pretrend_test: Pre-trend Test for Event Study

In EventStudy: Event Study Analysis

Pre-trend Test for Event Study

Description

Performs a joint F-test of pre-event abnormal returns to assess whether there are statistically significant pre-event effects, which would indicate potential model misspecification or confounding.

Usage

pretrend_test(task, group = NULL)

Arguments

task	A fitted EventStudyTask with abnormal returns computed.
group	Optional group to filter by.

Value

A tibble with pre-trend test results for each group.

See Also

Other eventstudy-statistics: ARTTest, 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(), simulate_event_study(), validate_task()

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