DJI_return: Dow Jones Industrial Average (DJIA)
In ftsa: Functional Time Series Analysis
DJI_return R Documentation
Dow Jones Industrial Average (DJIA)
Description
Dow Jones Industrial Average (DJIA) is a stock market index that shows how 30 large publicly owned companies based in the United States have traded during a standard NYSE trading session. We consider monthly cross-sectional returns from April 2004 to December 2017. The data were obtained from the CRSP (Center for Research in Security Prices) database.
Usage
data("DJI_return")
Format
A data matrix
References
Kokoszka, P., Miao, H., Petersen, A. and Shang, H. L. (2019) ‘Forecasting of density functions with an application to cross-sectional and intraday returns’, International Journal of Forecasting, 35(4), 1304-1317.
Examples
data(DJI_return)
ftsa documentation built on May 29, 2024, 2:47 a.m.
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| DJI_return | R Documentation |
Dow Jones Industrial Average (DJIA)
Description
Dow Jones Industrial Average (DJIA) is a stock market index that shows how 30 large publicly owned companies based in the United States have traded during a standard NYSE trading session. We consider monthly cross-sectional returns from April 2004 to December 2017. The data were obtained from the CRSP (Center for Research in Security Prices) database.
Usage
data("DJI_return")Format
A data matrix
References
Kokoszka, P., Miao, H., Petersen, A. and Shang, H. L. (2019) ‘Forecasting of density functions with an application to cross-sectional and intraday returns’, International Journal of Forecasting, 35(4), 1304-1317.
Examples
data(DJI_return)
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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