It includes 29 time series of stock series in Dow Jones.
Examples
head(DJS)
#> Date X3M American.Express Apple Boeing Caterpillar
#> 1 2000-01-03 47.1875 45.88031 3.997768 40.1875 24.31250
#> 2 2000-01-04 45.3125 44.14794 3.660714 40.1250 24.00000
#> 3 2000-01-05 46.6250 42.96264 3.714286 42.6250 24.56250
#> 4 2000-01-06 50.3750 43.83794 3.392857 43.0625 25.81250
#> 5 2000-01-07 51.3750 44.47618 3.553571 44.3125 26.65625
#> 6 2000-01-10 51.1250 45.09618 3.491071 43.6875 25.78125
#> Chevron Cisco.Systems Coca.Cola DowDuPont ExxonMobil General.Electric
#> 1 41.81250 54.03125 28.18750 44.20833 39.15625 50.00000
#> 2 41.81250 51.00000 28.21875 43.00000 38.40625 48.00000
#> 3 42.56250 50.84375 28.46875 44.39583 40.50000 47.91667
#> 4 44.37500 50.00000 28.50000 45.64583 42.59375 48.55727
#> 5 45.15625 52.93750 30.37500 46.66667 42.46875 50.43750
#> 6 43.93750 54.90625 29.40625 45.47917 41.87500 50.41667
#> Goldman.Sachs IBM Intel Johnson...Johnson JPMorgan.Chase
#> 1 88.3125 116.0000 43.50000 46.09375 48.58333
#> 2 82.7500 112.0625 41.46875 44.40625 47.25000
#> 3 78.8750 116.0000 41.81250 44.87500 46.95833
#> 4 82.2500 114.0000 39.37500 46.28125 47.62500
#> 5 82.5625 113.5000 41.00000 48.25000 48.50000
#> 6 84.3750 118.0000 42.87500 47.03125 47.66667
#> McDonald.s Merck Microsoft Nike Pfizer Procter...Gamble
#> 1 39.6250 67.6250 58.28125 6.015625 31.8750 53.59375
#> 2 38.8125 65.2500 56.31250 5.687500 30.6875 52.56250
#> 3 39.4375 67.8125 56.90625 6.015625 31.1875 51.56250
#> 4 38.8750 68.3750 55.00000 5.984375 32.3125 53.93750
#> 5 39.8750 74.9375 55.71875 5.984375 34.5000 58.25000
#> 6 40.0625 72.7500 56.12500 6.085938 34.4375 57.96875
#> The.Home.Depot Travelers United.Technologies UnitedHealth.Group
#> 1 65.1875 33.0000 31.25000 6.718750
#> 2 61.7500 32.5625 29.96875 6.632813
#> 3 63.0000 32.3125 29.37500 6.617188
#> 4 60.0000 32.9375 30.78125 6.859375
#> 5 63.5000 34.2500 32.00000 7.664063
#> 6 63.1875 33.6250 32.31250 7.531250
#> Verizon Walmart Walt.Disney
#> 1 53.90316 66.8125 29.46252
#> 2 52.16072 64.3125 31.18836
#> 3 53.90316 63.0000 32.48274
#> 4 53.28487 63.6875 31.18836
#> 5 52.89142 68.5000 30.69527
#> 6 52.61038 67.2500 35.37968