[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"]
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