data.txt
The application presented in our paper is based on real-world data from Saudi stock market. In 2007, the minimum amount of change was 0.25 SR (Saudi Riyal) for all stocks. The daily close price as number of ticks (ticks=close price*4) in 2007 for Saudi Telecommunication Company (STC) stock is considered. Note that these data were originally introduced by: Alzaid, A. A., and Omair, M. A. (2014). Poisson difference integer valued autoregressive model of order one. Bulletin of the Malaysian Mathematical Sciences Society, 37(2), 465- 485. After examination of the time series plot of the original data (descripted above), authors (Alzaid and Omair (2014)) notice a non-stationarity in the mean Thus, authors considered that differencing is needed. The differenced data used by authors (Alzaid and Omair (2014)) is also that presented in the application.
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| Type | data |
| Version | 1 |
| Authors | Kachour, Maher and Bakouch, Hassan and Mohammadi, Zohreh |
| DOI | |
| Publication Date | 2023 |
| Availability | Download |
| Geographic Area (free) | |
| Temporal Coverage (free) | |
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| URL | https://journaldata.zbw.eu/dataset/25dc2923-b9f4-480a-a8e7-beb5420b42d0/resource/6067fa7c-41ab-4908-9aad-482bac7c34bd/download/readme1.txt |
| Last updated | March 13, 2024 |
| Created | March 13, 2024 |
