lab5

library(TTR)

Warning: package 'TTR' was built under R version 4.2.2

tesla <- read.csv('C:/Users/User/Desktop/study/TSLA.csv')
teslaa <- subset(tesla, select = c(High))
teslaa.ts <- ts(teslaa, frequency = 365, start = c(2018, 1), end = c(2020, 12))
plot.ts(teslaa.ts, main = 'price changes')

plot(SMA(teslaa.ts, n = 5))

plot(SMA(teslaa.ts, n = 100))

plot(SMA(teslaa.ts, n = 200))

plot(decompose(teslaa.ts, type = 'additive'), xlab = 'date')

library(forecast)

Warning: package 'forecast' was built under R version 4.2.2

Registered S3 method overwritten by 'quantmod':
  method            from
  as.zoo.data.frame zoo 

ggseasonplot(teslaa.ts)

acf(teslaa.ts)

pacf(teslaa.ts)

plot(log(teslaa.ts))

trans <- BoxCox(teslaa.ts, lambda = BoxCox.lambda(teslaa.ts))
plot(trans)

acf(trans)

pacf(trans)

exp.trans <- HoltWinters(teslaa.ts)
for.trans <- (forecast(exp.trans, h = 500))
plot(for.trans)

acf(for.trans$residuals[350:380], main = 'ACF', na.action = na.pass)

pacf(for.trans$residuals[350:380], main = 'PACF', na.action = na.pass)

Box.test(for.trans, type = 'Ljung-Box')

    Box-Ljung test

data:  for.trans
X-squared = 13.173, df = 1, p-value = 0.0002839

shapiro.test(for.trans$residuals)

    Shapiro-Wilk normality test

data:  for.trans$residuals
W = 0.60818, p-value < 2.2e-16

diff.trans = diff(trans)
plot(diff.trans, main = 'new diff is')

acf(diff.trans)

pacf(diff.trans)

arima.trans = arima(diff.trans, order = c(1, 2, 0))
autoplot(forecast(arima.trans))

arima.trans = arima(diff.trans, order = c(3, 1, 1))
autoplot(forecast(arima.trans))

checkresiduals(arima.trans$residuals)

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