ibovespa.its: IBOVESPA Daily High/Low Interval Time Series

In dataSDA: Datasets and Basic Statistics for Symbolic Data Analysis

IBOVESPA Daily High/Low Interval Time Series

Description

Daily high and low values of the Brazilian IBOVESPA stock market index from January 3, 2000 to December 28, 2012 (3216 trading days). This dataset matches the period used by Maciel, Ballini and Gomide (2016) for evolving granular analytics for interval time series forecasting.

Usage

data(ibovespa.its)

Format

A data frame with 3216 observations and 3 variables:

• date: Trading date (Date class).

• low: Daily low value of the IBOVESPA index.

• high: Daily high value of the IBOVESPA index.

Details

The IBOVESPA (Indice Bovespa) is the benchmark index of the Brazilian stock exchange (B3, formerly BM&FBOVESPA). It tracks the performance of the most actively traded stocks on the Sao Paulo stock exchange. The 13-year span of this dataset covers multiple market regimes including the 2008 global financial crisis, making it suitable for evaluating forecasting models under diverse conditions.

Metadata

Sample size (n)	3216
Variables (p)	3 (date, low, high)
Subject area	Finance
Symbolic format	Interval time series
Analytical tasks	Forecasting, Time series analysis

Source

Yahoo Finance, ticker ^BVSP. Downloaded via the quantmod package.

References

Maciel, L., Ballini, R. and Gomide, F. (2016). Evolving granular analytics for interval time series forecasting. Granular Computing, 1(4), 213–224.

Examples

data(ibovespa.its)
head(ibovespa.its)
plot(ibovespa.its$date, ibovespa.its$high, type = "l", col = "red",
     ylab = "Index Value", xlab = "Date",
     main = "IBOVESPA Daily High/Low (2000-2012)")
lines(ibovespa.its$date, ibovespa.its$low, col = "blue")
legend("topleft", c("High", "Low"), col = c("red", "blue"), lty = 1)

dataSDA documentation built on June 12, 2026, 9:06 a.m.