[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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