Smarket

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

datasets

We provide the collection of data-sets used in the book 'An Introduction to Statistical Learning with Applications in R'.

Trevor Hastie

ISLR

Data for an Introduction to Statistical Learning with
Applications in R

Smarket function

A data frame with 1250 observations on the following 9 variables.<dl class="dl-horizontal">
 <dt><code>Year</code></dt><dd>The year that the observation was recorded</dd>
 <dt><code>Lag1</code></dt><dd>Percentage return for previous day</dd>
 <dt><code>Lag2</code></dt><dd>Percentage return for 2 days previous</dd>
 <dt><code>Lag3</code></dt><dd>Percentage return for 3 days previous</dd>
 <dt><code>Lag4</code></dt><dd>Percentage return for 4 days previous</dd>
 <dt><code>Lag5</code></dt><dd>Percentage return for 5 days previous</dd>
 <dt><code>Volume</code></dt><dd>Volume of shares traded (number of daily shares
 traded in billions)</dd>
 <dt><code>Today</code></dt><dd>Percentage return for today</dd>
 <dt><code>Direction</code></dt><dd>A factor with levels <code>Down</code> and
 <code>Up</code> indicating whether the market had a positive or negative
 return on a given day</dd>
 </dl>

Format

S&amp;P Stock Market Data
 — Smarket

A data frame with 1250 observations on the following 9 variables.<dl class='dl-horizontal'>
 <dt><code>Year</code></dt><dd>The year that the observation was recorded</dd>
 <dt><code>Lag1</code></dt><dd>Percentage return for previous day</dd>
 <dt><code>Lag2</code></dt><dd>Percentage return for 2 days previous</dd>
 <dt><code>Lag3</code></dt><dd>Percentage return for 3 days previous</dd>
 <dt><code>Lag4</code></dt><dd>Percentage return for 4 days previous</dd>
 <dt><code>Lag5</code></dt><dd>Percentage return for 5 days previous</dd>
 <dt><code>Volume</code></dt><dd>Volume of shares traded (number of daily shares
 traded in billions)</dd>
 <dt><code>Today</code></dt><dd>Percentage return for today</dd>
 <dt><code>Direction</code></dt><dd>A factor with levels <code>Down</code> and
 <code>Up</code> indicating whether the market had a positive or negative
 return on a given day</dd>
 </dl>

Smarket: S&P Stock Market Data

Description

Usage

Arguments

Format

References

Examples