ConstantMeanReturn: Constant Mean Return Model

In wbach12/p9eventstudy: Eventstudy functions.

Description

This function calculates the normal returns using the constant-mean-return model. Returns either the residuals or the constant means.

Usage

ConstantMeanReturn(return.data, residuals = TRUE)

Arguments

return.data	should be a data frame containing dates (Date) in the first column and returns in the rest.
residuals	Do you want the residuals? Defaults to TRUE. If FALSE the constan means are returned.

Examples

ConstantMeanReturn(return.data = ReturnData, residuals = TRUE)
ConstantMeanReturn(return.data = ReturnData, residuals = FALSE)

wbach12/p9eventstudy documentation built on May 4, 2019, 7:43 p.m.