Stock Market Index (SSEC, SZI, STI, and SPX)

These are the daily closing prices of four stock indices including Shanghai Securities Composite Index (SSEC) and the Shenzhen Securities Component Index (SZI) from China, the Straits Times Index (STI) from Singapore, and the Standard & Poor 500 Index (SPX) from the United States. The SSEC data is from December 19,1990 to May 25, 2023. The data of SZI is from April 3, 1991 to May 25, 2023. The STI data is from December 3, 1990, to May 25, 2023, and the data of SPX is from December 3, 1990 to May 25, 2023. The total number of observations for SSEC, SZI, STI, and SPX is 7922, 7879, 8195, and 8184 respectively. This dataset can be used for evaluation of the forecasting models.