setwd("C:/Users/Alumno 3/Desktop/basedatos")

data<-read.table("datoseries.csv",header=TRUE,dec=".",sep=",")
head(data)
data<-data[,2]
head(data)
class(data$SP500)
typeof(data$SP500)
data <-as.numeric(unlist(data$SP500))
data<-ts(matrix(data),start =c (1871,1),frequency =12)
plot(data,col="red",main="series de tiempo sobre activos")
### funcion de autocorrelacion parcial
pacf(data,main="funcion de autocorrelacion parcial de la serie")
install.packages("quantmod")
install.packages("zoo")
require(zoo)
require(quantmod)
data<-as.zoo(data)
class(data)
x1<-Lag(data,k =1)
x2<-Lag(data,k =2)
x3<-Lag(data,k =3)
x<-cbind(x1,x2,x3,data)
tail(x)
head(x)
x<-x[-(1:3),]
head(x)
range_data <- function (x) {(x-min(x))/( max(x)-min(x))}
x<-data.matrix(x)
min_data<-min(x)
max_data<-max(x)
x<-range_data(x)
summary(x[,1:2])
head(x)
## creando la tabla de apendizaje
nrow(x)
y<-as.numeric(x[,4])
head(y)
x<-x[,-4]
head(x)
n_train<-1198
x_train<-x[1:n_train,]
head(x_train)
dim(x_train)
y_train<-y[1:n_train]

train<-cbind(x_train,y_train)
dim(train)
x_test<-x[(n_train+1):nrow(x),]
dim(x_test)
y_test<-y[(n_train+1):nrow(x)]
head(y_test)
test<-cbind(x_test,y_test)
head(test)
dim(test)
head(test)
nrow(x_test)
nrow(x_train)
install.packages("e1071")
library(e1071)
model<-svm(y~x,method="svmRadial",data=train)
summary(model)
predicted<-predict(model,data=x_test)
length(predicted)
head(predicted)
install.packages("Metrics")
library(Metrics)
mse(actual=y_test,predicted)