Weekly S&P Stock Market Data
Weekly percentage returns for the S&P 500 stock index
between 1990 and 2010.
A data frame with 1089 observations on the following 9 variables.
The year that the observation was recorded
Percentage return for previous week
Percentage return for 2 weeks previous
Percentage return for 3 weeks previous
Percentage return for 4 weeks previous
Percentage return for 5 weeks previous
Volume of shares traded (average number of daily shares
traded in billions)
Percentage return for this week
A factor with levels
Up indicating whether the market had a positive or negative
return on a given week
Raw values of the S&P 500 were obtained from Yahoo Finance and
then converted to percentages and lagged.
Games, G., Witten, D., Hastie, T., and Tibshirani, R. (2013)
An Introduction to Statistical Learning with applications in R,
Springer-Verlag, New York
Dataset imported from https://www.r-project.org.