Use the given code below to answer the questions.
## Load package
library(tidyverse) # for cleaning, plotting, etc
## ── Attaching packages ────────────────────────────────────────── tidyverse 1.3.0 ──
## ✓ ggplot2 3.2.1 ✓ purrr 0.3.3
## ✓ tibble 2.1.3 ✓ dplyr 0.8.4
## ✓ tidyr 1.0.2 ✓ stringr 1.4.0
## ✓ readr 1.3.1 ✓ forcats 0.4.0
## ── Conflicts ───────────────────────────────────────────── tidyverse_conflicts() ──
## x dplyr::filter() masks stats::filter()
## x dplyr::lag() masks stats::lag()
library(tidyquant) # for financial analysis
## Loading required package: lubridate
##
## Attaching package: 'lubridate'
## The following object is masked from 'package:base':
##
## date
## Loading required package: PerformanceAnalytics
## Loading required package: xts
## Loading required package: zoo
##
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
##
## as.Date, as.Date.numeric
##
## Attaching package: 'xts'
## The following objects are masked from 'package:dplyr':
##
## first, last
##
## Attaching package: 'PerformanceAnalytics'
## The following object is masked from 'package:graphics':
##
## legend
## Loading required package: quantmod
## Loading required package: TTR
## Registered S3 method overwritten by 'quantmod':
## method from
## as.zoo.data.frame zoo
## Version 0.4-0 included new data defaults. See ?getSymbols.
## ══ Need to Learn tidyquant? ═══════════════════════════════════════════════════════
## Business Science offers a 1-hour course - Learning Lab #9: Performance Analysis & Portfolio Optimization with tidyquant!
## </> Learn more at: https://university.business-science.io/p/learning-labs-pro </>
## Import data
stocks <- tq_get("AAPL", get = "stock.prices", from = "2016-01-01")
stocks
## # A tibble: 1,035 x 7
## date open high low close volume adjusted
## <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
## 1 2016-01-04 103. 105. 102 105. 67649400 98.2
## 2 2016-01-05 106. 106. 102. 103. 55791000 95.8
## 3 2016-01-06 101. 102. 99.9 101. 68457400 93.9
## 4 2016-01-07 98.7 100. 96.4 96.4 81094400 89.9
## 5 2016-01-08 98.6 99.1 96.8 97.0 70798000 90.4
## 6 2016-01-11 99.0 99.1 97.3 98.5 49739400 91.9
## 7 2016-01-12 101. 101. 98.8 100. 49154200 93.2
## 8 2016-01-13 100. 101. 97.3 97.4 62439600 90.8
## 9 2016-01-14 98.0 100. 95.7 99.5 63170100 92.8
## 10 2016-01-15 96.2 97.7 95.4 97.1 79833900 90.6
## # … with 1,025 more rows
## Visualize
stocks %>%
ggplot(aes(x = date, y = adjusted)) +
geom_line()
Hint: Insert a new code chunk below and type in the code, using the tq_get() function above. Replace the ticker symbol. Find ticker symbols from Yahoo Finance. ## Import data stocks <- tq_get(“NFLX”, get = “stock.prices”, from = “2016-01-01”) stocks
Hint: Watch the video, “Basic Data Types”, in DataCamp: Introduction to R for Finance: Ch1 The Basics.
Hint: Insert a new code chunk below and type in the code, using the ggplot() function above. Revise the code so that it maps close to the y-axis, instead of adjusted.
For more information on the ggplot() function, refer to Ch2 Introduction to ggplot2 in one of our e-textbooks, Data Visualization with R.
Hint: Insert a new code chunk below and type in the code, using the tq_get() function above. You may refer to the manual of the tidyquant r package. Or, simply Google the tq_get function and see examples of the function’s usage.
Hint: Use message, echo and results in the chunk options. Refer to the RMarkdown Reference Guide.
Hint: Use echo and results in the chunk option. Note that this question only applies to the individual code chunk of Q6.