{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# A Simple Time Series Analysis Of The S&P 500 Index" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "This notebook presents some basic ideas from time series analysis applied to stock market data, specificially the daily closing value of the S&P 500 index from 1950 up to the present day.\n", "\n", "The first thing we need to do is import the data set. This was downloaded as a CSV file from Yahoo Finance and is available in the \"data\" folder." ] }, { "cell_type": "code", "execution_count": 1, "metadata": { "collapsed": false }, "outputs": [ { "data": { "text/html": [ "
\n", " | Open | \n", "High | \n", "Low | \n", "Close | \n", "Volume | \n", "Adj Close | \n", "
---|---|---|---|---|---|---|
Date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
1950-01-03 | \n", "16.66 | \n", "16.66 | \n", "16.66 | \n", "16.66 | \n", "1260000 | \n", "16.66 | \n", "
1950-01-04 | \n", "16.85 | \n", "16.85 | \n", "16.85 | \n", "16.85 | \n", "1890000 | \n", "16.85 | \n", "
1950-01-05 | \n", "16.93 | \n", "16.93 | \n", "16.93 | \n", "16.93 | \n", "2550000 | \n", "16.93 | \n", "
1950-01-06 | \n", "16.98 | \n", "16.98 | \n", "16.98 | \n", "16.98 | \n", "2010000 | \n", "16.98 | \n", "
1950-01-09 | \n", "17.08 | \n", "17.08 | \n", "17.08 | \n", "17.08 | \n", "2520000 | \n", "17.08 | \n", "