Description

Daily DJIA values from April 2006 - April 2016

Format

The format is: xts [1:2518, 1:5] 11279 11343 11347 11337 11283 ...
- attr(*, "class")= chr [1:2] "xts" "zoo"
..$ : chr [1:5] "Open" "High" "Low" "Close" "Volume"

Source

The data were obtained as follows:
library(TTR) # install.packages('TTR') if you don't have it
djia = getYahooData("^DJI", start=20060420, end=20160420, freq="daily")
Unfortunately, this does not work now.

References

https://www.stat.pitt.edu/stoffer/tsa4/ and https://www.stat.pitt.edu/stoffer/tsda/