R/forecast_arima.R

In unimi-dse/e16b23fb: stockforecasting

#' forecast_arima
#'
#' Performs arima forecasting
#' @param data dataframe. The stock dataset that you want to use. If \code{NULL} selects TSLA  dataset.
#'
#' @return Price forecast mean and a graph showing forecasted values
#'
#' @examples
#' forecast_arima()
#' forecast_arima(aapl)
#'
#' @export
forecast_arima <- function (data=NULL){
  if(is.null(data))
    data <-get_data()
  modelfit <- forecast::auto.arima(data$close, lambda = "auto")
  Box.test(modelfit$residuals, lag= 2, type="Ljung-Box")
  Box.test(modelfit$residuals, type="Ljung-Box")
  price_forecast <- forecast::forecast(modelfit, h=30)
  plot(price_forecast)
  return(price_forecast$mean)
}