Taller Final Informática

Serie de tiempo financiera para las acciones de Nike, Inc.

library("tidyverse")
library("tidyquant")
library("prophet")
library("forecast")
library("xts")
library("dygraphs")

getSymbols("NKE", 
           from="2021-08-01",
           to="2022-01-01",
           src="yahoo")

## [1] "NKE"

chartSeries(NKE, 
            theme= chartTheme("black"),
            bar.type="hlc",
            up.col="green",
            dn.col="red")

plot(NKE[,6])

MejorModelo<- auto.arima(NKE[,6])
MejorModelo

## Series: NKE[, 6] 
## ARIMA(0,1,0) 
## 
## sigma^2 = 5.868:  log likelihood = -244.19
## AIC=490.39   AICc=490.43   BIC=493.05

pronostico=forecast(MejorModelo, 30, level=95)
plot(pronostico)