remap.cumsum: Cumulative values

In nipfpmf/eventstudies: Event Study Analysis

Description

This function remaps a time series into its cumulative summation.

Usage

remap.cumsum(z, is.pc = FALSE, base = 0)

Arguments

z	a zoo object indexed by event time, typically by the “z.e” component obtained from “phys2eventtime” function.
is.pc	‘logical’, whether input is a percentage. Default value set to ‘FALSE’.
base	an integer specifying the base for cumulative sum.

Details

This function remaps a time series into ints cumulative summation. Function assigns first value as zero in the event window (-width) before cumulating the values.

Value

A zoo object with the cumulative summation for each series.

Author(s)

Chirag Anand, Vikram Bahure, Vimal Balasubramaniam

See Also

phys2eventtime

Examples

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)

print(eventtime[as.character(-3:3), ])

nipfpmf/eventstudies documentation built on June 7, 2020, 3:57 p.m.