EventStudy (version 0.37)

aarPlot: Averaged Abnormal Return Plot

Description

Averaged abnormal return plots with confidence intervals

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

Usage

aarPlot(
  ResultParserObj,
  cumSum = F,
  group = NULL,
  window = NULL,
  ciStatistics = NULL,
  p = 0.95,
  ciType = "band",
  xlab = "",
  ylab = "Averaged Abnormal Returns",
  facet = T,
  ncol = 4
)

Value

a ggplot2 object

Arguments

ResultParserObj

An object of class ResultParser

cumSum

plot CAAR

group

set this parameter if just one group should be plotted

window

numeric vector of length 2

ciStatistics

Statistic used for confidence intervals

p

p-value

ciType

type of CI band

xlab

x-axis label

ylab

y-axis label

facet

should each firm get its own plot (default = T)

ncol

number of facet columns

Examples

if (FALSE) {
# plot averaged abnormal returns in one plot
aarPlot(resultParser)

# plot averaged abnormal returns with .95-CI
arPlot(resultParser, ciStatistics = "Patell Z",p = .95)
}