ISLR (version 1.4)

Weekly: Weekly S&P Stock Market Data

Description

Weekly percentage returns for the S&P 500 stock index between 1990 and 2010.

Usage

Weekly

Format

A data frame with 1089 observations on the following 9 variables.

Year

The year that the observation was recorded

Lag1

Percentage return for previous week

Lag2

Percentage return for 2 weeks previous

Lag3

Percentage return for 3 weeks previous

Lag4

Percentage return for 4 weeks previous

Lag5

Percentage return for 5 weeks previous

Volume

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

Today

Percentage return for this week

Direction

A factor with levels Down and Up indicating whether the market had a positive or negative return on a given week

References

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

Examples

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