% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/data.R
\docType{data}
\name{djia.its}
\alias{djia.its}
\title{Dow Jones Industrial Average Daily High/Low Interval Time Series}
\format{
A data frame with 504 observations and 3 variables:
\itemize{
    \item \code{date}: Trading date (Date class).
    \item \code{low}: Daily low price of the DJIA.
    \item \code{high}: Daily high price of the DJIA.
}
}
\source{
Yahoo Finance, ticker \code{^DJI}. Downloaded via the
\pkg{quantmod} package.
}
\usage{
data(djia.its)
}
\description{
Daily high and low prices of the Dow Jones Industrial Average (DJIA) from
January 2, 2004 to December 30, 2005 (504 trading days). This dataset
matches the period used in the foundational interval time series work by
Arroyo, Gonzalez-Rivera and Mate (2011).
}
\details{
The DJIA is a price-weighted index of 30 prominent companies listed on
stock exchanges in the United States. Each observation represents a
trading day with the daily low and high prices forming an interval. This
dataset has been used alongside the S&P 500 to compare interval
forecasting methods.
}
\section{Metadata}{

\tabular{ll}{
  \strong{Sample size (n)} \tab 504 \cr
  \strong{Variables (p)} \tab 3 (date, low, high) \cr
  \strong{Subject area} \tab Finance \cr
  \strong{Symbolic format} \tab Interval time series \cr
  \strong{Analytical tasks} \tab Forecasting, Time series analysis
}
}

\examples{
data(djia.its)
head(djia.its)
plot(djia.its$date, djia.its$high, type = "l", col = "red",
     ylab = "Price", xlab = "Date", main = "DJIA Daily High/Low")
lines(djia.its$date, djia.its$low, col = "blue")
legend("topleft", c("High", "Low"), col = c("red", "blue"), lty = 1)
}
\references{
Arroyo, J., Gonzalez-Rivera, G. and Mate, C. (2011). Forecasting with
interval and histogram data: Some financial applications. In
\emph{Handbook of Empirical Economics and Finance}, pp. 247--280.
Chapman and Hall/CRC.
}
\keyword{datasets}
\keyword{finance}
\keyword{interval}
\keyword{timeseries}
