pmdarima.datasets.load_msft

pmdarima.datasets.load_msft()[source][source]

Load the microsoft stock data

Financial data for the MSFT stock between the dates of Mar 13, 1986 and Nov 10, 2017. This data is part of the Kaggle stock dataset [1]. Features are as follows:

  • Date : datetime
  • Open : float32
  • High : float32
  • Low : float32
  • Close : float32
  • Volume : long
  • OpenInt : int
Returns:

df : pd.DataFrame, shape=(7983, 7)

A dataframe of endog and exog values.

References

[R79]https://www.kaggle.com/borismarjanovic/price-volume-data-for-all-us-stocks-etfs