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

djiclose

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

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