353
## 95% 212.8196 208.6432 213.8198 210.1681 214.4725 216.3719 220.1788
##        [,15]    [,16]    [,17]    [,18]    [,19]    [,20]    [,21]
## 5%  171.9405 165.6925 166.7130 167.7967 167.8754 161.8748 160.4803
## 95% 218.8016 217.6552 216.2999 217.6724 220.0839 218.1236 223.4669
##        [,22]    [,23]    [,24]    [,25]    [,26]    [,27]    [,28]
## 5%  158.4471 159.0931 159.4170 158.0743 149.8735 154.8564 163.9889
## 95% 219.4753 221.1295 222.4541 227.4153 221.6837 229.2334 233.6785
##        [,29]    [,30]    [,31]    [,32]    [,33]    [,34]    [,35]
## 5%  156.5563 164.4832 159.4787 155.6958 156.2335 159.6074 159.4234
## 95% 226.4420 237.0686 236.5071 231.6743 230.2689 233.0842 230.6116
##        [,36]    [,37]    [,38]    [,39]    [,40]    [,41]    [,42]
## 5%  154.5245 145.3882 162.1517 152.7861 158.8758 152.6807 158.3889
## 95% 224.8413 215.6040 232.7299 232.2668 240.9074 238.6274 243.9063
##        [,43]    [,44]    [,45]    [,46]    [,47]    [,48]    [,49]
## 5%  152.8455 155.5113 158.5461 162.8342 154.4218 147.7902 143.7282
## 95% 239.9488 240.3088 244.9992 248.0589 238.6348 237.4902 239.5159
##        [,50]    [,51]    [,52]    [,53]    [,54]    [,55]    [,56]
## 5%  153.2983 153.2929 148.5112 152.6803 145.8733 156.3975 153.1375
## 95% 247.9469 244.2584 246.1877 247.8779 237.1019 250.2813 249.6086
##        [,57]    [,58]    [,59]    [,60]    [,61]    [,62]    [,63]
## 5%  152.7042 149.5503 145.1557 148.4093 142.7479 145.7405 148.7503
## 95% 246.5241 246.8214 240.1207 246.5694 240.0896 244.7363 247.4029
##        [,64]    [,65]    [,66]    [,67]    [,68]    [,69]    [,70]
## 5%  140.3334 146.6643 144.4696 147.4884 144.9195 141.9802 136.9319
## 95% 238.6279 244.7010 241.4578 244.9022 248.4513 247.4281 248.1244
##        [,71]    [,72]    [,73]    [,74]    [,75]    [,76]    [,77]
## 5%  140.0753 137.0386 137.7366 134.5236 136.4916 141.2606 136.0731
## 95% 246.2729 244.5314 250.5305 246.9829 249.4874 250.1482 245.9604
##        [,78]   [,79]    [,80]    [,81]    [,82]    [,83]    [,84]   [,85]
## 5%  144.6243 141.496 138.2127 140.8766 130.2767 128.0814 129.7992 126.935
## 95% 255.7401 250.208 248.5434 249.5410 242.9723 240.7063 246.2801 245.923
##        [,86]    [,87]    [,88]    [,89]    [,90]    [,91]
## 5%  128.6829 132.6882 129.2086 122.0651 124.2678 124.6200
## 95% 243.1573 247.5282 243.2342 237.9221 242.8898 250.4382