Description Usage Arguments Value Author(s) See Also Examples
View source: R/inference.classic.R
This function uses standard student's t-statistic to obtain the estimate for response of the event and the corresponding confidence intervals.
1 2 3 4 5 | inference.classic(es.w,
to.plot = TRUE,
xlab = "Event time",
ylab = "Cumulative returns of response series",
main = "Event study plot")
|
es.w |
a zoo object indexed by event time: the “z.e”
component of the list returned by the |
to.plot |
a ‘logical’ indicating whether to generate an event study plot of the inference estimated. Defaults to ‘TRUE’. |
xlab |
the x-axis label of the generated plot. Used if “to.plot” is ‘TRUE’. |
ylab |
the y-axis label of the generated plot. Used if “to.plot” is ‘TRUE’. |
main |
main title of the plot. Used if “to.plot” is ‘TRUE’. |
A ‘matrix’ with 3 columns, the lower confidence interval (CI), the mean, and the upper CI which are the result of inference drawn using student's inference.
Sargam Jain
boot
phys2eventtime
inference.wilcox
inference.bootstrap
1 2 3 4 5 6 7 8 9 10 11 12 13 | data(StockPriceReturns)
data(SplitDates)
es.results <- phys2eventtime(z = StockPriceReturns,
events = SplitDates,
width = 5)
es.w <- window(es.results$z.e,
start = -5,
end = +5)
eventtime <- remap.cumsum(es.w, is.pc = FALSE, base = 0)
inference.classic(es.w = eventtime,
to.plot = FALSE)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.