State bank of india stock price analysis and forcasting of 2023

How to collect sbi historical price?

!pip install yfinance

How to install sbi data from yahoo in python?

import yfinance as yf

import numpy as np

import os

import random

import torch

import torch.optim as optim

import torch.nn as nn

from torch.utils.data import (Dataset, TensorDataset,

 DataLoader, Subset)

from collections import OrderedDict

from sklearn.metrics import mean_squared_error

import pandas as pd

from statsmodels.tsa.seasonal import seasonal_decompose

df = yf.download('SBIN.NS',

 start='2010-01-01',

 end='2021-09-08',

 adjusted=True,

 progress=False)

df.tail()

df.describe()

sbi Mean, Median, std

df = df.loc[:, ['Adj Close']]

df.rename(columns={'Adj Close': 'price'}, inplace=True)

df = df.resample('M').last()

WINDOW_SIZE = 12

df['rolling_mean'] = df.price.rolling(window=WINDOW_SIZE).mean()

df['rolling_std'] = df.price.rolling(window=WINDOW_SIZE).std()

df.plot(title='State Bank Stock Price')

<matplotlib.axes._subplots.AxesSubplot at 0x7f92720ec250>

How to plot sbi historical price?

How to plot sbi Multiplicative Decomposition ?

decomposition_results = seasonal_decompose(df.price,

 model='multiplicative')

decomposition_results.plot() \

 .suptitle('Multiplicative Decomposition',

 fontsize=18);

How to forcast sbi stock price in 2022?

import pandas as pd

import seaborn as sns

from fbprophet import Prophet

train_indices = df.ds.apply(lambda x: x.year) < 2021

df_train = df.loc[train_indices].dropna()

df_test = df.loc[~train_indices].reset_index(drop=True)

model_prophet = Prophet(seasonality_mode='additive')

model_prophet.add_seasonality(name='monthly', period=30.5,fourier_order=5)

model_prophet.fit(df_train)

df_future = model_prophet.make_future_dataframe(periods=365)

df_pred = model_prophet.predict(df_future)

model_prophet.plot(df_pred)

How to forcast sbi seasonal stock price in python?

model_prophet.plot_components(df_pred)

selected_columns = ['ds', 'yhat_lower', 'yhat_upper', 'yhat']

df_pred = df_pred.loc[:, selected_columns].reset_index(drop=True)

df_test = df_test.merge(df_pred, on=['ds'], how='left')

df_test.ds = pd.to_datetime(df_test.ds)

df_test.set_index('ds', inplace=True)

import matplotlib.pyplot as plt

fig, ax = plt.subplots(1, 1)

ax = sns.lineplot(data=df_test[['y', 'yhat_lower', 'yhat_upper','yhat']])

ax.fill_between(df_test.index,

 df_test.yhat_lower,

 df_test.yhat_upper,

 alpha=0.3)

ax.set(title='Stock Price - actual vs. predicted',

 xlabel='Date',

 ylabel='Stock Price ')

How to predict sbi stock price in python?

import pandas as pd

from statsmodels.graphics.tsaplots import plot_acf, plot_pacf

from statsmodels.tsa.stattools import adfuller, kpss

def adf_test(x):

 indices = ['Test Statistic', 'p-value',

 '# of Lags Used', '# of Observations Used']

 adf_test = adfuller(x, autolag='AIC')

 results = pd.Series(adf_test[0:4], index=indices)

 for key, value in adf_test[4].items():

  results[f'Critical Value ({key})'] = value

 return results

How to find sbi adf test in python?

adf_test(df.y)

Test Statistic -2.152640 p-value 0.223881 # of Lags Used 17.000000 # of Observations Used 2862.000000 Critical Value (1%) -3.432637 Critical Value (5%) -2.862550 Critical Value (10%) -2.567308 dtype: float64

How to forcast sbi stock price kpss test in python?

def kpss_test(x, h0_type='c'):

 indices = ['Test Statistic', 'p-value', '# of Lags']

 kpss_test = kpss(x, regression=h0_type)

 results = pd.Series(kpss_test[0:3], index=indices)

 for key, value in kpss_test[3].items():

  results[f'Critical Value ({key})'] = value

 return results

kpss_test(df.y)

Test Statistic 3.723934 p-value 0.010000 # of Lags 28.000000 Critical Value (10%) 0.347000 Critical Value (5%) 0.463000 Critical Value (2.5%) 0.574000 Critical Value (1%) 0.739000 dtype: float64

N_LAGS = 40

SIGNIFICANCE_LEVEL = 0.05

fig, ax = plt.subplots(2, 1, figsize=(16, 12), sharex=True)

plot_acf(df.y, ax=ax[0], lags=N_LAGS,

 alpha=SIGNIFICANCE_LEVEL)

plot_pacf(df.y, ax=ax[1], lags=N_LAGS,

 alpha=SIGNIFICANCE_LEVEL)

How to plot sbi stock price in python?

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