[Eventstudies-commits] r238 - pkg/man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Thu Mar 27 18:49:01 CET 2014


Author: chiraganand
Date: 2014-03-27 18:49:01 +0100 (Thu, 27 Mar 2014)
New Revision: 238

Modified:
   pkg/man/lmAMM.Rd
Log:
Modified the value section, included more detail on the AMM class and functions.

Modified: pkg/man/lmAMM.Rd
===================================================================
--- pkg/man/lmAMM.Rd	2014-03-27 17:43:04 UTC (rev 237)
+++ pkg/man/lmAMM.Rd	2014-03-27 17:49:01 UTC (rev 238)
@@ -32,10 +32,17 @@
     running. Default is \sQuote{FALSE}.}  }
 
 
-\value{The function returns a \sQuote{list} containing exposures, HAC
-  adjusted standard errors, number of lags used, and residuals from the
-  fitted model.
+\value{The function returns an object of \sQuote{class} \dQuote{amm}.
 
+  The functions \sQuote{summary} and \sQuote{print} are provided to
+  print a summary of results and print the command, coefficients, and
+  exposures of the analysis. The function \sQuote{plot} is provided to
+  plot the model residuals and firm returns on the same graph.
+
+  An object of class \dQuote{amm} is a \sQuote{list} containing
+  the result of \code{stats::lm} function along with the following
+  components:
+
   \item{exposures}{a \sQuote{numeric} containing exposure estimates for
     the firm j.}
 
@@ -49,11 +56,11 @@
 \author{Ajay Shah, Vimal Balasubramaniam}
 
 \seealso{
-\code{\link{makeX}}
+  \code{\link{makeX}} for preparing explanatory variables for
+  computation of Augmented Market Models used in this function.
 }
 
 \examples{
-# lmAMM
 data("lmAMMData")
 
 firm.returns <- lmAMMData[,"Infosys"]



More information about the Eventstudies-commits mailing list