The function allows to obtain summary statistics for financial variables. Mean and standard deviation are computed by default. If requested spatial autocorrelation is computed through the Moran test.
summary_stat(
data,
corr = FALSE,
variable,
d1,
d2,
plot = FALSE)
A list with class list containing the following components:
the names of the financial variables
the value of the mean for each financial variable
the value of the standard deviation for each financial variables
list containing the results of the moran.test
function
Dataset of class 'data.frame'. Specify the dataset obtained from the retrieving and the merge_data
functions.
Logical. By default set to FALSE
. If spatial autocorrelation is of interest set to TRUE
. To compute the spatial autocorrelation point geometries are required.
Character. Specify the name of the variable for which to obtain the spatial autocorrelation.
See dnearneigh
function for details.
See dnearneigh
function for details.
Logical. By default set to FALSE
. If Moran plot for spatial autocorrelation is of interest set the argument to TRUE
.
Lorena Ricciotti
Moran, Patrick AP (1950). "A test for the serial independence of residuals." Biometrika, 37(1/2), 178–181. JSTOR.