NYSE

Data consisting of the Dow Jones returns, log trading volume, and log volatility
for the New York Stock Exchange over a 20 year period

datasets

We provide the collection of data-sets used in the book 'An Introduction to Statistical Learning with Applications in R, Second Edition'. These include many data-sets that we used in the first edition (some with minor changes), and some new datasets.

Trevor Hastie

ISLR2

Introduction to Statistical Learning, Second Edition

Gareth James

Daniela Witten

Rob Tibshirani

Balasubramanian Narasimhan

NYSE function

A data frame with 6,051 observations and 6 variables:<dl>
 <dt><code>date</code></dt>
<dd>Date</dd> <dt><code>day_of_week</code></dt>
<dd>Day of the week</dd> <dt><code>DJ_return</code></dt>
<dd>Return for Dow Jones Industrial Average</dd> <dt><code>log_volume</code></dt>
<dd>Log of trading volume</dd> <dt><code>log_volatility</code></dt>
<dd>Log of volatility</dd> <dt><code>train</code></dt>
<dd>For the first 4,281 observations, this is set to TRUE</dd> 
</dl>

Format

New York Stock Exchange Data
 — NYSE

A data frame with 6,051 observations and 6 variables:<dl>
 <dt><code>date</code></dt>
<dd>Date</dd>

 <dt><code>day_of_week</code></dt>
<dd>Day of the week</dd>

 <dt><code>DJ_return</code></dt>
<dd>Return for Dow Jones Industrial Average</dd>

 <dt><code>log_volume</code></dt>
<dd>Log of trading volume</dd>

 <dt><code>log_volatility</code></dt>
<dd>Log of volatility</dd>

 <dt><code>train</code></dt>
<dd>For the first 4,281 observations, this is set to TRUE</dd>

 
</dl>

NYSE: New York Stock Exchange Data

Description

Usage

Arguments

Format

References

Examples