z1: Z1

View source: R/z1.R

z1R Documentation

Z1

Description

Estimates rolling Z-scores with a fixed window length, k, set to 3. Hence, you estimate T-k Z-scores with rolling means and sigmas computed with window length k.

Usage

z1(data)

Arguments

data

The dataset of interest. Note that ROA should be in column number 3 and CAR in column number 4.


bredamatt/Z-measures documentation built on Oct. 19, 2024, 5:20 a.m.