run_event.study: Event study of variable of interest.

Description Usage Arguments Value

View source: R/event_study.R

Description

Performs an event study of a variable around the occurence of a certain episode. Mean/median value before and after. CAUTION: build dummies before.

Usage

1
2
run_event.study(data, variable_of_interest, n_before, n_after,
  type = c("mean", "median"), level = 0.9)

Arguments

data

Dataframe object.

variable_of_interest

Character string. Name of indicator to track.

n_before

Numeric (negative). Periods before the event.

n_after

Numeric (positive). Periods after the event.

type

Character. Summary static to track: default is "mean".

level

Numeric. Default is 0.90.

Value

List with two elements - graph and dataframe on which latter based upon.


umbertocollodel/umbcustom documentation built on Feb. 26, 2020, 11:28 a.m.