rmNegativeEvents: remove negative event stock from TS

Description Usage Arguments Value Author(s) Examples

Description

remove negative event stock from TS

Usage

1
2
rmNegativeEvents(TS, type = c("AnalystDown", "PPUnFrozen",
  "ShareholderReduction"))

Arguments

TS

is a TS object.

type

is negative events' type.

Value

return a TS object.

Author(s)

Andrew Dow

Examples

1
2
3
RebDates <- getRebDates(as.Date('2013-03-17'),as.Date('2016-04-17'),'month')
TS <- getTS(RebDates,'EI000985')
TSnew <- rmNegativeEvents(TS)

QuantAndrew/quantbox documentation built on May 8, 2019, 3:50 a.m.