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U: pvs_mat()
Solbiati Alessandro edited this page Jul 31, 2016
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pvs_mat <- function(serie,start,end){
##Description
Return a matrice with the p-values of all the combination of possible tests
##Usage
- serie –> timeSerie of financial data
- start -> start date for the statistical sample
- end -> end date for the statistical sample
##Output
- rows: confidence level (0.9,0.95,0.99,0.995)
- cols: usage (1,2,3)
##Example: my_matrix=pvs_mat(IBM,"start_date","end_date")