INTRODUCTION OF SMARKET
smarket is one of the data of ISLR Package.smarket dataset has 1250 observations and 9 variables.
** year-The year that the obseravtion wa recorded.
lag1-percantage return for previous day.
lag2-percentage return for past 2 days
lag3-percentage returns for past 3 days
lag4-percentage returns for pasts 4 days
lag5-percentage returns for pasts 5 days
volume-number of shares traded
direction-it indicates up and down of the market **
'data.frame': 1250 obs. of 9 variables:
$ Year : num 2001 2001 2001 2001 2001 ...
$ Lag1 : num 0.381 0.959 1.032 -0.623 0.614 ...
$ Lag2 : num -0.192 0.381 0.959 1.032 -0.623 ...
$ Lag3 : num -2.624 -0.192 0.381 0.959 1.032 ...
$ Lag4 : num -1.055 -2.624 -0.192 0.381 0.959 ...
$ Lag5 : num 5.01 -1.055 -2.624 -0.192 0.381 ...
$ Volume : num 1.19 1.3 1.41 1.28 1.21 ...
$ Today : num 0.959 1.032 -0.623 0.614 0.213 ...
$ Direction: Factor w/ 2 levels "Down","Up": 2 2 1 2 2 2 1 2 2 2 ...
How many elements are positive and negative in Lag1
Attaching package: 'dplyr'
The following objects are masked from 'package:stats':
filter, lag
The following objects are masked from 'package:base':
intersect, setdiff, setequal, union
category n
1 Negative 601
2 Positive 648
3 Zero 1
What is the top 20% of volume traded ?
80%
1.704914
How many days market direction is UP/DOWN?
[1] 0.0385
State the number of cases per year?
# A tibble: 5 × 2
Year new_case
<dbl> <int>
1 2001 242
2 2002 252
3 2003 252
4 2004 252
5 2005 252
How many days market direction is UP/DOWN?
# A tibble: 2 × 2
# Groups: Direction [2]
Direction n
<fct> <int>
1 Down 602
2 Up 648
Create datset which has only 2001 data ?
Year Lag1 Lag2 Lag3 Lag4 Lag5 Volume Today Direction
1 2001 0.381 -0.192 -2.624 -1.055 5.010 1.19130 0.959 Up
2 2001 0.959 0.381 -0.192 -2.624 -1.055 1.29650 1.032 Up
3 2001 1.032 0.959 0.381 -0.192 -2.624 1.41120 -0.623 Down
4 2001 -0.623 1.032 0.959 0.381 -0.192 1.27600 0.614 Up
5 2001 0.614 -0.623 1.032 0.959 0.381 1.20570 0.213 Up
6 2001 0.213 0.614 -0.623 1.032 0.959 1.34910 1.392 Up
7 2001 1.392 0.213 0.614 -0.623 1.032 1.44500 -0.403 Down
8 2001 -0.403 1.392 0.213 0.614 -0.623 1.40780 0.027 Up
9 2001 0.027 -0.403 1.392 0.213 0.614 1.16400 1.303 Up
10 2001 1.303 0.027 -0.403 1.392 0.213 1.23260 0.287 Up
11 2001 0.287 1.303 0.027 -0.403 1.392 1.30900 -0.498 Down
12 2001 -0.498 0.287 1.303 0.027 -0.403 1.25800 -0.189 Down
13 2001 -0.189 -0.498 0.287 1.303 0.027 1.09800 0.680 Up
14 2001 0.680 -0.189 -0.498 0.287 1.303 1.05310 0.701 Up
15 2001 0.701 0.680 -0.189 -0.498 0.287 1.14980 -0.562 Down
16 2001 -0.562 0.701 0.680 -0.189 -0.498 1.29530 0.546 Up
17 2001 0.546 -0.562 0.701 0.680 -0.189 1.11880 -1.747 Down
18 2001 -1.747 0.546 -0.562 0.701 0.680 1.04840 0.359 Up
