Hi Leigh,
Several aspects of your email make it challenging to offer advice. We
are missing part of your data (e.g., 'T' in 1:T), and it is not
terribly clear what 't' in (t-5) to t(19950630) to (t+7) is supposed
to mean (thought I would hazard the guess time, and that it is
represented by your '
On Aug 4, 2010, at 9:46 AM, Leigh E. Lommen wrote:
I have the following array:
head(stocks)
DATE TICKER PERMNO EXCHCD TSYMBOL TRDSTAT SHROUTPRC
RET
1 19950131 EWST 10001 3EWST A 2224 -7.75000
-0.031250
2 19950228 EWST 10001 3EWST A
I have the following array:
> head(stocks)
DATE TICKER PERMNO EXCHCD TSYMBOL TRDSTAT SHROUTPRC RET
1 19950131 EWST 10001 3EWST A 2224 -7.75000
-0.031250
2 19950228 EWST 10001 3EWST A 2224 7.54688
-0.026210
3 19950331 EWST 10001 3
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