aar_results: An R6 object that contains AAR results.

aar_resultsR Documentation

An R6 object that contains AAR results.

Description

An R6 object that contains AAR results.

An R6 object that contains AAR results.

An R6 object that contains AAR results.

An R6 object that contains AAR results.

An R6 object that contains AAR results.

An R6 object that contains AAR results.

Format

R6Class object.

R6Class object.

R6Class object.

Methods

plot

This method plots aar results.

plot

This method plots aar results.

plot

This method plots aar results.

Public fields

aar_tbl

AAR results.

statistics_tbl

AAR test statistic results.

Methods

Public methods


Method new()

Class initialization

Usage
AARResults$new(aar_tbl, statistics_tbl)
Arguments
aar_tbl

AAR result table.

statistics_tbl

Table with statistics.


Method print()

Print key characteristics.

Usage
AARResults$print()

Method plot()

Plots AAR results for each analysis group.

Usage
AARResults$plot(
  group = NULL,
  ci_statistics = NULL,
  p = 0.95,
  ci_type = "two-sided",
  xlab = "Event Window",
  ylab = "Averaged Abnormal Returns",
  facet = T,
  ncol = 4
)
Arguments
group

Subset to your analysed groups, else all groups will be plotted.

ci_statistics

Statistic used for confidence intervals

p

The desired p-value

ci_type

type of CI band for ggplot2, available are band or ribbon.

xlab

x-axis label

ylab

y-axis label

facet

should each group get its own plot (default = T)

ncol

number of facet columns


Method plot_cumulative()

Plot Cumulative Abnormal Return. No test statistic is available.

Usage
AARResults$plot_cumulative(
  xlab = "Event Window",
  ylab = "Cumulative Averaged Abnormal Returns",
  facet = T,
  ncol = 4
)
Arguments
xlab

x axis lab

ylab

y axis lab

facet

Shall the plot faceted by Group

ncol

Number of cols when faceting.


Method confidence_interval()

Calculates Confidence band for given test statistic.

Usage
AARResults$confidence_interval(
  statistic = "Patell Z",
  p = 0.95,
  ci_type = "two-sided"
)
Arguments
statistic

Chosen test statistics for calculation.

p

Chosen p value.

ci_type

Type of confidence interval.


Method plot_test_statistics()

Plots a heatmap with test statistics on y axis and Day Relative to Event on x axis. Colorization is done according to significance according to given p.

Usage
AARResults$plot_test_statistics(p = 0.95, ci_type = "two-sided")
Arguments
p

Chosen p value.

ci_type

CI type.


Method clone()

The objects of this class are cloneable with this method.

Usage
AARResults$clone(deep = FALSE)
Arguments
deep

Whether to make a deep clone.

Public fields

ar_tbl

AR result table. Class initialization

Methods

Public methods


Method new()

Usage
ARResults$new(ar_tbl)
Arguments
ar_tbl

AR result table.


Method print()

Print key characteristics.

Usage
ARResults$print()

Method plot()

Plot abnormal returns in the event window of single or multiple firms.

Usage
ARResults$plot(firm = NULL, xlab = "", ylab = "Abnormal Returns", addAAR = F)
Arguments
firm

set this parameter if just a subset of firms should be plotted

xlab

x-axis label of the plot

ylab

y-axis label

addAAR

add aar line

Returns

a ggplot2 object


Method clone()

The objects of this class are cloneable with this method.

Usage
ARResults$clone(deep = FALSE)
Arguments
deep

Whether to make a deep clone.

Public fields

car_tbl

Car result table Class initialization

Methods

Public methods


Method new()

Usage
CAResults$new(car_tbl)
Arguments
car_tbl

CAR result table.


Method print()

Print key characteristics.

Usage
CAResults$print()

Method clone()

The objects of this class are cloneable with this method.

Usage
CAResults$clone(deep = FALSE)
Arguments
deep

Whether to make a deep clone.


EventStudy documentation built on Sept. 21, 2022, 9:10 a.m.