ISLR (version 1.2)

Smarket: S&P Stock Market Data

Description

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

Usage

Smarket

Arguments

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

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

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