save_data_for_R_script.py

# Import the data from yahoo finance
data = yf.download('AAPL',start='2020-01-01', end='2023-09-15', auto_adjust=True)

# Convert the index type to datetime
data.index = pd.to_datetime(data.index)

# Save the data into an excel file
data.to_excel('data_to_estimate_arfima.xlsx')