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U: pvs_mat()

Solbiati Alessandro edited this page Jul 31, 2016 · 2 revisions

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")

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