Description Usage Arguments Value Examples
Filter Components.
1 2 | FilterComponents(ticker, components = "^GSPC", cutoff = 0.05,
start = Sys.Date() - 365, end = Sys.Date())
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ticker |
Yahoo Finance target ticker |
components |
Vector of Yahoo Finance tickers to be filtered out |
cutoff |
If p-value > cutoff, exclude the component |
start |
Start date |
end |
End date |
List of filtered out time series, returns, and regression results
1 | FilterComponents("XOM", c("^GSPC", "USO"), 0.05, as.Date('2015-01-01'), as.Date('2015-05-25'))
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