19 2001 0.359 -1.747 0.546 -0.562 0.701 1.01300 -0.151 Down
20 2001 -0.151 0.359 -1.747 0.546 -0.562 1.05960 -0.841 Down
21 2001 -0.841 -0.151 0.359 -1.747 0.546 1.15830 -0.623 Down
22 2001 -0.623 -0.841 -0.151 0.359 -1.747 1.10720 -1.334 Down
23 2001 -1.334 -0.623 -0.841 -0.151 0.359 1.07550 1.183 Up
24 2001 1.183 -1.334 -0.623 -0.841 -0.151 1.03910 -0.865 Down
25 2001 -0.865 1.183 -1.334 -0.623 -0.841 1.07520 -0.218 Down
26 2001 -0.218 -0.865 1.183 -1.334 -0.623 1.15030 0.812 Up
27 2001 0.812 -0.218 -0.865 1.183 -1.334 1.15370 -1.891 Down
28 2001 -1.891 0.812 -0.218 -0.865 1.183 1.25720 -1.736 Down
29 2001 -1.736 -1.891 0.812 -0.218 -0.865 1.11220 -1.851 Down
30 2001 -1.851 -1.736 -1.891 0.812 -0.218 1.20850 -0.195 Down
31 2001 -0.195 -1.851 -1.736 -1.891 0.812 1.36590 -0.556 Down
32 2001 -0.556 -0.195 -1.851 -1.736 -1.891 1.23130 1.749 Up
33 2001 1.749 -0.556 -0.195 -1.851 -1.736 1.13080 -0.766 Down
34 2001 -0.766 1.749 -0.556 -0.195 -1.851 1.11410 -1.431 Down
35 2001 -1.431 -0.766 1.749 -0.556 -0.195 1.22530 0.104 Up
36 2001 0.104 -1.431 -0.766 1.749 -0.556 1.29490 -0.568 Down
37 2001 -0.568 0.104 -1.431 -0.766 1.749 1.29400 0.586 Up
38 2001 0.586 -0.568 0.104 -1.431 -0.766 0.92920 0.998 Up
39 2001 0.998 0.586 -0.568 0.104 -1.431 1.09180 0.645 Up
40 2001 0.645 0.998 0.586 -0.568 0.104 1.13220 0.226 Up
41 2001 0.226 0.645 0.998 0.586 -0.568 1.11410 -2.476 Down
42 2001 -2.476 0.226 0.645 0.998 0.586 1.08590 -4.318 Down
43 2001 -4.318 -2.476 0.226 0.645 0.998 1.22900 1.483 Up
44 2001 1.483 -4.318 -2.476 0.226 0.645 1.36090 -2.584 Down
45 2001 -2.584 1.483 -4.318 -2.476 0.226 1.39740 0.587 Up
46 2001 0.587 -2.584 1.483 -4.318 -2.476 1.25950 -1.962 Down
47 2001 -1.962 0.587 -2.584 1.483 -4.318 1.54356 1.763 Up
48 2001 1.763 -1.962 0.587 -2.584 1.483 1.12620 -2.408 Down
49 2001 -2.408 1.763 -1.962 0.587 -2.584 1.23590 -1.792 Down
50 2001 -1.792 -2.408 1.763 -1.962 0.587 1.34630 -0.406 Down
51 2001 -0.406 -1.792 -2.408 1.763 -1.962 1.72395 1.991 Up
52 2001 1.991 -0.406 -1.792 -2.408 1.763 1.36490 1.128 Up
53 2001 1.128 1.991 -0.406 -1.792 -2.408 1.11400 2.557 Up
54 2001 2.557 1.128 1.991 -0.406 -1.792 1.31420 -2.443 Down
55 2001 -2.443 2.557 1.128 1.991 -0.406 1.33340 -0.463 Down
56 2001 -0.463 -2.443 2.557 1.128 1.991 1.23450 1.078 Up
57 2001 1.078 -0.463 -2.443 2.557 1.128 1.28080 -1.246 Down
58 2001 -1.246 1.078 -0.463 -2.443 2.557 1.25490 -3.439 Down
59 2001 -3.439 -1.246 1.078 -0.463 -2.443 1.38610 -0.290 Down
60 2001 -0.290 -3.439 -1.246 1.078 -0.463 1.42559 4.368 Up
61 2001 4.368 -0.290 -3.439 -1.246 1.078 1.36800 -1.998 Down
62 2001 -1.998 4.368 -0.290 -3.439 -1.246 1.26680 0.812 Up
63 2001 0.812 -1.998 4.368 -0.290 -3.439 1.06280 2.707 Up
64 2001 2.707 0.812 -1.998 4.368 -0.290 1.34960 -0.213 Down
