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| author | Gertjan van den Burg <gertjanvandenburg@gmail.com> | 2020-03-10 12:27:53 +0000 |
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| committer | Gertjan van den Burg <gertjanvandenburg@gmail.com> | 2020-03-10 12:27:53 +0000 |
| commit | 7c6c2e09e3ad1d41f26869cb7b9f9882175c8a6e (patch) | |
| tree | 10aa6710599230c889ec44407a065ee303a79348 /datasets/ratner_stock/README.md | |
| download | TCPD-7c6c2e09e3ad1d41f26869cb7b9f9882175c8a6e.tar.gz TCPD-7c6c2e09e3ad1d41f26869cb7b9f9882175c8a6e.zip | |
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diff --git a/datasets/ratner_stock/README.md b/datasets/ratner_stock/README.md new file mode 100644 index 0000000..0fd13aa --- /dev/null +++ b/datasets/ratner_stock/README.md @@ -0,0 +1,20 @@ +# Ratner Group Stock Price + +The Ratner Group's stock price [is +known](https://en.wikipedia.org/wiki/Gerald_Ratner#The_speech) for an event +that can be considered a change point. + +Historical stock market data for SIG retrieved from [Yahoo finance (daily +frequency)](https://finance.yahoo.com/quote/SIG/history?period1=584841600&period2=1567036800&interval=1d&filter=history&frequency=1d). +We use the Python package ``yfinance`` to download the data as it can not be +redistributed as part of this repository. + +The data has been sampled every 3 observations to reduce the length of the +series. + +Since the original data has observations only on trading days, there are +arguably gaps in this time series (on non-trading days). However we consider +these to be consecutive, and thus also consider the sampled time series to +have consecutive observations. + + |