On this Picostat.com statistics page, you will find information about the Weekly data set which pertains to Weekly S&P Stock Market Data. The Weekly data set is found in the ISLR R package. You can load the Weekly data set in R by issuing the following command at the console data("Weekly"). This will load the data into a variable called Weekly. If R says the Weekly data set is not found, you can try installing the package by issuing this command install.packages("ISLR") and then attempt to reload the data. If you need to download R, you can go to the R project website. You can download a CSV (comma separated values) version of the Weekly R data set. The size of this file is about 62,683 bytes.
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.