diff options
Diffstat (limited to 'datasets/apple/README.md')
| -rw-r--r-- | datasets/apple/README.md | 17 |
1 files changed, 17 insertions, 0 deletions
diff --git a/datasets/apple/README.md b/datasets/apple/README.md new file mode 100644 index 0000000..bc0e21f --- /dev/null +++ b/datasets/apple/README.md @@ -0,0 +1,17 @@ +# Apple Stock + +This dataset concerns the daily close price and volume of Apple stock around +the year 2000. The dataset is sampled every 3 observations to reduce the +length of the time series. + +Data retrieved from [Yahoo +Finance](https://finance.yahoo.com/quote/AAPL/history?period1=850348800&period2=1084579200&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. + +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. + + |