Learn R Programming

regclass (version 1.5)

EX4.STOCKS: Stock data for Exercise 2 in Chapter 4

Description

Stock data for Exercise 2 in Chapter 4

Usage

data("EX4.STOCKS")

Arguments

Format

A data frame with 216 observations on the following 41 variables.

Source

Compiled from various sources on the internet, e.g., Yahoo historical prices.

Details

The goal is to predict the closing price of Alcoa stock (AA) from the closing prices of other stocks and commodities two days prior (IMBlag2, HongKonglag2, etc.). If this were possible, and if the association between the prices continued into the future, it would be possible to use this information to make smart trades.