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EventStudy (version 0.39.2)

aar_results: An R6 object that contains AAR results.

Description

An R6 object that contains AAR results.

An R6 object that contains AAR results.

An R6 object that contains AAR results.

An R6 object that contains AAR results.

An R6 object that contains AAR results.

An R6 object that contains AAR results.

Arguments

Format

R6Class object.

R6Class object.

R6Class object.

Methods

plot

This method plots aar results.

plot

This method plots aar results.

plot

This method plots aar results.

Public fields

aar_tbl

AAR results.

statistics_tbl

AAR test statistic results.

Methods

Method new()

Class initialization

Usage

AARResults$new(aar_tbl, statistics_tbl)

Arguments

aar_tbl

AAR result table.

statistics_tbl

Table with statistics.

Method print()

Print key characteristics.

Usage

AARResults$print()

Method plot()

Plots AAR results for each analysis group.

Usage

AARResults$plot(
  group = NULL,
  ci_statistics = NULL,
  p = 0.95,
  ci_type = "two-sided",
  xlab = "Event Window",
  ylab = "Averaged Abnormal Returns",
  facet = T,
  ncol = 4
)

Arguments

group

Subset to your analysed groups, else all groups will be plotted.

ci_statistics

Statistic used for confidence intervals

p

The desired p-value

ci_type

type of CI band for ggplot2, available are band or ribbon.

xlab

x-axis label

ylab

y-axis label

facet

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

ncol

number of facet columns

Method plot_cumulative()

Plot Cumulative Abnormal Return. No test statistic is available.

Usage

AARResults$plot_cumulative(
  xlab = "Event Window",
  ylab = "Cumulative Averaged Abnormal Returns",
  facet = T,
  ncol = 4
)

Arguments

xlab

x axis lab

ylab

y axis lab

facet

Shall the plot faceted by Group

ncol

Number of cols when faceting.

Method confidence_interval()

Calculates Confidence band for given test statistic.

Usage

AARResults$confidence_interval(
  statistic = "Patell Z",
  p = 0.95,
  ci_type = "two-sided"
)

Arguments

statistic

Chosen test statistics for calculation.

p

Chosen p value.

ci_type

Type of confidence interval.

Method plot_test_statistics()

Plots a heatmap with test statistics on y axis and Day Relative to Event on x axis. Colorization is done according to significance according to given p.

Usage

AARResults$plot_test_statistics(p = 0.95, ci_type = "two-sided")

Arguments

p

Chosen p value.

ci_type

CI type.

Method clone()

The objects of this class are cloneable with this method.

Usage

AARResults$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Public fields

ar_tbl

AR result table. Class initialization

Methods

Method new()

Usage

ARResults$new(ar_tbl)

Arguments

ar_tbl

AR result table.

Method print()

Print key characteristics.

Usage

ARResults$print()

Method plot()

Plot abnormal returns in the event window of single or multiple firms.

Usage

ARResults$plot(firm = NULL, xlab = "", ylab = "Abnormal Returns", addAAR = F)

Arguments

firm

set this parameter if just a subset of firms should be plotted

xlab

x-axis label of the plot

ylab

y-axis label

addAAR

add aar line

Returns

a ggplot2 object

Method clone()

The objects of this class are cloneable with this method.

Usage

ARResults$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Public fields

car_tbl

Car result table Class initialization

Methods

Method new()

Usage

CAResults$new(car_tbl)

Arguments

car_tbl

CAR result table.

Method print()

Print key characteristics.

Usage

CAResults$print()

Method clone()

The objects of this class are cloneable with this method.

Usage

CAResults$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.