[Eventstudies-commits] r210 - in pkg: man vignettes

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

Author: vikram
Date: 2014-03-21 07:31:27 +0100 (Fri, 21 Mar 2014)
New Revision: 210

Modified:
   pkg/man/StockPriceReturns.Rd
   pkg/vignettes/amm.Rnw
Log:
Fixed AMM vignette R code

Modified: pkg/man/StockPriceReturns.Rd
===================================================================
--- pkg/man/StockPriceReturns.Rd	2014-03-21 05:26:06 UTC (rev 209)
+++ pkg/man/StockPriceReturns.Rd	2014-03-21 06:31:27 UTC (rev 210)
@@ -4,7 +4,7 @@
 
 \alias{StockPriceReturns}
 
-\title{An example dataset of stock price returns to perform eventstudy analysis.}
+\title{An example dataset of stock price returns to perform event study analysis.}
 
 % FIXME: Remove NAs in the dataset? If we do complete.cases then all rows will be removed
 \description{This data set contains stock price returns of 30 major

Modified: pkg/vignettes/amm.Rnw
===================================================================
--- pkg/vignettes/amm.Rnw	2014-03-21 05:26:06 UTC (rev 209)
+++ pkg/vignettes/amm.Rnw	2014-03-21 06:31:27 UTC (rev 210)
@@ -115,7 +115,7 @@
   tmp.res <- zoo(tmp,as.Date(names(tmp)))
 }
 ## One firm
-amm.output.one <- lmAMM(regressand[,1],X,nlags=1)
+amm.output.one <- lmAMM(regressand[,1],X=regressors,nlags=1)
 amm.resid.one <- timeseries.lmAMM(firm.returns=regressand[,1], 
                                   X=regressors, verbose=FALSE, nlags=1)
 summary(amm.output.one)
@@ -123,7 +123,7 @@
 ## More than one firm
                                         # Extracting and merging
 tmp.resid <- sapply(colnames(regressand)[1:2],function(y)
-                    timeseriesAMM(firm.returns=regressand[,y],
+                    timeseries.lmAMM(firm.returns=regressand[,y],
                                   X=regressors,
                                   verbose=FALSE,
                                   nlags=1))
@@ -159,7 +159,7 @@
   deprintize<-function(f){
     return(function(...) {capture.output(w<-f(...));return(w);});
   }
-firm.exposure <- deprintize(subperiod.lmAMM)(firm.returns=firm.returns,
+firm.exposure <- deprintize(subperiod.lmAMM)(firm.returns=regressand[,1],
                                              X=regressors,
                                              nlags=1,
                                              verbose=TRUE,