Description Usage Arguments Value
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.
1 | EE_expandETS(ets, win1, win2)
|
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. |
EETS(Expanded event TS).
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