The weekly log returns for the Dow Jones Industrial Average index from April 1990 to January 2012.
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.
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/"
Loading required package: Rcpp
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