Analysis of Apple Stock - Based on R

With the continuous development of China's economy, the stock market is becoming increasingly mature, and stocks play a crucial role in the economic life. The development and changes in stocks can measure the economic development of enterprises. Meanwhile, stock investment has become a means for people to obtain economic benefits. The development of stocks is closely related to economic development. The fluctuation of stock prices can reflect the implementation of national economic policies and also comprehensively reflect the living conditions of residents. With the continuous improvement of the stock market, accurately analyzing the trend of stock prices has become an important research topic. Accurate analysis of stock price changes is of great significance for the regulation of macroeconomic policies and making optimal choices for investors. The fluctuation of stock prices is a complex nonlinear dynamic process, and traditional linear models cannot accurately describe and analyze its development and changes. Time series models can effectively fit curve data, so they are of great importance in the analysis and description of stock price changes. In this study, we collected all trading days' stock data of Apple Inc. from January 1, 2021, to June 29, 2021, and used a time series model to analyze the changes in stock prices. In this paper, we first conducted a simple descriptive statistical analysis of the changes in Apple's stock prices and found that the price fluctuations of Apple's stock did not revolve around a specific value. Secondly, through the observation and preprocessing of stock prices, it was found that the sequence was non-stationary. This paper used the first-order difference method to achieve stationarity and fitted the data using the ARIMA model. For different parameters of the ARIMA model, the optimal model was determined based on the AIC criterion and the modified AIC coefficient. Furthermore, the abnormal values of the stock prices were processed, enabling effective prediction of the future trend of Apple's stock prices. Through research analysis, the conclusion drawn in this paper is that the price of Apple's stock is not only influenced by random factors but also significantly affected by the lagged 5-period stock prices. Overall, the trend of Apple's stock price changes is relatively stable.