dowjones                package:ismev                R Documentation

_D_a_i_l_y _C_l_o_s_i_n_g _P_r_i_c_e_s _o_f _T_h_e _D_o_w _J_o_n_e_s _I_n_d_e_x

_D_e_s_c_r_i_p_t_i_o_n:

     The 'dowjones' data frame has 1304 rows and 2 columns. The second
     column contains daily closing prices of the Dow Jones Index over
     the period 1996 to 2000. The first column contains a 'POSIXct'
     object giving the dates of each observation.

_U_s_a_g_e:

     data(dowjones)

_F_o_r_m_a_t:

     This data frame contains the following columns:

     _D_a_t_e A 'POSIXct' object containing dates.

     _I_n_d_e_x A numeric vector containing daily closing prices of the Dow
          Jones Index.

_S_o_u_r_c_e:

     Coles, S. G. (2001) _An Introduction to Statistical Modelling of
     Extreme Values._ London: Springer.

