DJIA

The weekly log returns of the Dow Jones Industrial Average index from April 1990 to January 2012.

datasets

This package performs hierarchical change point analysis
        through the use of the energy statistic. Both agglomerative and
        divisive procedures return the set of change points found.  As
        well as other helpful information.

Nicholas James

Multiple Change Point Analysis of Multivariate Data

DJIA function

A list with the following components.
  
  dates: A character vector of dates associated with each observation in the returns component.
  
  returns: Weekly log returns from April 1990 to January 2012.

format

http://research.stlouisfed.org/fred2/series/DJIA/downloaddata

DJIA: Dow Jones Industrial Average Index

Description

Usage

Arguments

format

source

References

Examples