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.
1 2 3 4 5 | 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)
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