% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/data.R
\docType{data}
\name{merval.its}
\alias{merval.its}
\title{MERVAL Index Weekly Min/Max Interval Time Series}
\format{
A data frame with 248 observations and 3 variables:
\itemize{
    \item \code{date}: Week start date, Monday (Date class).
    \item \code{low}: Weekly minimum of daily low values.
    \item \code{high}: Weekly maximum of daily high values.
}
}
\source{
Yahoo Finance, ticker \code{^MERV}. Downloaded via the
\pkg{quantmod} package and aggregated from daily to weekly.
}
\usage{
data(merval.its)
}
\description{
Weekly minimum and maximum values of the Argentine MERVAL stock market
index from January 4, 2016 to September 28, 2020 (248 weeks). Daily
data was downloaded and aggregated to weekly intervals. This dataset
matches the period used by de Carvalho and Martos (2022).
}
\details{
The MERVAL (Mercado de Valores de Buenos Aires) is the main stock market
index of the Buenos Aires Stock Exchange. Each observation represents one
week, with the weekly low computed as the minimum of daily lows and the
weekly high computed as the maximum of daily highs. The date column
indicates the Monday (start) of each week. This period covers the
Argentine economic crisis and the early COVID-19 pandemic impact.
}
\section{Metadata}{

\tabular{ll}{
  \strong{Sample size (n)} \tab 248 \cr
  \strong{Variables (p)} \tab 3 (date, low, high) \cr
  \strong{Subject area} \tab Finance \cr
  \strong{Symbolic format} \tab Interval time series (weekly aggregation) \cr
  \strong{Analytical tasks} \tab Forecasting, Time series analysis
}
}

\examples{
data(merval.its)
head(merval.its)
plot(merval.its$date, merval.its$high, type = "l", col = "red",
     ylab = "Index Value", xlab = "Date",
     main = "MERVAL Weekly Min/Max (2016-2020)")
lines(merval.its$date, merval.its$low, col = "blue")
legend("topleft", c("High", "Low"), col = c("red", "blue"), lty = 1)
}
\references{
de Carvalho, F. A. T. and Martos, G. (2022). Modeling interval trendlines:
Symbolic singular spectrum analysis for interval time series. \emph{Journal
of Forecasting}, \strong{41}(1), 167--180.
}
\keyword{datasets}
\keyword{finance}
\keyword{interval}
\keyword{timeseries}
