BetweenData: A function to create time-series cross-section between data

BetweenData(formula, data)

Arguments

formula	A one sided formula with units on the left hand side; (key ~ .)
data	A time series cross-section dataset.

Value

data.frame A tibble with between data

Examples

data(FANG)
BetweenData(symbol ~ ., data=FANG)
#> New names:
#> * symbol -> symbol...1
#> * symbol -> symbol...4
#> * symbol -> symbol...7
#> * symbol -> symbol...10
#> * symbol -> symbol...13
#> * ...
#> # A tibble: 4 x 13
#>   symbol...1 Mean.open T.open Mean.high T.high Mean.low T.low Mean.close T.close
#>   <chr>          <dbl>  <dbl>     <dbl>  <dbl>    <dbl> <dbl>      <dbl>   <dbl>
#> 1 AMZN           452.    1008     457.    1008    447.   1008      452.     1008
#> 2 FB              77.5   1008      78.4   1008     76.6  1008       77.5    1008
#> 3 GOOG           732.    1008     737.    1008    726.   1008      732.     1008
#> 4 NFLX           269.    1008     273.    1008    265.   1008      269.     1008
#> # … with 4 more variables: Mean.volume <dbl>, T.volume <dbl>,
#> #   Mean.adjusted <dbl>, T.adjusted <dbl>