google-finance_idx-tlkm.R

# Library
#########
library(quantmod)

# Get Stock Daily
#################
getSymbols.google("IDX:TLKM", env=globalenv(),
                  from="2005-04-01")

# Some Setup
############
n <- nrow(`IDX:TLKM`)
h <- 6 * 20
tlkm <- ts(`IDX:TLKM`[(n-h+1):n, c("IDX:TLKM.Close")])
#tlkm <- ts(`IDX:TLKM`[, c("IDX:TLKM.Close")])
plot(tlkm)

# Arima Forecast
################
#fit <- auto.arima(tlkm, lambda=0, d=0, D=1, max.order=10,
#                  stepwise=FALSE, approximation=FALSE)
fit <- arima(tlkm, order=c(0,1,1),
             seasonal=list(order=c(0,1,0),
                           period=10))
fcast <- forecast(fit, h=5)
#tsdisplay(residuals(fit))

# Moving Average
################
ma10 <- ma(`IDX:TLKM`, order=10)
fcast10 <- forecast(ma10[6:(n-5)], h=10)
ma05 <- ma(`IDX:TLKM`, order=5)
fcast05 <- forecast(ma05[3:(n-3)], h=10)

# Ploting
#########
plot(fcast)
lines(1:h,
      fcast10$x[(n-h-9):(n-10)],
      col="blue")
lines(1:h,
      fcast05$x[(n-h-4):(n-5)],
      col="red")