petrobras.its: Petrobras Stock Daily High/Low Interval Time Series
In dataSDA: Datasets and Basic Statistics for Symbolic Data Analysis

petrobras.its

R Documentation

Petrobras Stock Daily High/Low Interval Time Series

Description

Daily high and low stock prices of Petrobras (ADR traded on NYSE) from January 3, 2005 to December 29, 2006 (503 trading days). This dataset matches the period used by Maia, de Carvalho and Ludermir (2008) in their work on forecasting models for interval-valued time series.

Usage

data(petrobras.its)

Format

A data frame with 503 observations and 3 variables:

date: Trading date (Date class).
low: Daily low price (USD).
high: Daily high price (USD).

Details

Petrobras (Petroleo Brasileiro S.A.) is the Brazilian multinational petroleum corporation. The ADR (American Depositary Receipt) is traded on the New York Stock Exchange under ticker PBR. Each observation represents a trading day with the daily low and high prices forming an interval. This was one of the first datasets used to demonstrate interval-valued autoregressive (iAR) models.

Metadata

Sample size (n)	503
Variables (p)	3 (date, low, high)
Subject area	Finance
Symbolic format	Interval time series
Analytical tasks	Forecasting, Time series analysis

Source

Yahoo Finance, ticker PBR. Downloaded via the quantmod package.

References

Maia, A. L. S., de Carvalho, F. A. T. and Ludermir, T. B. (2008). Forecasting models for interval-valued time series. Neurocomputing, 71(16–18), 3344–3352.

Examples

data(petrobras.its)
head(petrobras.its)
plot(petrobras.its$date, petrobras.its$high, type = "l", col = "red",
     ylab = "Price (USD)", xlab = "Date",
     main = "Petrobras Daily High/Low (2005-2006)")
lines(petrobras.its$date, petrobras.its$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.