blob: 0fd13aa9524b53a2d370ea1125be7539142e3bae (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
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.
|
