z4: Z4

View source: R/z4.R

z4R Documentation

Z4

Description

Similar to Z3 in the sense that it is observed for every t. However, the standard deviation is computed differently. Here it is the absolute value of the deviation from the sample period mean of ROA for every t.

Usage

z4(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.