standardize {dse1}R Documentation

standardize data

Description

Convert data to mean zero, standard deviation one. This does not remove cross correlations between series.

Usage

    standardize(ser)

Value

A time series matrix.

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
z <- standardize(output.data(eg1.DSE.data.diff))