[Eventstudies-commits] r249 - pkg/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Mar 28 13:14:41 CET 2014
Author: vikram
Date: 2014-03-28 13:14:41 +0100 (Fri, 28 Mar 2014)
New Revision: 249
Modified:
pkg/man/makeX.Rd
Log:
Added details for makeX function
Modified: pkg/man/makeX.Rd
===================================================================
--- pkg/man/makeX.Rd 2014-03-28 12:14:22 UTC (rev 248)
+++ pkg/man/makeX.Rd 2014-03-28 12:14:41 UTC (rev 249)
@@ -46,13 +46,8 @@
\sQuote{FALSE}.}
}
-\details{
+\details{ Augmented market model (AMM) purges out the variation of market returns and variable of interest as specified in \sQuote{others}, from the dependent variable. This function creates the regressors for the AMM model using market returns and \sQuote{others}.
- %% FIXME
- \dQuote{dates} can be used to specify sub-periods for estimating
- exposure of \dQuote{others}. The variables are constructed for each
- sub-period separately. If no dates are provided, start date and end
- date of the \dQuote{market.returns} series are taken.
}
\section{Warning}{The input data should not contain \sQuote{NA}s, as is
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