65 2001 -0.213 2.707 0.812 -1.998 4.368 1.29030 1.510 Up
66 2001 1.510 -0.213 2.707 0.812 -1.998 1.10200 -0.323 Down
67 2001 -0.323 1.510 -0.213 2.707 0.812 0.91390 1.028 Up
68 2001 1.028 -0.323 1.510 -0.213 2.707 1.10960 3.889 Up
69 2001 3.889 1.028 -0.323 1.510 -0.213 1.91890 1.254 Up
70 2001 1.254 3.889 1.028 -0.323 1.510 1.48680 -0.854 Down
71 2001 -0.854 1.254 3.889 1.028 -0.323 1.33870 -1.498 Down
72 2001 -1.498 -0.854 1.254 3.889 1.028 1.01260 -1.216 Down
73 2001 -1.216 -1.498 -0.854 1.254 3.889 1.21650 1.594 Up
74 2001 1.594 -1.216 -1.498 -0.854 1.254 1.20360 0.470 Up
75 2001 0.470 1.594 -1.216 -1.498 -0.854 1.34520 1.501 Up
76 2001 1.501 0.470 1.594 -1.216 -1.498 1.09130 -0.287 Down
77 2001 -0.287 1.501 0.470 1.594 -1.216 1.26680 1.359 Up
78 2001 1.359 -0.287 1.501 0.470 1.594 1.18130 0.078 Up
79 2001 0.078 1.359 -0.287 1.501 0.470 1.34220 -1.487 Down
80 2001 -1.487 0.078 1.359 -0.287 1.501 1.13790 1.444 Up
81 2001 1.444 -1.487 0.078 1.359 -0.287 1.08210 -0.245 Down
82 2001 -0.245 1.444 -1.487 0.078 1.359 0.94900 -0.183 Down
83 2001 -0.183 -0.245 1.444 -1.487 0.078 1.00630 -0.449 Down
84 2001 -0.449 -0.183 -0.245 1.444 -1.487 1.13240 -0.029 Down
85 2001 -0.029 -0.449 -0.183 -0.245 1.444 1.05670 -0.758 Down
86 2001 -0.758 -0.029 -0.449 -0.183 -0.245 0.90620 0.261 Up
87 2001 0.261 -0.758 -0.029 -0.449 -0.183 0.85820 0.042 Up
88 2001 0.042 0.261 -0.758 -0.029 -0.449 1.07180 2.845 Up
89 2001 2.845 0.042 0.261 -0.758 -0.029 1.40530 0.272 Up
90 2001 0.272 2.845 0.042 0.261 -0.758 1.35560 0.269 Up
91 2001 0.269 0.272 2.845 0.042 0.261 1.13080 1.615 Up
92 2001 1.615 0.269 0.272 2.845 0.042 1.17490 -0.263 Down
93 2001 -0.263 1.615 0.269 0.272 2.845 1.26040 -1.553 Down
94 2001 -1.553 -0.263 1.615 0.269 0.272 1.13480 0.320 Up
95 2001 0.320 -1.553 -0.263 1.615 0.269 1.10070 -1.182 Down
96 2001 -1.182 0.320 -1.553 -0.263 1.615 0.82810 -0.779 Down
97 2001 -0.779 -1.182 0.320 -1.553 -0.263 1.02600 -1.566 Down
98 2001 -1.566 -0.779 -1.182 0.320 -1.553 1.15860 0.620 Up
99 2001 0.620 -1.566 -0.779 -1.182 0.320 1.22660 0.386 Up
100 2001 0.386 0.620 -1.566 -0.779 -1.182 1.01500 0.511 Up
101 2001 0.511 0.386 0.620 -1.566 -0.779 0.83650 1.299 Up
102 2001 1.299 0.511 0.386 0.620 -1.566 1.11680 -1.055 Down
103 2001 -1.055 1.299 0.511 0.386 0.620 1.06190 0.546 Up
104 2001 0.546 -1.055 1.299 0.511 0.386 1.08960 -0.940 Down
105 2001 -0.940 0.546 -1.055 1.299 0.511 0.72620 -0.836 Down
106 2001 -0.836 -0.940 0.546 -1.055 1.299 0.87010 0.116 Up
107 2001 0.116 -0.836 -0.940 0.546 -1.055 1.13650 -1.135 Down
108 2001 -1.135 0.116 -0.836 -0.940 0.546 1.06360 -1.750 Down
109 2001 -1.750 -1.135 0.116 -0.836 -0.940 1.24290 -0.452 Down
110 2001 -0.452 -1.750 -1.135 0.116 -0.836 1.63555 -0.488 Down
