The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, ... ... <看更多>
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The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, ... ... <看更多>
Hello researchers,This will help matching time-stamps in high - frequency data of spot and futures or any two or more financial markets or ... ... <看更多>
High Frequency Data Quality Checks ... any xlsform compatible platform). it is an adaptation in R of the Stata package from Innovations for Poverty Action. ... <看更多>
You just need to give zoo a column in the data frame it can work on and ensure it treats it as POSIXct vs the standard Date type: ... <看更多>
Question #1: The problem is that in the MLE case, both the Python (statsmodels) and R procedures use state-space models to estimate the ... ... <看更多>