[Eventstudies-commits] r289 - pkg/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Apr 17 12:52:25 CEST 2014
Author: vikram
Date: 2014-04-17 12:52:25 +0200 (Thu, 17 Apr 2014)
New Revision: 289
Modified:
pkg/man/phys2eventtime.Rd
Log:
Modified phys2eventtime manual example
Modified: pkg/man/phys2eventtime.Rd
===================================================================
--- pkg/man/phys2eventtime.Rd 2014-04-17 10:05:54 UTC (rev 288)
+++ pkg/man/phys2eventtime.Rd 2014-04-17 10:52:25 UTC (rev 289)
@@ -78,6 +78,13 @@
result <- phys2eventtime(z = StockPriceReturns,
events = SplitDates,
width = 5)
-str(result)
+
+c.no <- as.numeric(colnames(result$z.e))
+cnames <- SplitDates[c.no[1],]
+phys.output <- as.numeric(result$z.e[as.character(c(-5:5)),as.character(c.no[1])])
+loc <- which(index(StockPriceReturns)%in%SplitDates[c.no[1],"event.when"])
+raw.data <- as.numeric(StockPriceReturns[c((loc-5):(loc+5)),SplitDates[c.no[1],"outcome.unit"]])
+check.output <- cbind(raw.data,phys.output)
+check.output
}
\keyword{phys2eventime}
More information about the Eventstudies-commits
mailing list