aar_results: An R6 object that contains AAR results.
In EventStudy: Event Study Analysis
aar_results R 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
plotThis method plots aar results.
plotThis method plots aar results.
plotThis method plots aar results.
Public fields
aar_tblAAR results.
statistics_tblAAR test statistic results.
Methods
Public methods
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Method new()
Class initialization
Usage
AARResults$new(aar_tbl, statistics_tbl)
Arguments
aar_tblAAR result table.
statistics_tblTable with statistics.
Method print()
Print key characteristics.
Usage
AARResults$print()
Method plot()
Plots AAR results for each analysis group.
Usage
AARResults$plot(
group = NULL,
ci_statistics = NULL,
p = 0.95,
ci_type = "two-sided",
xlab = "Event Window",
ylab = "Averaged Abnormal Returns",
facet = T,
ncol = 4
)
Arguments
groupSubset to your analysed groups, else all groups will be plotted.
ci_statisticsStatistic used for confidence intervals
pThe desired p-value
ci_typetype of CI band for ggplot2, available are band or ribbon.
xlabx-axis label
ylaby-axis label
facetshould each group get its own plot (default = T)
ncolnumber of facet columns
Method plot_cumulative()
Plot Cumulative Abnormal Return. No test statistic is available.
Usage
AARResults$plot_cumulative(
xlab = "Event Window",
ylab = "Cumulative Averaged Abnormal Returns",
facet = T,
ncol = 4
)
Arguments
xlabx axis lab
ylaby axis lab
facetShall the plot faceted by Group
ncolNumber of cols when faceting.
Method confidence_interval()
Calculates Confidence band for given test statistic.
Usage
AARResults$confidence_interval(
statistic = "Patell Z",
p = 0.95,
ci_type = "two-sided"
)
Arguments
statisticChosen test statistics for calculation.
pChosen p value.
ci_typeType of confidence interval.
Method plot_test_statistics()
Plots a heatmap with test statistics on y axis and Day Relative to Event on x axis. Colorization is done according to significance according to given p.
Usage
AARResults$plot_test_statistics(p = 0.95, ci_type = "two-sided")
Arguments
pChosen p value.
ci_typeCI type.
Method clone()
The objects of this class are cloneable with this method.
Usage
AARResults$clone(deep = FALSE)
Arguments
deepWhether to make a deep clone.
Public fields
ar_tblAR result table.
Class initialization
Methods
Public methods
Method new()
Usage
ARResults$new(ar_tbl)
Arguments
ar_tblAR 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
firmset this parameter if just a subset of firms should be plotted
xlabx-axis label of the plot
ylaby-axis label
addAARadd aar line
Returns
a ggplot2 object
Method clone()
The objects of this class are cloneable with this method.
Usage
ARResults$clone(deep = FALSE)
Arguments
deepWhether to make a deep clone.
Public fields
car_tblCar result table
Class initialization
Methods
Public methods
Method new()
Usage
CAResults$new(car_tbl)
Arguments
car_tblCAR 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
deepWhether to make a deep clone.
EventStudy documentation built on March 31, 2023, 5:43 p.m.
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| aar_results | R 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
plotThis method plots aar results.
plotThis method plots aar results.
plotThis method plots aar results.
Public fields
aar_tblAAR results.
statistics_tblAAR test statistic results.
Methods
Public methods
Method new()
Class initialization
Usage
AARResults$new(aar_tbl, statistics_tbl)
Arguments
aar_tblAAR result table.
statistics_tblTable with statistics.
Method print()
Print key characteristics.
Usage
AARResults$print()
Method plot()
Plots AAR results for each analysis group.
Usage
AARResults$plot( group = NULL, ci_statistics = NULL, p = 0.95, ci_type = "two-sided", xlab = "Event Window", ylab = "Averaged Abnormal Returns", facet = T, ncol = 4 )
Arguments
groupSubset to your analysed groups, else all groups will be plotted.
ci_statisticsStatistic used for confidence intervals
pThe desired p-value
ci_typetype of CI band for ggplot2, available are band or ribbon.
xlabx-axis label
ylaby-axis label
facetshould each group get its own plot (default = T)
ncolnumber of facet columns
Method plot_cumulative()
Plot Cumulative Abnormal Return. No test statistic is available.
Usage
AARResults$plot_cumulative( xlab = "Event Window", ylab = "Cumulative Averaged Abnormal Returns", facet = T, ncol = 4 )
Arguments
xlabx axis lab
ylaby axis lab
facetShall the plot faceted by Group
ncolNumber of cols when faceting.
Method confidence_interval()
Calculates Confidence band for given test statistic.
Usage
AARResults$confidence_interval( statistic = "Patell Z", p = 0.95, ci_type = "two-sided" )
Arguments
statisticChosen test statistics for calculation.
pChosen p value.
ci_typeType of confidence interval.
Method plot_test_statistics()
Plots a heatmap with test statistics on y axis and Day Relative to Event on x axis. Colorization is done according to significance according to given p.
Usage
AARResults$plot_test_statistics(p = 0.95, ci_type = "two-sided")
Arguments
pChosen p value.
ci_typeCI type.
Method clone()
The objects of this class are cloneable with this method.
Usage
AARResults$clone(deep = FALSE)
Arguments
deepWhether to make a deep clone.
Public fields
ar_tblAR result table. Class initialization
Methods
Public methods
Method new()
Usage
ARResults$new(ar_tbl)
Arguments
ar_tblAR 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
firmset this parameter if just a subset of firms should be plotted
xlabx-axis label of the plot
ylaby-axis label
addAARadd aar line
Returns
a ggplot2 object
Method clone()
The objects of this class are cloneable with this method.
Usage
ARResults$clone(deep = FALSE)
Arguments
deepWhether to make a deep clone.
Public fields
car_tblCar result table Class initialization
Methods
Public methods
Method new()
Usage
CAResults$new(car_tbl)
Arguments
car_tblCAR 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
deepWhether to make a deep clone.
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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