Displaying 1 result from an estimated 1 matches for "firmcode".
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 28.476...