ISLR Home

p155

library(ISLR)

Stock Market Data

names(Smarket)
## [1] "Year"      "Lag1"      "Lag2"      "Lag3"      "Lag4"      "Lag5"     
## [7] "Volume"    "Today"     "Direction"
dim(Smarket)
## [1] 1250    9
summary(Smarket)
##       Year           Lag1                Lag2                Lag3          
##  Min.   :2001   Min.   :-4.922000   Min.   :-4.922000   Min.   :-4.922000  
##  1st Qu.:2002   1st Qu.:-0.639500   1st Qu.:-0.639500   1st Qu.:-0.640000  
##  Median :2003   Median : 0.039000   Median : 0.039000   Median : 0.038500  
##  Mean   :2003   Mean   : 0.003834   Mean   : 0.003919   Mean   : 0.001716  
##  3rd Qu.:2004   3rd Qu.: 0.596750   3rd Qu.: 0.596750   3rd Qu.: 0.596750  
##  Max.   :2005   Max.   : 5.733000   Max.   : 5.733000   Max.   : 5.733000  
##       Lag4                Lag5              Volume           Today          
##  Min.   :-4.922000   Min.   :-4.92200   Min.   :0.3561   Min.   :-4.922000  
##  1st Qu.:-0.640000   1st Qu.:-0.64000   1st Qu.:1.2574   1st Qu.:-0.639500  
##  Median : 0.038500   Median : 0.03850   Median :1.4229   Median : 0.038500  
##  Mean   : 0.001636   Mean   : 0.00561   Mean   :1.4783   Mean   : 0.003138  
##  3rd Qu.: 0.596750   3rd Qu.: 0.59700   3rd Qu.:1.6417   3rd Qu.: 0.596750  
##  Max.   : 5.733000   Max.   : 5.73300   Max.   :3.1525   Max.   : 5.733000  
##  Direction 
##  Down:602  
##  Up  :648  
##            
##            
##            
## 
cor(Smarket[,-9]) # Skip col 9 because it's qualitative
##              Year         Lag1         Lag2         Lag3         Lag4
## Year   1.00000000  0.029699649  0.030596422  0.033194581  0.035688718
## Lag1   0.02969965  1.000000000 -0.026294328 -0.010803402 -0.002985911
## Lag2   0.03059642 -0.026294328  1.000000000 -0.025896670 -0.010853533
## Lag3   0.03319458 -0.010803402 -0.025896670  1.000000000 -0.024051036
## Lag4   0.03568872 -0.002985911 -0.010853533 -0.024051036  1.000000000
## Lag5   0.02978799 -0.005674606 -0.003557949 -0.018808338 -0.027083641
## Volume 0.53900647  0.040909908 -0.043383215 -0.041823686 -0.048414246
## Today  0.03009523 -0.026155045 -0.010250033 -0.002447647 -0.006899527
##                Lag5      Volume        Today
## Year    0.029787995  0.53900647  0.030095229
## Lag1   -0.005674606  0.04090991 -0.026155045
## Lag2   -0.003557949 -0.04338321 -0.010250033
## Lag3   -0.018808338 -0.04182369 -0.002447647
## Lag4   -0.027083641 -0.04841425 -0.006899527
## Lag5    1.000000000 -0.02200231 -0.034860083
## Volume -0.022002315  1.00000000  0.014591823
## Today  -0.034860083  0.01459182  1.000000000
attach(Smarket)
#detach(Smarket)
plot(Smarket$Volume)