% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/data.R
\docType{data}
\name{ibovespa.its}
\alias{ibovespa.its}
\title{IBOVESPA Daily High/Low Interval Time Series}
\format{
A data frame with 3216 observations and 3 variables:
\itemize{
    \item \code{date}: Trading date (Date class).
    \item \code{low}: Daily low value of the IBOVESPA index.
    \item \code{high}: Daily high value of the IBOVESPA index.
}
}
\source{
Yahoo Finance, ticker \code{^BVSP}. Downloaded via the
\pkg{quantmod} package.
}
\usage{
data(ibovespa.its)
}
\description{
Daily high and low values of the Brazilian IBOVESPA stock market index
from January 3, 2000 to December 28, 2012 (3216 trading days). This
dataset matches the period used by Maciel, Ballini and Gomide (2016) for
evolving granular analytics for interval time series forecasting.
}
\details{
The IBOVESPA (Indice Bovespa) is the benchmark index of the Brazilian
stock exchange (B3, formerly BM&FBOVESPA). It tracks the performance of
the most actively traded stocks on the Sao Paulo stock exchange. The
13-year span of this dataset covers multiple market regimes including the
2008 global financial crisis, making it suitable for evaluating
forecasting models under diverse conditions.
}
\section{Metadata}{

\tabular{ll}{
  \strong{Sample size (n)} \tab 3216 \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(ibovespa.its)
head(ibovespa.its)
plot(ibovespa.its$date, ibovespa.its$high, type = "l", col = "red",
     ylab = "Index Value", xlab = "Date",
     main = "IBOVESPA Daily High/Low (2000-2012)")
lines(ibovespa.its$date, ibovespa.its$low, col = "blue")
legend("topleft", c("High", "Low"), col = c("red", "blue"), lty = 1)
}
\references{
Maciel, L., Ballini, R. and Gomide, F. (2016). Evolving granular
analytics for interval time series forecasting. \emph{Granular Computing},
\strong{1}(4), 213--224.
}
\keyword{datasets}
\keyword{finance}
\keyword{interval}
\keyword{timeseries}
