clean_endpoints: clean_endpoints

View source: R/clean_endpoints.R

clean_endpointsR Documentation

clean_endpoints

Description

Trims the series of endpoints so that it can be used with various models.

Usage

clean_endpoints(rets_xts, offset = 0)

Arguments

rets_xts

an xts of asset returns

offset

numeric, the number of periods to lag/lead the endpoints

Value

A numeric of endpoint values.


causality-loop/clhelpers documentation built on Aug. 31, 2022, 3:39 a.m.