#Price Analysis#

Read downloaded file

cache=TRUE
TOTAL<-read.csv("Data/TOTAL.csv",header=TRUE,sep=",")
head(TOTAL)
##         Date  Open  High   Low Close  Volume Adj.Close
## 1 2015-04-10 48.00 48.60 47.67 48.52 5457900     47.91
## 2 2015-04-09 47.13 47.97 46.50 47.97 6463500     47.36
## 3 2015-04-08 48.00 48.60 46.91 47.05 7678000     46.46
## 4 2015-04-07 46.42 47.90 46.34 47.60 8326300     47.00
## 5 2015-04-06 45.85 45.85 45.85 45.85       0     45.27
## 6 2015-04-03 45.85 45.85 45.85 45.85       0     45.27
names(TOTAL)
## [1] "Date"      "Open"      "High"      "Low"       "Close"     "Volume"   
## [7] "Adj.Close"

Set date format

TOTAL$Date=as.Date(TOTAL$Date, format="%Y-%m-%d")

Is there any NA values in dataset

sum(is.na(TOTAL))
## [1] 0

Plotting Stock Price

par("mar"=c(5.1,4,4.1,2.1))

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
## Version 0.4-0 included new data defaults. See ?getSymbols.
getSymbols("FP.PA")
##     As of 0.4-0, 'getSymbols' uses env=parent.frame() and
##  auto.assign=TRUE by default.
## 
##  This  behavior  will be  phased out in 0.5-0  when the call  will
##  default to use auto.assign=FALSE. getOption("getSymbols.env") and 
##  getOptions("getSymbols.auto.assign") are now checked for alternate defaults
## 
##  This message is shown once per session and may be disabled by setting 
##  options("getSymbols.warning4.0"=FALSE). See ?getSymbols for more details.
## [1] "FP.PA"
chartSeries(FP.PA, subset='last 3 months')

addBBands()

library(xts)
library(forecast)
## Loading required package: timeDate
## This is forecast 5.9
TOTAL.df<-read.table("Data/TOTAL.csv",header=TRUE,sep=",")

head(TOTAL.df)
##         Date  Open  High   Low Close  Volume Adj.Close
## 1 2015-04-10 48.00 48.60 47.67 48.52 5457900     47.91
## 2 2015-04-09 47.13 47.97 46.50 47.97 6463500     47.36
## 3 2015-04-08 48.00 48.60 46.91 47.05 7678000     46.46
## 4 2015-04-07 46.42 47.90 46.34 47.60 8326300     47.00
## 5 2015-04-06 45.85 45.85 45.85 45.85       0     45.27
## 6 2015-04-03 45.85 45.85 45.85 45.85       0     45.27
TOTAL<-xts(TOTAL.df$Close,as.Date(TOTAL.df$Date))

Subset from 2010 to 2015 tail(TOTAL.df) head(TOTAL.df)

TOTAL<-window(TOTAL,start="2010-01-03", end="2015-04-03")
fit<-auto.arima(TOTAL)
fit
## Series: TOTAL 
## ARIMA(0,1,0)                    
## 
## sigma^2 estimated as 0.3172:  log likelihood=-1154.93
## AIC=2311.87   AICc=2311.87   BIC=2317.09
plot(TOTAL)