rX_longer: IBM, Google and BP's daily returns in long format
In AlbertoAlmuinha/garchmodels: The 'Tidymodels' Extension for GARCH Models
rX_longer R Documentation
IBM, Google and BP's daily returns in long format
Description
IBM, Google and BP's daily returns in long format
Usage
rX_longer
Format
A tibble with 8550 rows and 3 variables:
-
id Factor. Unique series identifier
-
date Date. Timestamp information. Daily format.
-
value Numeric. Value at the corresponding timestamp.
Details
library(timetk)
m750_splits <- time_series_split(m750, assess = "2 years", cumulative = TRUE)
Examples
rX_longer
AlbertoAlmuinha/garchmodels documentation built on Aug. 13, 2022, 2:27 p.m.
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| rX_longer | R Documentation |
IBM, Google and BP's daily returns in long format
Description
IBM, Google and BP's daily returns in long format
Usage
rX_longer
Format
A tibble with 8550 rows and 3 variables:
-
idFactor. Unique series identifier -
dateDate. Timestamp information. Daily format. -
valueNumeric. Value at the corresponding timestamp.
Details
library(timetk) m750_splits <- time_series_split(m750, assess = "2 years", cumulative = TRUE)
Examples
rX_longer
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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