[Eventstudies-commits] r288 - pkg/man

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

Author: vikram
Date: 2014-04-17 12:05:54 +0200 (Thu, 17 Apr 2014)
New Revision: 288

Modified:
   pkg/man/excessReturn.Rd
   pkg/man/lmAMM.Rd
   pkg/man/marketResidual.Rd
Log:
Modification in manual example output

Modified: pkg/man/excessReturn.Rd
===================================================================
--- pkg/man/excessReturn.Rd	2014-04-08 17:15:19 UTC (rev 287)
+++ pkg/man/excessReturn.Rd	2014-04-17 10:05:54 UTC (rev 288)
@@ -28,6 +28,9 @@
 data(NiftyIndex)
 er.result <- excessReturn(firm.returns = StockPriceReturns,
 			  market.returns = NiftyIndex)
+output <- merge(er.result$Infosys,StockPriceReturns$Infosys,NiftyIndex,all=FALSE)
+colnames(output) <- c("excess.return","raw.returns","nifty.returns")
+tail(output) 
 }
 
 \keyword{excessReturn}

Modified: pkg/man/lmAMM.Rd
===================================================================
--- pkg/man/lmAMM.Rd	2014-04-08 17:15:19 UTC (rev 287)
+++ pkg/man/lmAMM.Rd	2014-04-17 10:05:54 UTC (rev 288)
@@ -90,9 +90,14 @@
           market.returns.purge = FALSE,
           verbose = FALSE)
 
-a <- lmAMM(firm.returns, X, nlags = 0, verbose = FALSE)
+amm.result <- lmAMM(firm.returns, X, nlags = 0, verbose = FALSE)
+names(amm.result)
+amm.residual <- residuals(amm.result)
+amm.result <- zoo(amm.residual,as.Date(names(amm.residual)))
 
-print(a)
+output <- merge(amm.result,StockPriceReturns$Infosys,NiftyIndex,all=FALSE)
+colnames(output) <- c("amm.residual","raw.returns","nifty.returns")
+tail(output) 
 }
 
 \keyword{lmAMM}

Modified: pkg/man/marketResidual.Rd
===================================================================
--- pkg/man/marketResidual.Rd	2014-04-08 17:15:19 UTC (rev 287)
+++ pkg/man/marketResidual.Rd	2014-04-17 10:05:54 UTC (rev 288)
@@ -26,6 +26,9 @@
 
 mm.result <- marketResidual(firm.returns = StockPriceReturns,
                             market.returns = NiftyIndex)
+output <- merge(mm.result$Infosys,StockPriceReturns$Infosys,NiftyIndex,all=FALSE)
+colnames(output) <- c("market.residual","raw.returns","nifty.returns")
+tail(output) 
 
 }