load_data_bank: DATA_BANK LOAD FUNCTION

Description Usage Arguments

Description

This function is used to prepare the data for get_frtn_sigma() and fix_frtn_sigma2(). It simply get factor scores from local data base for regression usage in further procedures.

Usage

1
load_data_bank(res_seri)

Arguments

res_seri

data table or data frame. The residuals data. The columns should be 'date', 'date_end', 'stockID' and 'res'.


raphael210/QDataGet documentation built on May 26, 2019, 11:02 p.m.