I making a blog where I try to apply an ARIMA model. Each chunk consists of one step in the data preparation. The final step is to plot the data. However, I cannot for the life of my get the last chunk to use data from previous chunks.
I've tried cache=TRUE both global and local. I've tried ref.label and dependson. Not matter what it doesnt work. The source ode doesn't include any CACHE commands, but I've tried.
```{r packages, message=FALSE}
library(quantmod)
library(tseries)
library(timeSeries)
library(forecast)
library(xts)
```
### Data Preparation
Time to pull the data. This line of code pulls daily prices including volume.
```{r pull, message=FALSE, eval=FALSE}
getSymbols('DANSKE.CO', from='2014-08-01', to='2019-08-01', src = 'yahoo')
```
I'm only going to use the adjusted close price. I simply reassign the Dansk Bank variable to only contain the adjusted close data.
```{r clean, message=FALSE, eval=FALSE}
DANSKE.CO <- DANSKE.CO[,4]
```
Next I'm transforming the prices by taking the log. This can help achieve lower variance before the differencing. Furthermore, much finance litterature often assumes prices are log-normal distributed and I'm no position to question the status quo right now.
```{r log, message=FALSE, eval=FALSE}
DANSKE.CO <- log(DANSKE.CO)
```
Finally I'm interested in the log-returns not log-price.
```{r returns, message=FALSE, eval=FALSE}
DANSKE.CO <- diff(DANSKE.CO, lag=1)
DANSKE.CO <- DANSKE.CO[!is.na(DANSKE.CO)] #Removes the first row since it does not contain the daily return.
```
Alright. Let's look at the data.
```{r plot_data, echo=FALSE, message=FALSE}
plot(DANSKE.CO, main='Danske Bank')
```
Error in plot(DANSKE.CO, main = "Danske Bank") :
object 'DANSKE.CO' was not found
Call: local ... withCallingHandlers -> withVisible -> eval -> eval -> plot