## S&P Stock Market Data

### Description

Daily percentage returns for the S&P 500 stock index
between 2001 and 2005.

### Usage

Smarket

### Format

A data frame with 1250 observations on the following 9 variables.

`Year`

The year that the observation was recorded

`Lag1`

Percentage return for previous day

`Lag2`

Percentage return for 2 days previous

`Lag3`

Percentage return for 3 days previous

`Lag4`

Percentage return for 4 days previous

`Lag5`

Percentage return for 5 days previous

`Volume`

Volume of shares traded (number of daily shares
traded in billions)

`Today`

Percentage return for today

`Direction`

A factor with levels `Down`

and
`Up`

indicating whether the market had a positive or negative
return on a given day

### 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*,
www.StatLearning.com,
Springer-Verlag, New York

### Examples

summary(Smarket)
lm(Today~Lag1+Lag2,data=Smarket)