Publications by Hongjie Yin
discussion week7
I did not find any timeseries dataset on qilk-data market page. The website only lead me to register and did not provide any dataset. I might did something wrong. I fitted the NNAR model on my ATT dataset. ATT dataset concludes the 5-year historical adjusted closing price on ATT stock from Apr 2015- Apr 2020. In this discussion, I employed a stra...
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Time Series Assignment
Loading packages library(readr) library(data.table) library(ggplot2) ## Warning: package 'ggplot2' was built under R version 3.6.3 library(seasonal) ## Warning: package 'seasonal' was built under R version 3.6.3 library(forecast) ## Warning: package 'forecast' was built under R version 3.6.3 ## Registered S3 method overwritten by 'quantmod': #...
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Document
I chose the monthly adjusted closing prices from AT&T and Verizon stock as I believe there should be a strong correlation between thses two communication company. Loading packages library(readr) library(data.table) library(ggplot2) ## Warning: package 'ggplot2' was built under R version 3.6.3 library(seasonal) ## Warning: package 'seasonal' was...
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Document
Hi class, The data I choose is consistent with last week. I am investigating the PM2.5 value in Aotizhongxin, Beijing from 2013 to 2017. This time I use MAM and ANA methods for ETS forecasting. Auto.Arima for arima model, and garch model as well. library(readr) library(ggplot2) ## Warning: package 'ggplot2' was built under R version 3.6.3 librar...
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Document
library(readr) library(ggplot2) ## Warning: package 'ggplot2' was built under R version 3.6.3 library(seasonal) ## Warning: package 'seasonal' was built under R version 3.6.3 library(forecast) ## Warning: package 'forecast' was built under R version 3.6.3 ## Registered S3 method overwritten by 'quantmod': ## method from ## as.zo...
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CHP5&CHP6
CHP 5 EXERCISES #Loading packages library(readr) library(readxl) ## Warning: package 'readxl' was built under R version 3.6.3 library(ggplot2) ## Warning: package 'ggplot2' was built under R version 3.6.3 library(fpp2) ## Warning: package 'fpp2' was built under R version 3.6.3 ## Loading required package: forecast ## Warning: package 'forecast' ...
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Document
Loading packages library(readr) library(ggplot2) ## Warning: package 'ggplot2' was built under R version 3.6.3 library(seasonal) ## Warning: package 'seasonal' was built under R version 3.6.3 library(forecast) ## Warning: package 'forecast' was built under R version 3.6.3 ## Registered S3 method overwritten by 'quantmod': ## method ...
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