z3: Z3
In bredamatt/Z-measures: Z-score measures from EJOR.
Description
Estimates the Z-score by using ROA and CAR observations at every time t. If total years = T, you get T Z-scores in stead of T-k. Note that the standard deviation is estimated over the entire sample period.
Usage
1
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 May 29, 2019, 12:36 p.m.
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Description
Estimates the Z-score by using ROA and CAR observations at every time t. If total years = T, you get T Z-scores in stead of T-k. Note that the standard deviation is estimated over the entire sample period.
Usage
1 |
Arguments
data |
The dataset of interest. Note that ROA should be in column number 3 and CAR in column number 4. |
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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