Weekly

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

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

Weekly function

A data frame with 1089 observations on the following 9 variables.<dl>
 <dt><code>Year</code></dt>
<dd>The year that the observation was recorded</dd> <dt><code>Lag1</code></dt>
<dd>Percentage return for previous week</dd> <dt><code>Lag2</code></dt>
<dd>Percentage return for 2 weeks previous</dd> <dt><code>Lag3</code></dt>
<dd>Percentage return for 3 weeks previous</dd> <dt><code>Lag4</code></dt>
<dd>Percentage return for 4 weeks previous</dd> <dt><code>Lag5</code></dt>
<dd>Percentage return for 5 weeks previous</dd> <dt><code>Volume</code></dt>
<dd>Volume of shares traded (average number of daily shares
 traded in billions)</dd> <dt><code>Today</code></dt>
<dd>Percentage return for this week</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 week</dd> 
</dl>

Format

Weekly S&amp;P Stock Market Data
 — Weekly

A data frame with 1089 observations on the following 9 variables.<dl>
 <dt><code>Year</code></dt>
<dd>The year that the observation was recorded</dd>

 <dt><code>Lag1</code></dt>
<dd>Percentage return for previous week</dd>

 <dt><code>Lag2</code></dt>
<dd>Percentage return for 2 weeks previous</dd>

 <dt><code>Lag3</code></dt>
<dd>Percentage return for 3 weeks previous</dd>

 <dt><code>Lag4</code></dt>
<dd>Percentage return for 4 weeks previous</dd>

 <dt><code>Lag5</code></dt>
<dd>Percentage return for 5 weeks previous</dd>

 <dt><code>Volume</code></dt>
<dd>Volume of shares traded (average number of daily shares
 traded in billions)</dd>

 <dt><code>Today</code></dt>
<dd>Percentage return for this week</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 week</dd>

 
</dl>

Weekly: Weekly S&P Stock Market Data

Description

Usage

Arguments

Format

References

Examples