[Eventstudies-commits] r222 - in pkg: R man

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

Author: vikram
Date: 2014-03-25 17:02:32 +0100 (Tue, 25 Mar 2014)
New Revision: 222

Modified:
   pkg/R/eventstudy.R
   pkg/R/inference.bootstrap.R
   pkg/man/lmAMM.Rd
   pkg/man/subperiod.lmAMM.Rd
Log:
Minor edit

Modified: pkg/R/eventstudy.R
===================================================================
--- pkg/R/eventstudy.R	2014-03-25 15:34:16 UTC (rev 221)
+++ pkg/R/eventstudy.R	2014-03-25 16:02:32 UTC (rev 222)
@@ -24,7 +24,11 @@
     timeseriesAMM <- function(firm.returns,X,verbose=FALSE,nlags=1){
       tmp <- resid(lmAMM(firm.returns,X,nlags))
       tmp.res <- zoo(tmp,as.Date(names(tmp)))
-    }    
+    }
+    ## Estimating AMM regressors
+    regressors <- makeX(market.returns, others, 
+                        market.returns.purge, nlags,
+                        switch.to.innov)
     if(NCOL(firm.returns)==1){
       ## One firm
       outputModel <- timeseriesAMM(firm.returns=StockPriceReturns[,1], 

Modified: pkg/R/inference.bootstrap.R
===================================================================
--- pkg/R/inference.bootstrap.R	2014-03-25 15:34:16 UTC (rev 221)
+++ pkg/R/inference.bootstrap.R	2014-03-25 16:02:32 UTC (rev 222)
@@ -32,16 +32,16 @@
 # Plotting inference
 plot.inference <- function(inference, xlab="Event time",
                     ylab="", main="", col.es="dark slate blue"){
-  big <- max(abs(es.object$eventstudy.output))
+  big <- max(abs(inference$eventstudy.output))
   hilo <- c(-big,big)
-  width <- (nrow(es.object$eventstudy.output)-1)/2
-  plot(-width:width, es.object$eventstudy.output[,2], type="l", lwd=2, ylim=hilo,
+  width <- (nrow(inference$eventstudy.output)-1)/2
+  plot(-width:width, inference$eventstudy.output[,2], type="l", lwd=2, ylim=hilo,
        col=col.es,xlab= xlab, ylab = ylab,
        main=paste(main))
-  points(-width:width, es.object$eventstudy.output[,2])
-  lines(-width:width, es.object$eventstudy.output[,"2.5%"],
+  points(-width:width, inference$eventstudy.output[,2])
+  lines(-width:width, inference$eventstudy.output[,"2.5%"],
         lwd=1, lty=2, col=col.es)
-  lines(-width:width, es.object$eventstudy.output[,"97.5%"],
+  lines(-width:width, inference$eventstudy.output[,"97.5%"],
         lwd=1, lty=2, col=col.es)
   abline(h=0,v=0)
 }
@@ -68,7 +68,7 @@
   rownames(results) <- rownames(es.w)
   colnames(results) <- c("2.5%","Mean","97.5%")
   if(to.plot==TRUE){
-    plot.es(inference=results, xlab, ylab, main)
+    plot.inference(inference=results, xlab, ylab, main)
   }
   return(results)
 }

Modified: pkg/man/lmAMM.Rd
===================================================================
--- pkg/man/lmAMM.Rd	2014-03-25 15:34:16 UTC (rev 221)
+++ pkg/man/lmAMM.Rd	2014-03-25 16:02:32 UTC (rev 222)
@@ -49,7 +49,7 @@
 \author{Ajay Shah, Vimal Balasubramaniam}
 
 \seealso{
-\code{\link{manyfirmsAMM}, \link{makeX}}
+\code{\link{makeX}}
 }
 
 \examples{

Modified: pkg/man/subperiod.lmAMM.Rd
===================================================================
--- pkg/man/subperiod.lmAMM.Rd	2014-03-25 15:34:16 UTC (rev 221)
+++ pkg/man/subperiod.lmAMM.Rd	2014-03-25 16:02:32 UTC (rev 222)
@@ -48,8 +48,8 @@
 
 \author{Vimal Balasubramaniam}
 
-\seealso{ \code{\link{firmExposures}},
-\code{\link{manyfirmsAMM}}}
+\seealso{ \code{\link{lmAMM}},
+\code{\link{manyfirmssubperiod.lmAMM}}}
 
 \examples{ 
 data("lmAMMData")