z2: Z2

View source: R/z2.R

z2R Documentation

Z2

Description

Estimates rolling Z-scores with a fixed window length, k, set to 3. However, only the mean and standard deviation of ROA are computed on a rolling basis.

Usage

z2(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.