111 2001 -0.488 -0.452 -1.750 -1.135 0.116 1.11160 0.343 Up
112 2001 0.343 -0.488 -0.452 -1.750 -1.135 1.18490 0.871 Up
113 2001 0.871 0.343 -0.488 -0.452 -1.750 1.35010 1.136 Up
114 2001 1.136 0.871 0.343 -0.488 -0.452 1.54682 -0.945 Down
115 2001 -0.945 1.136 0.871 0.343 -0.488 1.18920 -0.551 Down
116 2001 -0.551 -0.945 1.136 0.871 0.343 1.05010 -0.151 Down
117 2001 -0.151 -0.551 -0.945 1.136 0.871 1.19890 -0.468 Down
118 2001 -0.468 -0.151 -0.551 -0.945 1.136 1.16210 1.249 Up
119 2001 1.249 -0.468 -0.151 -0.551 -0.945 1.32730 -0.148 Down
120 2001 -0.148 1.249 -0.468 -0.151 -0.551 1.83236 1.008 Up
121 2001 1.008 -0.148 1.249 -0.468 -0.151 1.12830 -0.184 Down
122 2001 -0.184 1.008 -0.148 1.249 -0.468 0.62211 -1.232 Down
123 2001 -1.232 -0.184 1.008 -0.148 1.249 0.93490 -2.350 Down
124 2001 -2.350 -1.232 -0.184 1.008 -0.148 1.05670 0.688 Up
125 2001 0.688 -2.350 -1.232 -0.184 1.008 1.04570 -1.440 Down
126 2001 -1.440 0.688 -2.350 -1.232 -0.184 1.26380 -0.113 Down
127 2001 -0.113 -1.440 0.688 -2.350 -1.232 1.38410 2.369 Up
128 2001 2.369 -0.113 -1.440 0.688 -2.350 1.39400 0.624 Up
129 2001 0.624 2.369 -0.113 -1.440 0.688 1.12170 -1.088 Down
130 2001 -1.088 0.624 2.369 -0.113 -1.440 1.03980 0.997 Up
131 2001 0.997 -1.088 0.624 2.369 -0.113 1.23810 -0.554 Down
132 2001 -0.554 0.997 -1.088 0.624 2.369 1.31630 0.605 Up
133 2001 0.605 -0.554 0.997 -1.088 0.624 1.34350 -0.343 Down
134 2001 -0.343 0.605 -0.554 0.997 -1.088 1.17090 -1.637 Down
135 2001 -1.637 -0.343 0.605 -0.554 0.997 0.98690 -1.627 Down
136 2001 -1.627 -1.637 -0.343 0.605 -0.554 1.19870 1.608 Up
137 2001 1.608 -1.627 -1.637 -0.343 0.605 1.28070 1.045 Up
138 2001 1.045 1.608 -1.627 -1.637 -0.343 1.21390 0.240 Up
139 2001 0.240 1.045 1.608 -1.627 -1.637 1.01530 -0.108 Down
140 2001 -0.108 0.240 1.045 1.608 -1.627 0.90910 0.557 Up
141 2001 0.557 -0.108 0.240 1.045 1.608 1.12920 0.388 Up
142 2001 0.388 0.557 -0.108 0.240 1.045 1.34030 0.396 Up
143 2001 0.396 0.388 0.557 -0.108 0.240 1.21830 -0.524 Down
144 2001 -0.524 0.396 0.388 0.557 -0.108 0.93990 -1.142 Down
145 2001 -1.142 -0.524 0.396 0.388 0.557 0.81170 0.327 Up
146 2001 0.327 -1.142 -0.524 0.396 0.388 1.01200 -1.733 Down
147 2001 -1.733 0.327 -1.142 -0.524 0.396 1.12460 -0.008 Down
148 2001 -0.008 -1.733 0.327 -1.142 -0.524 1.10420 0.569 Up
149 2001 0.569 -0.008 -1.733 0.327 -1.142 0.96090 0.095 Up
150 2001 0.095 0.569 -0.008 -1.733 0.327 0.83760 -0.383 Down
151 2001 -0.383 0.095 0.569 -0.008 -1.733 0.96460 -0.734 Down
152 2001 -0.734 -0.383 0.095 0.569 -0.008 1.06560 0.309 Up
153 2001 0.309 -0.734 -0.383 0.095 0.569 1.05540 -1.666 Down
154 2001 -1.666 0.309 -0.734 -0.383 0.095 0.97430 0.812 Up
155 2001 0.812 -1.666 0.309 -0.734 -0.383 0.89710 -1.208 Down
156 2001 -1.208 0.812 -1.666 0.309 -0.734 1.04160 0.696 Up
