EE_ExpandETS: Expand ETS object into TS object with index. Multi-row...
In QianMazi/MaziBox:
Description
Usage
Arguments
Value
Description
Basic function in the event research system. In ETS, the date in ETS represent the first tradable date after the info released date. In EETS, the No 0 represent the first tradable date after the info released.
Usage
1
EE_expandETS(ets, win1, win2)
Arguments
ets
A event TS object which includes the event date and the corresponding stock.
win1
Integer. The time window of days before the event date.
win2
Integer. The time window of days after the event date.
Value
EETS(Expanded event TS).
QianMazi/MaziBox documentation built on May 8, 2019, 3:49 a.m.
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Description Usage Arguments Value
Description
Basic function in the event research system. In ETS, the date in ETS represent the first tradable date after the info released date. In EETS, the No 0 represent the first tradable date after the info released.
Usage
1 | EE_expandETS(ets, win1, win2)
|
Arguments
ets |
A event TS object which includes the event date and the corresponding stock. |
win1 |
Integer. The time window of days before the event date. |
win2 |
Integer. The time window of days after the event date. |
Value
EETS(Expanded event TS).
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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