four_stocks_since2016_01_01: Data for four stocks since 2016-01-01

In GeoBosh/pcts: Periodically Correlated and Periodically Integrated Time Series

Data for four stocks since 2016-01-01

Description

Data for four stocks since 2016-01-01.

Usage

data("four_stocks_since2016_01_01")

Format

A list with components "DELL","MSFT", "INTC", "IBM". Each component is a time series from class "xts" "zoo".

Details

Stock market data for Dell, Microsoft, Intel and IBM, from 2016-01-01 to 2020-04-17. The Dell data start from 2016-08-17. All data were downloaded from Yahoo Finance on 2020-04-18.

Source

https://finance.yahoo.com/

See Also

Fraser2017, dataFranses1996

Examples

data(four_stocks_since2016_01_01)
DELL <- four_stocks_since2016_01_01$DELL
head(DELL)
tail(DELL)

dell <- pcts(DELL)

head(as_datetime(dell))
head(Pctime(dell))

## Weekends are totally absent from the data,
## so a Monday-Friday sub-cycle is created:
nSeasons(dell)
dell@cycle


## there are some NA's in the data, due to Bank holidays
Pctime(c(2624, 5), pcCycle(dell))               # "W2624 Fri"
as_datetime(Pctime(c(2624, 5), pcCycle(dell)))  # "2020-04-10 UTC"

## dell["2020-04-10 UTC"]

head(cycle(dell))

tail(Pctime(dell))
tail(as.Date(Pctime(dell)))

GeoBosh/pcts documentation built on Dec. 8, 2023, 9:57 p.m.