z3: Z3

View source: R/z3.R

z3R Documentation

Z3

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

z3(data)

Arguments

data

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


bredamatt/zmeasures documentation built on Oct. 21, 2024, 10:33 a.m.