Displaying 1 result from an estimated 1 matches for "actualdiff".
2006 Nov 03
1
as.zoo behavior (
...ound, would someone else know ? the code for ewma is below the
structure of rollmeandifflogbidask in the case that someone wants
to run it themselves. thanks a lot.
#-----------------------------------------------------------------------
-----------------------------------------------------------
actualdiff<-structure(c(-1.45571955822987e-06, -7.27862957994319e-06,
-0.000109185801586698,
-0.000134158878632995, -9.98463614099165e-06, 0.000128544569886202,
5.33190241842618e-05, 1.5881826502806e-06, -2.23230209073222e-05,
-6.66190921299048e-05, -5.95638733376092e-05, -3.5740027046316e-05,
-0.000211818...