Predict Netflix Stock Price
With the help of ARIMA() function for different value of (p, d, q) we are seeing the model accuracy and try to find best predicted values.
df.arima1 =Arima(df.close.train, order = c(0,2,1))
pred1 = predict(df.arima1, n.ahead = 1088)
summary(df.arima1)
Output:
Series: df.close.train
ARIMA(0,2,1)
Coefficients:
ma1
-0.9994
s.e. 0.0014
sigma^2 = 8.89: log likelihood = -10924.97
AIC=21853.93 AICc=21853.94 BIC=21866.69
Training set error measures:
ME RMSE MAE MPE MAPE MASE ACF1
Training set 0.0380327 2.980599 1.165301 0.03106153 2.352286 1.000172 0.0219196
Calculate Test accuracy score
accuracy(pred1$pred, df.close.test)
Output:
ME RMSE MAE MPE MAPE
Test set 60.76618 144.3566 118.3292 4.91788 29.72001
We can observe that the accuracy of the above models df.arima1 model has the minimum MAPE, but that is not the best. The possible reasons for this may be we using a very simple model to perform such a complex task, Stock price prediction. It can be improve by some parameter tuning or using some simulation technique to find the appropriate value for (p, d, q).
Netflix Stock Price Prediction & Forecasting using Machine Learning in R
Recently, many people have been paying attention to the stock market as it offers high risks and high returns. In simple words, “Stock” is the ownership of a small part of a company. The more stock you have the bigger the ownership is. Using machine learning algorithms to predict a company’s stock price aims to forecast the future value of the company stock. Due to some factors or elements stock price is dynamic and volatile and predicting it is more challenging.
Table of Content
- DataSet Used for Netflix Stock Price Prediction
- Model Used for Netflix Stock Price Prediction
- How to Predict Netflix Stock Price using Machine Learning in R
- Step 1: Importing the required libraries
- Step 2: Loading the Netfix Stock Price Dataset
- Step 3: Checking the dimension and missing values of our data
- Step 4: Taking the summary of the data
- Step 5: Plotting the data
- Step 6: Model building
- Step 7: Model Fitting
- Executing and Checking the Model Summary
- Checking Accuracy of Netflix Stock Price Prediction Model
- Performance Comparison on Netflix Stock Price Prediction Model on Training vs Test Data Set
- Predict Netflix Stock Price
- Calculate Test accuracy score