[Eventstudies-commits] r118 - in pkg: man vignettes

[noreply at r-forge.r-project.org]

Author: vikram
Date: 2013-08-07 14:47:05 +0200 (Wed, 07 Aug 2013)
New Revision: 118

Modified:
   pkg/man/AMM.Rd
   pkg/vignettes/eventstudies.Rnw
Log:
minor changes in vignette

Modified: pkg/man/AMM.Rd
===================================================================
--- pkg/man/AMM.Rd	2013-08-07 12:13:22 UTC (rev 117)
+++ pkg/man/AMM.Rd	2013-08-07 12:47:05 UTC (rev 118)
@@ -16,7 +16,7 @@
 }
 \value{The function returns the exposures, HAC adjusted standard
   errors, the number of lags used, and the residuals from the fitted
-  model. Default is NULL.
+    model. Default is NULL.
 
 \item{exposures}{This contains the exposure estimates for the firm
 j}

Modified: pkg/vignettes/eventstudies.Rnw
===================================================================
--- pkg/vignettes/eventstudies.Rnw	2013-08-07 12:13:22 UTC (rev 117)
+++ pkg/vignettes/eventstudies.Rnw	2013-08-07 12:47:05 UTC (rev 118)
@@ -244,13 +244,12 @@
 <<>>=
 es <- phys2eventtime(z=StockPriceReturns, events=SplitDates, width=10)
 str(es)
-head(es$outcomes)
+es$outcomes
 es.w <- window(es$z.e, start=-10, end=10)
-SplitDates[1:3,]
+colnames(es.w) <- SplitDates[which(es$outcomes=="success"),1]
+SplitDates[1,]
 StockPriceReturns[SplitDates[1,2],SplitDates[1,1]]
-StockPriceReturns[SplitDates[2,2],SplitDates[2,1]]
-StockPriceReturns[SplitDates[3,2],SplitDates[3,1]]
-es.w[,1:3]
+es.w[,1]
 @ 
 
 In this example, es.w contains the returns in event-time form for all
@@ -263,7 +262,7 @@
 convert the returns to cumulative returns.
 <<>>=
 es.cs <- remap.cumsum(es.w,is.pc=FALSE,base=0)
-es.cs[,1:3]
+es.cs[,1]
 @ 
 
 \subsection{Inference procedures}