z5: Z5

View source: R/z5.R

z5R Documentation

Z5

Description

Estimates Z-scores with the overall sample period mean and sigma for ROA, whilst letting CAR be observed per time t. Result will be T Z-scores.

Usage

z5(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.