DJIA.RData: Dow Jones Industrial Average Index

Description Usage Format Source References Examples

Description

The weekly log returns for the Dow Jones Industrial Average index from April 1990 to January 2012.

Usage

1

Format

A list with the following components.

dates: A character vector of dates associated with each observation in the returns series.

index: Weekly log returns from April 1990 to January 2012 of the DOW 30 index.

market: Weekly log returns from April 1990 to January 2012, for the companies in the DOW 30 apart from Kraft.

Source

http://research.stlouisfed.org/fred2/series/DJIA/downloaddata

References

Nicholas A. James, David S. Matteson (2014). "ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data.", "Journal of Statistical Software, 62(7), 1-25", URL "http://www.jstatsoft.org/v62/i07/"

Examples

1
data(DJIA, package="ecp")

Example output

Loading required package: Rcpp

ecp documentation built on Oct. 25, 2020, 5:07 p.m.

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