week 7

library(quantmod)

## Loading required package: xts

## Loading required package: zoo

## 
## Attaching package: 'zoo'

## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric

## 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.

library(fpp2)

## ── Attaching packages ───────────────────────────────────────────────────────────────────────────── fpp2 2.4 ──

## ✓ ggplot2   3.3.2     ✓ fma       2.4  
## ✓ forecast  8.13      ✓ expsmooth 2.3

## 

library(knitr)
Apple =  AAPL <- read.csv("~/Desktop/AAPL.csv", stringsAsFactors=TRUE)

Apple.ts = ts(Apple[,6], frequency = 12, start = c(1980, 12, 12), end = c(2020,12,04))
autoplot(Apple.ts) + ggtitle("Adjust close stock price for Apple from 1980 ~2020")

ggseasonplot(Apple.ts)

apple.train = window(Apple.ts,end=c(2020))

apple.nn1=nnetar(apple.train,lambda="auto",size=1)
apple.nn2=nnetar(apple.train,lambda="auto",size=2)
apple.nn3=nnetar(apple.train,lambda="auto",size=4)
apple.nn4=nnetar(apple.train,lambda="auto",size=5)

fc1 = forecast(apple.nn1)
checkresiduals((fc1))

## Warning in modeldf.default(object): Could not find appropriate degrees of
## freedom for this model.

kable(accuracy(fc1))

	ME	RMSE	MAE	MPE	MAPE	MASE	ACF1
Training set	16.54176	332.7677	24.91484	-1.897802	12.83733	0.5192953	-0.1085749

fc2 = forecast(apple.nn2)
checkresiduals((fc2))

## Warning in modeldf.default(object): Could not find appropriate degrees of
## freedom for this model.

kable(accuracy(fc2))

	ME	RMSE	MAE	MPE	MAPE	MASE	ACF1
Training set	16.74765	330.5825	21.54917	-0.5466519	8.673353	0.4491453	-0.0381746

fc3 = forecast(apple.nn3)
checkresiduals((fc3))

## Warning in modeldf.default(object): Could not find appropriate degrees of
## freedom for this model.

kable(accuracy(fc3))

	ME	RMSE	MAE	MPE	MAPE	MASE	ACF1
Training set	15.8438	330.0214	19.9832	-0.2692968	6.588038	0.4165061	-0.0112324

fc4 = forecast(apple.nn4)
checkresiduals((fc4))

## Warning in modeldf.default(object): Could not find appropriate degrees of
## freedom for this model.

kable(accuracy(fc4))

	ME	RMSE	MAE	MPE	MAPE	MASE	ACF1
Training set	15.77473	329.6767	19.84791	-0.325272	6.207676	0.4136863	-0.0102904

autoplot(fc1)

autoplot(fc2)

autoplot(fc3)

autoplot(fc4)