merval.its: MERVAL Index Weekly Min/Max Interval Time Series

In dataSDA: Datasets and Basic Statistics for Symbolic Data Analysis

MERVAL Index Weekly Min/Max Interval Time Series

Description

Weekly minimum and maximum values of the Argentine MERVAL stock market index from January 4, 2016 to September 28, 2020 (248 weeks). Daily data was downloaded and aggregated to weekly intervals. This dataset matches the period used by de Carvalho and Martos (2022).

Usage

data(merval.its)

Format

A data frame with 248 observations and 3 variables:

• date: Week start date, Monday (Date class).

• low: Weekly minimum of daily low values.

• high: Weekly maximum of daily high values.

Details

The MERVAL (Mercado de Valores de Buenos Aires) is the main stock market index of the Buenos Aires Stock Exchange. Each observation represents one week, with the weekly low computed as the minimum of daily lows and the weekly high computed as the maximum of daily highs. The date column indicates the Monday (start) of each week. This period covers the Argentine economic crisis and the early COVID-19 pandemic impact.

Metadata

Sample size (n)	248
Variables (p)	3 (date, low, high)
Subject area	Finance
Symbolic format	Interval time series (weekly aggregation)
Analytical tasks	Forecasting, Time series analysis

Source

Yahoo Finance, ticker ^MERV. Downloaded via the quantmod package and aggregated from daily to weekly.

References

de Carvalho, F. A. T. and Martos, G. (2022). Modeling interval trendlines: Symbolic singular spectrum analysis for interval time series. Journal of Forecasting, 41(1), 167–180.

Examples

data(merval.its)
head(merval.its)
plot(merval.its$date, merval.its$high, type = "l", col = "red",
     ylab = "Index Value", xlab = "Date",
     main = "MERVAL Weekly Min/Max (2016-2020)")
lines(merval.its$date, merval.its$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.