DJIA

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

datasets

Implements hierarchical procedures to find multiple change-points 
	     through the use of U-statistics. The procedures do not make any 
	     distributional assumptions other than the existence of certain 
	     absolute moments. Both agglomerative and divisive procedures are
	     included. These methods return the set of estimated change-points 
	     as well as 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