Daily Closing Prices of Major European Stock Indices
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.
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.
The data were kindly provided by Erste Bank AG, Vienna, Austria.
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");