DJIA

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

datasets

This package performs hierarchical change point analysis 
		through the use of U-statistics. Both agglomerative 
		and divisive procedures return the set of change points estimates, 
		and other summary information.

Nicholas James

Nonparametric 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 series.
  
  index: Weekly log returns from April 1990 to January 2012 of the DOW 30 index.<p></p><p>  market: Weekly log returns from April 1990 to January 2012, for the companies in the DOW 30 apart from Kraft.</p>

format

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

DJIA: Dow Jones Industrial Average Index

Description

Usage

Arguments

format

source

References

Examples