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Raw interval data series corresponding to weekly minimum and maximum values of the MERVAL index (Argentina stock market) ranging from January 1 2016 to September 30 2020 (along with prices at open and prices at close).
mervalA dataframe with 353 observations and 5 columns: dates,
low, high, open, and close.
de Carvalho, M. and Martos, G. (2022). Modeling interval trendlines: Symbolic singular spectrum analysis for interval time series. Journal of Forecasting, 41, 167-180.
data(merval)
attach(merval)
head(merval, 3)
oldpar <- par(pty = 's')
plot(low, high, pch = 20)
abline(a = 0, b = 1, lty = 2, col = "gray")
par(oldpar)
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