DJIA.RData: Dow Jones Industrial Average Index

DJIAR 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 July 9, 2023, 6:33 p.m.

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