sp500_seq: S&P 500 stock data
In tessington/qsci381: Data used in QSCI 381, University of Washington
Description
Usage
Format
Source
Examples
Description
Daily stock returns from the S&P500 for 1990-2011 can be used to assess
whether stock activity each day is independent of the stock's behavior on
previous days. We label each day as Up or Down (D) depending on whether the
market was up or down that day. For example, consider the following changes
in price, their new labels of up and down, and then the number of days that
must be observed before each Up day.
Usage
1
Format
A data frame with 2948 observations on the following variable.
- race
a factor with levels 1, 2, 3, 4,
5, 6, and 7+
Source
Examples
1
tessington/qsci381 documentation built on Sept. 26, 2020, 12:40 p.m.
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Description Usage Format Source Examples
Description
Daily stock returns from the S&P500 for 1990-2011 can be used to assess whether stock activity each day is independent of the stock's behavior on previous days. We label each day as Up or Down (D) depending on whether the market was up or down that day. For example, consider the following changes in price, their new labels of up and down, and then the number of days that must be observed before each Up day.
Usage
1 |
Format
A data frame with 2948 observations on the following variable.
- race
a factor with levels
1,2,3,4,5,6, and7+
Source
Examples
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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