FilterTS: Filter Time Series
In Texas-UCF/quantkit: Quantitative analysis for financial markets
Description
Usage
Arguments
Value
Examples
Description
Filter Time Series
Usage
1
Arguments
ts
xts price series for a ticker
components
Vector of Yahoo Finance tickers to be filtered out
cutoff
If p-value > cutoff, exclude the component
Value
List of filtered out time series, returns, and regression results
Examples
1
Texas-UCF/quantkit documentation built on May 9, 2019, 4:26 p.m.
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Description Usage Arguments Value Examples
Description
Filter Time Series
Usage
1 |
Arguments
ts |
xts price series for a ticker |
components |
Vector of Yahoo Finance tickers to be filtered out |
cutoff |
If p-value > cutoff, exclude the component |
Value
List of filtered out time series, returns, and regression results
Examples
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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