# Smarket

##### S&P Stock Market Data

Daily percentage returns for the S&P 500 stock index between 2001 and 2005.

- Keywords
- datasets

##### Usage

`Smarket`

##### Format

A data frame with 1250 observations on the following 9 variables.

`Year`

The year that the observation was recorded

`Lag1`

Percentage return for previous day

`Lag2`

Percentage return for 2 days previous

`Lag3`

Percentage return for 3 days previous

`Lag4`

Percentage return for 4 days previous

`Lag5`

Percentage return for 5 days previous

`Volume`

Volume of shares traded (number of daily shares traded in billions)

`Today`

Percentage return for today

`Direction`

A factor with levels

`Down`

and`Up`

indicating whether the market had a positive or negative return on a given day

##### References

James, G., Witten, D., Hastie, T., and Tibshirani, R. (2013)
*An Introduction to Statistical Learning with applications in R*,
www.StatLearning.com,
Springer-Verlag, New York

##### Examples

```
# NOT RUN {
summary(Smarket)
lm(Today~Lag1+Lag2,data=Smarket)
# }
```

*Documentation reproduced from package ISLR, version 1.2, License: GPL-2*