The first step in getting this accomplished is to download our banking data from our bank's website. Obviously, I am not going to describe how to do this for every bank's website, and you should look on your own bank's website, probably within the account movements section.
If you don't have a bank account, or your bank doesn't let you download your data, you shouldn't despair, just look at the additional material provided together with the book, and you will find a folder named data containing, among other things, an XLS file named banking. You can safely use this for your experiments.