Description Usage Arguments Examples
This function calculates the normal returns using the market model. Returns either the residuals or the regressions.
1 | MarketModel(return.data, market.data, residuals = TRUE)
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return.data |
should be a data frame containing dates (Date) in the first column and returns in the rest. |
market.data |
should be a data frame containing dates (Date) in the first column and market returns in the second. |
residuals |
Do you want the residuals? Defaults to TRUE. If FALSE the regressions are returned. |
1 2 | MarketModel(return.data = ReturnData, market.data = MarketData, residuals = TRUE)
MarketModel(return.data = ReturnData, market.data = MarketData, residuals = FALSE)
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