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

## Description

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

## Usage

 `1` ```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

## 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(Weekly) lm(Today~Lag1+Lag2,data=Weekly) ```

### Example output

```      Year           Lag1               Lag2               Lag3
Min.   :1990   Min.   :-18.1950   Min.   :-18.1950   Min.   :-18.1950
1st Qu.:1995   1st Qu.: -1.1540   1st Qu.: -1.1540   1st Qu.: -1.1580
Median :2000   Median :  0.2410   Median :  0.2410   Median :  0.2410
Mean   :2000   Mean   :  0.1506   Mean   :  0.1511   Mean   :  0.1472
3rd Qu.:2005   3rd Qu.:  1.4050   3rd Qu.:  1.4090   3rd Qu.:  1.4090
Max.   :2010   Max.   : 12.0260   Max.   : 12.0260   Max.   : 12.0260
Lag4               Lag5              Volume            Today
Min.   :-18.1950   Min.   :-18.1950   Min.   :0.08747   Min.   :-18.1950
1st Qu.: -1.1580   1st Qu.: -1.1660   1st Qu.:0.33202   1st Qu.: -1.1540
Median :  0.2380   Median :  0.2340   Median :1.00268   Median :  0.2410
Mean   :  0.1458   Mean   :  0.1399   Mean   :1.57462   Mean   :  0.1499
3rd Qu.:  1.4090   3rd Qu.:  1.4050   3rd Qu.:2.05373   3rd Qu.:  1.4050
Max.   : 12.0260   Max.   : 12.0260   Max.   :9.32821   Max.   : 12.0260
Direction
Down:484
Up  :605

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

Coefficients:
(Intercept)         Lag1         Lag2
0.15246     -0.07100      0.05384
```

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