Week 7 Discussion _ Nueral Nets

#upload data

library(readr)
tgt <- read_csv("TGT.csv")

Parsed with column specification:
cols(
  Date = col_character(),
  Open = col_double(),
  High = col_double(),
  Low = col_double(),
  Close = col_double(),
  `Adj Close` = col_double(),
  Volume = col_double()
)

#load packages
library(ggplot2)
library(ggfortify)
library(forecast)

#plot and explore time series
tgtTS <- ts(tgt$Close, frequency=12, start=c(2013,1)) 
autoplot(tgtTS) + xlab("Month") + ylab("Adjusted Monthly Close Price")

acf(tgtTS)

pacf(tgtTS)

checkresiduals(tgtTS)

#Nueral Net


nn <- nnetar(tgtTS, lambda = 0)
autoplot(nn) + ylab("Monthly Adjusted Close Price") + xlab("Month")

autoplot(forecast(nn, h=24)) + ylab("Monthly Adjusted Close Price") + xlab("Month")

#nueral net - non bootstrap

nn2 <- nnetar(tgtTS, lambda = 0, bootstrap=FALSE)
autoplot(nn2) + ylab("Monthly Adjusted Close Price") + xlab("Month")

autoplot(forecast(nn2, h=24)) + ylab("Monthly Adjusted Close Price") + xlab("Month")