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It includes 29 time series of stock series in Dow Jones.

Usage

DJS

Format

An object of class data.frame with 4510 rows and 30 columns.

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