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8.2.45.22 octave.dataset.EuStockMarkets

Static Method: out = EuStockMarkets ()

Daily Closing Prices of Major European Stock Indices

Description

Contains the daily closing prices of major European stock indices: Germany DAX (Ibis), Switzerland SMI, France CAC, and UK FTSE. The data are sampled in business time, i.e., weekends and holidays are omitted.

Format

A multivariate time series with 1860 observations on 4 variables.

The starting date is the 130th day of 1991, with a frequency of 260 observations per year.

Source

The data were kindly provided by Erste Bank AG, Vienna, Austria.

Examples


t = octave.dataset.EuStockMarkets;

# The fact that we're doing this munging means that table might have
# been the wrong structure for this data in the first place

t2 = removevars (t, "day");
index_names = t2.Properties.VariableNames;
day = 1:height (t2);
price = table2array (t2);

price0 = price(1,:);

rel_price = price ./ repmat (price0, [size(price,1) 1]);

figure;
plot (day, rel_price);
legend (index_names);
xlabel ("Business day");
ylabel ("Relative price");