% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/data.R
\docType{data}
\name{petrobras.its}
\alias{petrobras.its}
\title{Petrobras Stock Daily High/Low Interval Time Series}
\format{
A data frame with 503 observations and 3 variables:
\itemize{
    \item \code{date}: Trading date (Date class).
    \item \code{low}: Daily low price (USD).
    \item \code{high}: Daily high price (USD).
}
}
\source{
Yahoo Finance, ticker \code{PBR}. Downloaded via the
\pkg{quantmod} package.
}
\usage{
data(petrobras.its)
}
\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.
}
\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.
}
\section{Metadata}{

\tabular{ll}{
  \strong{Sample size (n)} \tab 503 \cr
  \strong{Variables (p)} \tab 3 (date, low, high) \cr
  \strong{Subject area} \tab Finance \cr
  \strong{Symbolic format} \tab Interval time series \cr
  \strong{Analytical tasks} \tab Forecasting, Time series analysis
}
}

\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)
}
\references{
Maia, A. L. S., de Carvalho, F. A. T. and Ludermir, T. B. (2008).
Forecasting models for interval-valued time series. \emph{Neurocomputing},
\strong{71}(16--18), 3344--3352.
}
\keyword{datasets}
\keyword{finance}
\keyword{interval}
\keyword{timeseries}
