[Eventstudies-commits] r402 - pkg/R

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

Author: chiraganand
Date: 2014-12-06 09:01:28 +0100 (Sat, 06 Dec 2014)
New Revision: 402

Modified:
   pkg/R/eventstudy.R
Log:
Fixed output model for type None, added residual series to this type.

Modified: pkg/R/eventstudy.R
===================================================================
--- pkg/R/eventstudy.R	2014-12-06 07:43:22 UTC (rev 401)
+++ pkg/R/eventstudy.R	2014-12-06 08:01:28 UTC (rev 402)
@@ -243,7 +243,10 @@
           inference = FALSE
           outputModel <- NULL
       } else {
+        returns.zoo <- returns.zoo[which(outcomes == "success")]
         outputModel <-  returns.zoo$z.e[event.period]
+        estimation.period <- as.character(index(returns.zoo$z.e)[1]:(-event.window))
+        outputResiduals <- lapply(returns.zoo$z.e, '[', estimation.period)
       }
   } ## end None