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.
1 | load_data_bank(res_seri)
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res_seri |
data table or data frame. The residuals data. The columns should be 'date', 'date_end', 'stockID' and 'res'. |
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