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The Dow Jones Averages dataset
consists of the The Dow Jones Industrial Average (DJIA), The
Dow Jones Transportation Average (DJTA), and the Dow Jones
Utility Average (DJUA). There are a total of 30 stocks in the
DJIA, 20 in the DJTA, and 15 in the DJUA. The Dow Jones
Averages data can be access via WRDS at:
http://wrds.wharton.upenn.edu/ds/dj/index.shtml
The data is also available in SAS
format on the local network at K:\DowJonesAverages
. The data is in a single SAS file named djia.sas7bdat and contains the following variables:
| Variable |
Type |
Len |
Pos |
Format |
Informat |
Label |
| DATE |
num |
8 |
0 |
Date9 |
mmddyy8 |
Date |
| INDUCLOS |
num |
8 |
8 |
9.2 |
best8 |
IA-Close |
| INDUHIGH |
num |
8 |
16 |
9.2 |
best8 |
IA-High |
| INDULOW |
num |
8 |
24 |
9.2 |
best8 |
IA-Low |
| TRANCLOS |
num |
8 |
32 |
9.2 |
best8 |
TA-Close |
| TRANHIGH |
num |
8 |
40 |
9.2 |
best8 |
TA-High |
| TRANLOW |
num |
8 |
38 |
9.2 |
best8 |
TA-Low |
| UTILCLOS |
num |
8 |
56 |
9.2 |
best8 |
UA-Close |
| UTILHIGH |
num |
8 |
64 |
9.2 |
best8 |
UA-High |
| UTILLOW |
num |
8 |
72 |
9.2 |
best8 |
UA-Low |
IA = Industrial Average
TA = Transportation Average
UA = Utilities Average
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