xtsum.Rdxtsum: A function to create time-series cross-section summaries in R
xtsum(formula, data)
| formula | A one sided formula; (key ~ .) |
|---|---|
| data | A tidyquant daily OHLC tibble. |
data.frame A data frame with between and within data
xtsum(symbol ~ ., data=FANG)#> O.mean O.sd O.min O.max O.SumSQ O.N #> open 382.696 283.983 22.99000 1.226802e+03 3.250852e+08 4032 #> high 386.380 285.849 23.09000 1.228882e+03 3.293708e+08 4032 #> low 378.665 281.805 22.67000 1.218602e+03 3.201169e+08 4032 #> close 382.644 283.859 22.90000 1.220172e+03 3.248023e+08 4032 #> volume 16489748.661 22355128.595 7900.00000 3.654579e+08 2.014499e+18 4032 #> adjusted 297.123 252.150 13.14429 8.443600e+02 2.562889e+08 4032 #> B.mean B.sd B.min B.max B.Units B.t.bar #> open 382.696 278.531 7.751772e+01 7.318607e+02 4 1008 #> high 386.380 280.371 7.836491e+01 7.373994e+02 4 1008 #> low 378.665 276.401 7.659725e+01 7.256351e+02 4 1008 #> close 382.644 278.414 7.751306e+01 7.316277e+02 4 1008 #> volume 16489748.661 17481375.050 2.644115e+06 4.000788e+07 4 1008 #> adjusted 297.123 262.825 7.167325e+01 5.872429e+02 4 1008 #> W.sd W.min W.max W.SumSQ Within.Ovr.Ratio #> open 149.825 -2.372085e+02 4.949415e+02 9.048544e+07 0.278 #> high 150.794 -2.414211e+02 4.914827e+02 9.165990e+07 0.278 #> low 148.666 -2.380729e+02 4.929670e+02 8.909160e+07 0.278 #> close 149.753 -2.390755e+02 4.885443e+02 9.039854e+07 0.278 #> volume 16446764.430 -3.409478e+07 3.254500e+08 1.090370e+18 0.541 #> adjusted 108.438 -2.361584e+02 3.922990e+02 4.739956e+07 0.185