# Smarket: S&P Stock Market Data In ISLR: Data for an Introduction to Statistical Learning with Applications in R

## Description

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

## Usage

 `1` ```Smarket ```

## Format

A data frame with 1250 observations on the following 9 variables.

`Year`

The year that the observation was recorded

`Lag1`

Percentage return for previous day

`Lag2`

Percentage return for 2 days previous

`Lag3`

Percentage return for 3 days previous

`Lag4`

Percentage return for 4 days previous

`Lag5`

Percentage return for 5 days previous

`Volume`

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

`Today`

Percentage return for today

`Direction`

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

## Source

Raw values of the S&P 500 were obtained from Yahoo Finance and then converted to percentages and lagged.

## 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

 ```1 2``` ```summary(Smarket) lm(Today~Lag1+Lag2,data=Smarket) ```

### Example output

```      Year           Lag1                Lag2                Lag3
Min.   :2001   Min.   :-4.922000   Min.   :-4.922000   Min.   :-4.922000
1st Qu.:2002   1st Qu.:-0.639500   1st Qu.:-0.639500   1st Qu.:-0.640000
Median :2003   Median : 0.039000   Median : 0.039000   Median : 0.038500
Mean   :2003   Mean   : 0.003834   Mean   : 0.003919   Mean   : 0.001716
3rd Qu.:2004   3rd Qu.: 0.596750   3rd Qu.: 0.596750   3rd Qu.: 0.596750
Max.   :2005   Max.   : 5.733000   Max.   : 5.733000   Max.   : 5.733000
Lag4                Lag5              Volume           Today
Min.   :-4.922000   Min.   :-4.92200   Min.   :0.3561   Min.   :-4.922000
1st Qu.:-0.640000   1st Qu.:-0.64000   1st Qu.:1.2574   1st Qu.:-0.639500
Median : 0.038500   Median : 0.03850   Median :1.4229   Median : 0.038500
Mean   : 0.001636   Mean   : 0.00561   Mean   :1.4783   Mean   : 0.003138
3rd Qu.: 0.596750   3rd Qu.: 0.59700   3rd Qu.:1.6417   3rd Qu.: 0.596750
Max.   : 5.733000   Max.   : 5.73300   Max.   :3.1525   Max.   : 5.733000
Direction
Down:602
Up  :648

Call:
lm(formula = Today ~ Lag1 + Lag2, data = Smarket)

Coefficients:
(Intercept)         Lag1         Lag2
0.003283    -0.026444    -0.010946
```

ISLR documentation built on Sept. 15, 2021, 9:08 a.m.