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