DJIA.RData: Dow Jones Industrial Average Index
In ecp: Non-Parametric Multiple Change-Point Analysis of Multivariate Data
DJIA R Documentation
Dow Jones Industrial Average Index
Description
The weekly log returns for the Dow Jones Industrial Average index from April 1990 to January 2012.
Usage
data(DJIA)
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
data(DJIA, package="ecp")
ecp documentation built on Sept. 12, 2024, 7:40 a.m.
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| DJIA | R Documentation |
Dow Jones Industrial Average Index
Description
The weekly log returns for the Dow Jones Industrial Average index from April 1990 to January 2012.
Usage
data(DJIA)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
data(DJIA, package="ecp")
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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