DJ {QRMlib} | R Documentation |
The DJ
timeSeries data set provides the closing values of the Dow Jones
30 Stocks from 1991-2000 in its DJ@Data slot. QRMlib's R-version 1.4.2 and above
supplies data in both timeSeries and data.frame versions.
data(DJ)
This timeSeries object contains the prices for the index at DJ@Data and the corresponding dates at DJ@positions. You may also access all prices of the first five stocks via DJ[,1:5].