Data Asset

jkse <- tq_get("^JKSE", complete_cases = TRUE, from = "2000-01-01")

jkse.mo <- jkse %>% 
  tq_transmute(select = adjusted, 
               mutate_fun = to.period, 
               period = "months", 
               col_rename = "monthly") %>% na.omit()
## Warning in fun_transmute(., OHLC = FALSE, ...): missing values removed from data
jkse.wk <- jkse %>% 
  tq_transmute(select = adjusted, 
               mutate_fun = to.period, 
               period = "weeks", 
               col_rename = "weekly") %>% na.omit()
## Warning in fun_transmute(., OHLC = FALSE, ...): missing values removed from data
jkse.mo.ret <- jkse %>% 
  tq_transmute(select = adjusted, 
                 mutate_fun = periodReturn, 
                 period     = "monthly", 
                 col_rename = "mo.ret") %>% na.omit()
## Warning in to_period(xx, period = on.opts[[period]], ...): missing values
## removed from data
jkse.wk.ret <- jkse %>% 
  tq_transmute(select = adjusted, 
                 mutate_fun = periodReturn, 
                 period     = "weekly", 
                 col_rename = "wk.ret") %>% na.omit()
## Warning in to_period(xx, period = on.opts[[period]], ...): missing values
## removed from data
jkse.mo.ret.ts <- ts(jkse.mo.ret$mo.ret, frequency = 12, start = c(2000,1))
jkse.wk.ret.ts <- ts(jkse.wk.ret$wk.ret, frequency = 52, start = c(2000,1))

# ts_info(jkse.mo.ret.ts)
plot.ts(jkse.mo.ret.ts)

# ts_info(jkse.mo.ret.ts)

# autoplot(jkse.mo.ret.ts)

TSstudio

Seasonal

ts_seasonal(jkse.mo.ret.ts,title = "Seasonal Plot IHSG")
## Warning: `arrange_()` is deprecated as of dplyr 0.7.0.
## Please use `arrange()` instead.
## See vignette('programming') for more help
## This warning is displayed once every 8 hours.
## Call `lifecycle::last_warnings()` to see where this warning was generated.
# 2015 dan 2016

# ts_seasonal(jkse.wk.ret.ts)

Heatmap

ts_heatmap(jkse.mo.ret.ts)
# ts_heatmap(jkse.wk.ret.ts)

# ts_lag(jkse.mo.ret.ts)
# ts_decompose(jkse.mo.ret.ts)

Forecast

Seasonal

ggseasonplot(jkse.mo.ret.ts)

Subseries

ggsubseriesplot(jkse.mo.ret.ts)

ggtsdisplay

ggtsdisplay(jkse.mo.ret.ts)