Thursday, July 17, 2014

How much does Google Trends data change over time?


 Will Google Trends data change depending on when it is downloaded? To answer the question, I downloaded data for the UK stock index FTSE 100 with two months in between.
Since Google Trends create an index from the search querries, the result may change over time. To test how much this change might be, I've downloaded the querry for "FTSE 100" twice, once in May and once in July. As can be seen from the image, the results differ slightly
The R^2 for a linear regression with the two time series is 96,6%. On a short time horizon, there is only minor changes in the data.

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