EventStudy (version 0.37)

ARCApplicationInput: Abnormal Return Calculation Parameters

Description

This R6 class defines the parameters for the Return Event Study. We recommend to use the set functionality to setup your Event Study, as we check input parameters.

For more details see the help vignette: vignette("parameters_eventstudy", package = "EventStudy")

Value

a ESTParameters R6 object

Methods

$new()

Constructor for ARCApplicationInput.

$setEMail(eMail)

Set the e-Mail address for reporting. This functionality is currently not working.

$setBenchmarkModel(model = 'mm')

Setter for the benchmark model.s

$setReturnType(returnType)

Setter for the return type (log or simple)

$setTestStatistics(testStatistics)

Setter for the test statistics.

Arguments

ESTARCParameters

An ARCApplicationInput object

eMail

An E-Mail address in String format

model

A benchmark model in String format

returnType

A return type in String format

testStatistics

A String vector with test statistics.

Super classes

EventStudy::ApplicationInputInterface -> EventStudy::EventStudyApplicationInput -> ARCApplicationInput

Methods

Public methods

• ARCApplicationInput$setEMail()

• ARCApplicationInput$setBenchmarkModel()

• ARCApplicationInput$setReturnType()

• ARCApplicationInput$setNonTradingDays()

• ARCApplicationInput$setTestStatistics()

• ARCApplicationInput$setDataFiles()

• ARCApplicationInput$clone()

Inherited methods

• EventStudy::ApplicationInputInterface$serialize()

• EventStudy::ApplicationInputInterface$serializeToJson()

• EventStudy::ApplicationInputInterface$setNamedList()

• EventStudy::ApplicationInputInterface$setResultFileType()

• EventStudy::EventStudyApplicationInput$setup()

---

Method setEMail()

Usage

ARCApplicationInput$setEMail(eMail)

---

Method setBenchmarkModel()

Usage

ARCApplicationInput$setBenchmarkModel(model)

---

Method setReturnType()

Usage

ARCApplicationInput$setReturnType(returnType)

---

Method setNonTradingDays()

Usage

ARCApplicationInput$setNonTradingDays(nonTradingDays = "later")

---

Method setTestStatistics()

Usage

ARCApplicationInput$setTestStatistics(testStatistics = NULL)

---

Method setDataFiles()

Usage

ARCApplicationInput$setDataFiles(
  dataFiles = c(request_file = "01_RequestFile.csv", firm_data = "02_firmData.csv",
    market_data = "03_MarketData.csv")
)

---

Method clone()

The objects of this class are cloneable with this method.

Usage

ARCApplicationInput$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

if (FALSE) {
# get files for our S&P500 example; 3 files are written in the current 
# working directory
getSP500ExampleFiles()

# Generate a new parameter object
arcParams <- ARCApplicationInput$new()

# set test statistics
arcParams$setBenchmarkModel("garch")

# Setup API object
apiKey <- "{Your API key}"
estSetup <- EventStudyAPI$new()
estSetup$authentication(apiKey)

# Perform Event Study
estSetup$performEventStudy(estParams = arcParams, 
                           dataFiles = c("request_file" = "01_RequestFile.csv",
                                         "firm_data"    = "02_firmData.csv",
                                         "market_data"  = "03_marketData.csv"))

# Download task results and save them in the actiual working directory
estSetup$getTaskResults()
}