dji: Dow Jones Index

In QRM: Provides R-Language Code to Examine Quantitative Risk Management Concepts

Description

The dji timeSeries dataset provides the daily closing value for the Dow Jones index from January 1980 to March 2004. In addition, the data set is also made available as a data.frame.

Usage

data(dji)
data(dji.df)

Examples

data(dji)
head(dji)  

Example output

Loading required package: gsl
Loading required package: Matrix
Loading required package: mvtnorm
Loading required package: numDeriv
Loading required package: timeSeries
Loading required package: timeDate

Attaching package: 'QRM'

The following object is masked from 'package:base':

    lbeta

GMT
              DJI
1980-01-02 824.57
1980-01-03 820.31
1980-01-04 828.84
1980-01-07 832.00
1980-01-08 851.71
1980-01-09 850.09

QRM documentation built on April 14, 2020, 6:49 p.m.