month_ret: make monthly stock return or variance

Description Usage Arguments Examples

Description

This function makes monthly stock returns or variances using one of three different methods specified by type. Type can take on the values: mean, cum, duffee, var

Usage

1
month_ret(data_df, date_var = "date_id", type, round = FALSE)

Arguments

data_df

data frame

date_var

the name of the date variable in quotes. Default to date_id

type

string. The method used for calculating the return or variance

round

integer. Option to reduce the degrees of precision. Default to false.

Examples

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SmarshMELLOW/financeSMM documentation built on May 16, 2019, 6:41 p.m.