157 2001 0.696 -1.208 0.812 -1.666 0.309 1.11080 -0.276 Down
158 2001 -0.276 0.696 -1.208 0.812 -1.666 0.98620 1.965 Up
159 2001 1.965 -0.276 0.696 -1.208 0.812 1.04360 -0.483 Down
160 2001 -0.483 1.965 -0.276 0.696 -1.208 0.84260 -1.501 Down
161 2001 -1.501 -0.483 1.965 -0.276 0.696 0.98710 -1.115 Down
162 2001 -1.115 -1.501 -0.483 1.965 -0.276 0.96370 -1.700 Down
163 2001 -1.700 -1.115 -1.501 -0.483 1.965 1.15700 0.403 Up
164 2001 0.403 -1.700 -1.115 -1.501 -0.483 0.92010 -0.056 Down
165 2001 -0.056 0.403 -1.700 -1.115 -1.501 1.17830 -0.106 Down
166 2001 -0.106 -0.056 0.403 -1.700 -1.115 1.38450 -2.239 Down
167 2001 -2.239 -0.106 -0.056 0.403 -1.700 1.35970 -1.864 Down
168 2001 -1.864 -2.239 -0.106 -0.056 0.403 1.42430 0.623 Up
169 2001 0.623 -1.864 -2.239 -0.106 -0.056 1.27660 -4.922 Down
170 2001 -4.922 0.623 -1.864 -2.239 -0.106 2.33083 -0.580 Down
171 2001 -0.580 -4.922 0.623 -1.864 -2.239 1.65041 -1.611 Down
172 2001 -1.611 -0.580 -4.922 0.623 -1.864 2.12055 -3.106 Down
173 2001 -3.106 -1.611 -0.580 -4.922 0.623 2.00480 -1.903 Down
174 2001 -1.903 -3.106 -1.611 -0.580 -4.922 2.31730 3.898 Up
175 2001 3.898 -1.903 -3.106 -1.611 -0.580 1.74660 0.879 Up
176 2001 0.879 3.898 -1.903 -3.106 -1.611 1.61380 -0.517 Down
177 2001 -0.517 0.879 3.898 -1.903 -3.106 1.51910 1.149 Up
178 2001 1.149 -0.517 0.879 3.898 -1.903 1.46700 2.192 Up
179 2001 2.192 1.149 -0.517 0.879 3.898 1.63150 -0.230 Down
180 2001 -0.230 2.192 1.149 -0.517 0.879 1.17560 1.231 Up
181 2001 1.231 -0.230 2.192 1.149 -0.517 1.28980 1.993 Up
182 2001 1.993 1.231 -0.230 2.192 1.149 1.65060 -0.247 Down
183 2001 -0.247 1.993 1.231 -0.230 2.192 1.60910 0.164 Up
184 2001 0.164 -0.247 1.993 1.231 -0.230 1.30170 -0.834 Down
185 2001 -0.834 0.164 -0.247 1.993 1.231 0.97900 -0.536 Down
186 2001 -0.536 -0.834 0.164 -0.247 1.993 1.22780 2.294 Up
187 2001 2.294 -0.536 -0.834 0.164 -0.247 1.31240 1.521 Up
188 2001 1.521 2.294 -0.536 -0.834 0.164 1.70458 -0.527 Down
189 2001 -0.527 1.521 2.294 -0.536 -0.834 1.33140 -0.153 Down
190 2001 -0.153 -0.527 1.521 2.294 -0.536 1.02470 0.694 Up
191 2001 0.694 -0.153 -0.527 1.521 2.294 1.21050 -1.863 Down
192 2001 -1.863 0.694 -0.153 -0.527 1.521 1.45220 -0.787 Down
193 2001 -0.787 -1.863 0.694 -0.153 -0.527 1.26290 0.456 Up
194 2001 0.456 -0.787 -1.863 0.694 -0.153 1.29490 1.530 Up
195 2001 1.530 0.456 -0.787 -1.863 0.694 1.10570 -0.470 Down
196 2001 -0.470 1.530 0.456 -0.787 -1.863 1.31730 0.039 Up
197 2001 0.039 -0.470 1.530 0.456 -0.787 1.33620 1.372 Up
198 2001 1.372 0.039 -0.470 1.530 0.456 1.36440 0.411 Up
199 2001 0.411 1.372 0.039 -0.470 1.530 1.24450 -2.382 Down
200 2001 -2.382 0.411 1.372 0.039 -0.470 1.10610 -1.717 Down
201 2001 -1.717 -2.382 0.411 1.372 0.039 1.29740 -0.001 Down
