EE_GetTSErr: Plug in ETS and return a TS object with Err and index.
In QianMazi/MaziBox:

Description Usage Arguments Value Examples

Plug in ETS and return a TS object with Err and index.

1 2	EE_getTSErr(ETS, err_database = c("EE_CroxSecReg", "EE_CroxSecGroup", "pct_chg", "pct_chg_bmk"), win1 = 10, win2 = 20)

`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.
`db`	The name string of local database err sheet which containing the columns of "date", "stockID", "err".
`cleansing`	Logical values. If true, the result will be fill NA and winsorized before out put.

A TS object with Err and index.

date <- as.Date(c("2014-07-01","2014-07-08"))
stockID <- c("EQ000001","EQ000002")
ETS <- data.frame(date, stockID)
TSErr <- EE_getTSErr(ETS)
EE_plot(TSErr)