djia.its: Dow Jones Industrial Average Daily High/Low Interval Time...
In dataSDA: Datasets and Basic Statistics for Symbolic Data Analysis

djia.its

R Documentation

Dow Jones Industrial Average Daily High/Low Interval Time Series

Description

Daily high and low prices of the Dow Jones Industrial Average (DJIA) from January 2, 2004 to December 30, 2005 (504 trading days). This dataset matches the period used in the foundational interval time series work by Arroyo, Gonzalez-Rivera and Mate (2011).

Usage

data(djia.its)

Format

A data frame with 504 observations and 3 variables:

date: Trading date (Date class).
low: Daily low price of the DJIA.
high: Daily high price of the DJIA.

Details

The DJIA is a price-weighted index of 30 prominent companies listed on stock exchanges in the United States. Each observation represents a trading day with the daily low and high prices forming an interval. This dataset has been used alongside the S&P 500 to compare interval forecasting methods.

Metadata

Sample size (n)	504
Variables (p)	3 (date, low, high)
Subject area	Finance
Symbolic format	Interval time series
Analytical tasks	Forecasting, Time series analysis

Source

Yahoo Finance, ticker ^DJI. Downloaded via the quantmod package.

References

Arroyo, J., Gonzalez-Rivera, G. and Mate, C. (2011). Forecasting with interval and histogram data: Some financial applications. In Handbook of Empirical Economics and Finance, pp. 247–280. Chapman and Hall/CRC.

Examples

data(djia.its)
head(djia.its)
plot(djia.its$date, djia.its$high, type = "l", col = "red",
     ylab = "Price", xlab = "Date", main = "DJIA Daily High/Low")
lines(djia.its$date, djia.its$low, col = "blue")
legend("topleft", c("High", "Low"), col = c("red", "blue"), lty = 1)

dataSDA documentation built on June 12, 2026, 9:06 a.m.