NYSE: New York Stock Exchange Data

In ISLR2: Introduction to Statistical Learning, Second Edition

New York Stock Exchange Data

Description

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

Usage

Portfolio

Format

A data frame with 6,051 observations and 6 variables:

date

Date

day_of_week

Day of the week

DJ_return

Return for Dow Jones Industrial Average

log_volume

Log of trading volume

log_volatility

Log of volatility

train

For the first 4,281 observations, this is set to TRUE

Source

B. LeBaron and A. Weigend (1998), IEEE Transactions on Neural Networks 9(1): 213-220.

References

James, G., Witten, D., Hastie, T., and Tibshirani, R. (2021) An Introduction to Statistical Learning with applications in R, Second Edition, https://www.statlearning.com, Springer-Verlag, New York

Examples

attach(NYSE)
plot(log_volatility)

ISLR2 documentation built on Nov. 20, 2022, 1:06 a.m.