astsa (version 1.6)

djia: Dow Jones Industrial Average

Description

Daily DJIA values from April 2006 - April 2016

Arguments

Format

The format is: xts [1:2518, 1:5] 11279 11343 11347 11337 11283 ... - attr(*, "class")= chr [1:2] "xts" "zoo" - attr(*, ".indexCLASS")= chr "Date" - attr(*, ".indexTZ")= chr "UTC" - attr(*, "tclass")= chr "Date" - attr(*, "tzone")= chr "UTC" - attr(*, "index")= atomic [1:2518] 1.15e+09 1.15e+09 1.15e+09 1.15e+09 1.15e+09 ... ..- attr(*, "tzone")= chr "UTC" ..- attr(*, "tclass")= chr "Date" - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:5] "Open" "High" "Low" "Close" ...

Source

The data were obtained as follows, and can be updated in a similar way. require(TTR) # install.packages('TTR') if you don't have it djia = getYahooData("^DJI", start=20060420, end=20160420, freq="daily")

References

http://www.stat.pitt.edu/stoffer/tsa4/