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expsmooth (version 2.3)

djiclose: Monthly Dow Jones Index: closing

Description

Closing values of the Dow Jones Index on the first day of each month, October 1928 - Dec 2007. Two columns: close and pcreturn.

Usage

data(djiclose)

Arguments

Format

multiple time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

Run this code
plot(djiclose,main="Dow Jones Index",xlab="Year")

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