[Eventstudies-commits] r128 - pkg/vignettes

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

Author: vikram
Date: 2013-08-12 14:15:55 +0200 (Mon, 12 Aug 2013)
New Revision: 128

Modified:
   pkg/vignettes/eventstudies.Rnw
Log:
Minor modifications in vignette

Modified: pkg/vignettes/eventstudies.Rnw
===================================================================
--- pkg/vignettes/eventstudies.Rnw	2013-08-12 11:44:36 UTC (rev 127)
+++ pkg/vignettes/eventstudies.Rnw	2013-08-12 12:15:55 UTC (rev 128)
@@ -375,14 +375,14 @@
 ## Event study using market residual and bootstrap
 es.mm <- eventstudy(firm.returns = StockPriceReturns, eventList = SplitDates, 
                     width = 10, to.remap = TRUE, remap = "cumsum", 
-                    to.plot = TRUE, inference = TRUE, 
+                    to.plot = FALSE, inference = TRUE, 
                     inference.strategy = "bootstrap",
                     type = "marketResidual", market.returns = nifty.index)
 
 ## Event study using excess return and bootstrap
 es.er <- eventstudy(firm.returns = StockPriceReturns, eventList = SplitDates, 
                     width = 10, to.remap = TRUE, remap = "cumsum", 
-                    to.plot = TRUE, inference = TRUE, 
+                    to.plot = FALSE, inference = TRUE, 
                     inference.strategy = "bootstrap",
                     type = "excessReturn", market.returns = nifty.index)
 
@@ -390,13 +390,11 @@
 es.amm <- eventstudy(firm.returns = StockPriceReturns, 
                      eventList = SplitDates, 
                      width = 10, to.remap = TRUE, remap = "cumsum", 
-                     to.plot = TRUE, inference = TRUE, 
+                     to.plot = FALSE, inference = TRUE, 
                      inference.strategy = "bootstrap",
                      type = "AMM",
-                     market.returns=nifty.index,
-                     others=inrusd,
-                     verbose=FALSE,
-                     dates= NULL,
+                     market.returns = nifty.index,
+                     others=inrusd, verbose=FALSE, dates= NULL,
                      switch.to.innov=TRUE, market.returns.purge=TRUE, nlags=1)
 
 @