ARTTest: Abnormal Return T Statistic (ART)

In EventStudy: Event Study Analysis

Abnormal Return T Statistic (ART)

Description

The AR t-test is a statistical method used to determine whether the abnormal return of a security on a specific day is significantly different from zero. This test helps researchers identify whether the event of interest has a significant impact on the security's return at a particular point in time.

See also https://eventstudy.de/statistics/ar_car_statistics.html

Super class

TestStatisticBase -> ARTTest

Public fields

name

Short code of the test statistic.

Methods

Public methods

• ARTTest$compute()

• ARTTest$clone()

Inherited methods

• TestStatisticBase$initialize()

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ARTTest$compute()

Computes the test AR test statistics for a single event.

Usage

ARTTest$compute(data_tbl, model)

Arguments

data_tbl

The data for a single event with calculated abnormal returns.

model

The fitted model that includes the necessary information for calculating the test statistic.

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ARTTest$clone()

The objects of this class are cloneable with this method.

Usage

ARTTest$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

See Also

Other eventstudy-statistics: BHARTTest, BMPTest, CARTTest, CSectTTest, CalendarTimePortfolioTest, GeneralizedSignTest, KolariPynnonenTest, MultiEventStatisticsSet, PatellZTest, RankTest, SignTest, SingleEventStatisticsSet, StatisticsSetBase, TestStatisticBase, adjust_p_values(), bootstrap_test(), car_by_group(), car_quantiles(), cross_sectional_regression(), model_diagnostics(), pretrend_test(), simulate_event_study(), validate_task()

EventStudy documentation built on Oct. 31, 2026, 1:07 a.m.