search for: firmcod

Displaying 1 result from an estimated 1 matches for "firmcod".

Did you mean: firmcode
rollapply on zoo object
2007 Nov 30
1
rollapply on zoo object
Dear R users. I have zoo object "size_june" containing market-capital values: > dim(size_june) # market-cap data of 625 firms for 20 years [1] 20 625 > class(size_june) [1] "zoo" > size_june # colnames = "size.firmcode" size.34020 size.4710 size.11050 size.10660 size.9540 size.8060 size.16160 size.8080 size.9280 1988-06-30 NA NA NA NA NA NA NA 7.728 NA 1989-06-30 NA 20.554 9.80 45.92 NA 55.40 9.047 28.47...