Stock data for Exercise 2 in Chapter 4

Description

Stock data for Exercise 2 in Chapter 4

Usage

1
data("EX4.STOCKS")

Format

A data frame with 216 observations on the following 41 variables.

AA

a numeric vector

AAPLlag2

a numeric vector

AXPlag2

a numeric vector

BAlag2

a numeric vector

BAClag2

a numeric vector

CATlag2

a numeric vector

CSCOlag2

a numeric vector

CVXlag2

a numeric vector

DDlag2

a numeric vector

DISlag2

a numeric vector

GElag2

a numeric vector

HDlag2

a numeric vector

HPQlag2

a numeric vector

IBMlag2

a numeric vector

INTClag2

a numeric vector

JNJlag2

a numeric vector

JPMlag2

a numeric vector

KOlag2

a numeric vector

MCDlag2

a numeric vector

MMMlag2

a numeric vector

MRKlag2

a numeric vector

MSFTlag2

a numeric vector

PFElag2

a numeric vector

PGlag2

a numeric vector

Tlag2

a numeric vector

TRVlag2

a numeric vector

UNHlag2

a numeric vector

VZlag2

a numeric vector

WMTlag2

a numeric vector

XOMlag2

a numeric vector

Australialag2

a numeric vector

Copperlag2

a numeric vector

DollarIndexlag2

a numeric vector

Europelag2

a numeric vector

Exchangelag2

a numeric vector

GlobalDowlag2

a numeric vector

HongKonglag2

a numeric vector

Indialag2

a numeric vector

Japanlag2

a numeric vector

Oillag2

a numeric vector

Shanghailag2

a numeric vector

Details

The goal is to predict the closing price of Alcoa stock (AA) from the closing prices of other stocks and commodities two days prior (IMBlag2, HongKonglag2, etc.). If this were possible, and if the association between the prices continued into the future, it would be possible to use this information to make smart trades.

Source

Compiled from various sources on the internet, e.g., Yahoo historical prices.

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