AER: DJFranses – R documentation

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DJFranses

Dow Jones Index Data (Franses)

Dow Jones index time series computed at the end of the week where week is assumed to run from Thursday to Wednesday.

data("DJFranses")

A weekly univariate time series from 1980(1) to 1994(42).

Online complements to Franses (1998).

Franses, P.H. (1998). Time Series Models for Business and Economic Forecasting. Cambridge, UK: Cambridge University Press.

data("DJFranses")
plot(DJFranses)

Applied Econometrics with R

v1.2-10

GPL-2 | GPL-3

Authors

Christian Kleiber [aut] (<https://orcid.org/0000-0002-6781-4733>), Achim Zeileis [aut, cre] (<https://orcid.org/0000-0003-0918-3766>)

Initial release

2022-06-13