[Eventstudies-commits] r242 - pkg/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Mar 28 09:38:08 CET 2014
Author: chiraganand
Date: 2014-03-28 09:38:06 +0100 (Fri, 28 Mar 2014)
New Revision: 242
Modified:
pkg/man/lmAMM.Rd
Log:
Added detail on how to prepare explanatory variables for AMM estimation.
Modified: pkg/man/lmAMM.Rd
===================================================================
--- pkg/man/lmAMM.Rd 2014-03-28 07:14:13 UTC (rev 241)
+++ pkg/man/lmAMM.Rd 2014-03-28 08:38:06 UTC (rev 242)
@@ -36,9 +36,10 @@
columns of \dQuote{X} and subsequently estimates AMM residuals by
purging out variation from the regressand.
- The first variable of \dQuote{X} is always the stock market
- index. Other variables could be currency or bond returns, or other
- variables as desired by the user.
+ Function \sQuote{makeX} is used to prepare the explanatory variables
+ (\dQuote{X}) used in the estimation of AMM. The first variable of
+ \dQuote{X} is always the stock market index. Other variables could be
+ currency or bond returns, or other variables as desired by the user.
If \dQuote{nlags} is \sQuote{NA} (default), then the function tries to
find the best lag structure using the AIC.
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