202 2001 -0.001 -1.717 -2.382 0.411 1.372 1.35250 2.295 Up
203 2001 2.295 -0.001 -1.717 -2.382 0.411 1.31740 0.286 Up
204 2001 0.286 2.295 -0.001 -1.717 -2.382 1.12190 1.439 Up
205 2001 1.439 0.286 2.295 -0.001 -1.717 1.26770 1.453 Up
206 2001 1.453 1.439 0.286 2.295 -0.001 1.35600 -0.273 Down
207 2001 -0.273 1.453 1.439 0.286 2.295 1.41130 0.246 Up
208 2001 0.246 -0.273 1.453 1.439 0.286 1.51750 0.158 Up
209 2001 0.158 0.246 -0.273 1.453 1.439 1.09380 -0.177 Down
210 2001 -0.177 0.158 0.246 -0.273 1.453 0.99160 1.856 Up
211 2001 1.856 -0.177 0.158 0.246 -0.273 1.37010 0.186 Up
212 2001 0.186 1.856 -0.177 0.158 0.246 1.44340 0.090 Up
213 2001 0.090 0.186 1.856 -0.177 0.158 1.45450 -0.314 Down
214 2001 -0.314 0.090 0.186 1.856 -0.177 1.33740 1.090 Up
215 2001 1.090 -0.314 0.090 0.186 1.856 1.31680 -0.730 Down
216 2001 -0.730 1.090 -0.314 0.090 0.186 1.33020 -0.493 Down
217 2001 -0.493 -0.730 1.090 -0.314 0.090 1.02930 1.171 Up
218 2001 1.171 -0.493 -0.730 1.090 -0.314 0.41030 0.615 Up
219 2001 0.615 1.171 -0.493 -0.730 1.090 1.12980 -0.684 Down
220 2001 -0.684 0.615 1.171 -0.493 -0.730 1.28800 -1.825 Down
221 2001 -1.825 -0.684 0.615 1.171 -0.493 1.42370 1.035 Up
222 2001 1.035 -1.825 -0.684 0.615 1.171 1.37570 -0.066 Down
223 2001 -0.066 1.035 -1.825 -0.684 0.615 1.34360 -0.838 Down
224 2001 -0.838 -0.066 1.035 -1.825 -0.684 1.20290 1.319 Up
225 2001 1.319 -0.838 -0.066 1.035 -1.825 1.31850 2.232 Up
226 2001 2.232 1.319 -0.838 -0.066 1.035 1.76530 -0.278 Down
227 2001 -0.278 2.232 1.319 -0.838 -0.066 1.48790 -0.753 Down
228 2001 -0.753 -0.278 2.232 1.319 -0.838 1.24820 -1.587 Down
229 2001 -1.587 -0.753 -0.278 2.232 1.319 1.21870 -0.278 Down
230 2001 -0.278 -1.587 -0.753 -0.278 2.232 1.36720 0.027 Up
231 2001 0.027 -0.278 -1.587 -0.753 -0.278 1.44970 -1.556 Down
232 2001 -1.556 0.027 -0.278 -1.587 -0.753 1.51150 0.331 Up
233 2001 0.331 -1.556 0.027 -0.278 -1.587 1.30680 1.003 Up
234 2001 1.003 0.331 -1.556 0.027 -0.278 1.26040 0.755 Up
235 2001 0.755 1.003 0.331 -1.556 0.027 1.35400 0.581 Up
236 2001 0.581 0.755 1.003 0.331 -1.556 1.48490 -0.838 Down
237 2001 -0.838 0.581 0.755 1.003 0.331 1.49050 0.435 Up
238 2001 0.435 -0.838 0.581 0.755 1.003 1.69400 -0.021 Down
239 2001 -0.021 0.435 -0.838 0.581 0.755 0.43967 0.412 Up
240 2001 0.412 -0.021 0.435 -0.838 0.581 0.79110 0.675 Up
241 2001 0.675 0.412 -0.021 0.435 -0.838 0.87630 0.336 Up
242 2001 0.336 0.675 0.412 -0.021 0.435 0.91740 -1.115 Down
What can you say about the distribution of lag1,lag3,lag5 ?
histograms for Lag1, Lag3, and Lag5
For Lag3
For Lag5
Discuss the distribution of percentage return for Today based on
Direction of market?
# A tibble: 2 × 3
Direction total percent
<fct> <dbl> <dbl>
1 Down -516. -13163.
2 Up 520. 13263.
