Description Usage Arguments Value Examples
The DB Lytix function called is FLEWMAUdt. Performs volatility based on most recent volatility and the most recent return (change) in a times series. stores the results in data frame.
1 |
data |
An object of class FLVector. |
ValueType |
Is the input actual time series values or changes (deltas/Returns)?The degree of the difference operator. |
FLEWMA
returns a data.frame
1 2 3 | rv <- sqlQuery(connection, "SELECT stockreturn as stockreturn FROM finstockreturns WHERE TICKERID =3")
flv <- as.FL(rv$stockreturn)
FLEWMA(flv)
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