fun_getLmStats_v2: fun_getLmStats_v2

In 3schwartz/SpecialeScrAndFun: Script and functions used for master thesis.

Description

fun_getLmStats_v2

Usage

fun_getLmStats_v2(df, sign = TRUE, period = c("days", "weeks",
  "months"), name = NULL, tablePeriods = c(1, 3, 6, 9, 12),
  savePlot = FALSE,
  outputFig = c("C:/Users/Soren Schwartz/Dropbox/Egne dokumenter/Skole/master/opgave/Figures/"),
  width = 8, height = 6)

Arguments

df	Dataframe with excessreturn and volatility adjusted excess return
sign	If one want to regress on sign og value of lagged values
period	Period one want to have the lagged date
name	Name of object
tablePeriods	Periods one want to have in output table. This is also the range of the lagged plot
savePlot	If one want to save plot
outputFig	Output path if one have said TRUE to saveplot
width	Width of plot saved
height	heigh of plot saved

Value

A list

name table	description Table of statistics for coefficients for regressors
name tvalues	description Table only with t-values
name plotAlpha	description plot of alpha's (intercepts) t-statistics
name xtable	description table but on the form which can be put directly into Latex

3schwartz/SpecialeScrAndFun documentation built on May 4, 2019, 6:29 a.m.