[Eventstudies-commits] r323 - pkg/vignettes

[noreply at r-forge.r-project.org]

Author: chiraganand
Date: 2014-05-12 16:15:52 +0200 (Mon, 12 May 2014)
New Revision: 323

Modified:
   pkg/vignettes/new.Rnw
Log:
Updated object.

Modified: pkg/vignettes/new.Rnw
===================================================================
--- pkg/vignettes/new.Rnw	2014-05-12 14:07:44 UTC (rev 322)
+++ pkg/vignettes/new.Rnw	2014-05-12 14:15:52 UTC (rev 323)
@@ -16,7 +16,7 @@
 \end{abstract}
 \SweaveOpts{engine=R,pdf=TRUE}
 
-\section{The standard event study in finance}
+\Section{The standard event study in finance}
 
 In this section, we look at using the eventstudies package for the
 purpose of doing the standard event study using daily returns data in
@@ -158,12 +158,12 @@
 This is invoked by setting `type' to `marketResidual':
 
 <<mm-adjustment>>=
-data(NiftyIndex)
+data(OtherReturns)
 es.mm <- eventstudy(firm.returns = StockPriceReturns,
                     eventList = SplitDates,
                     width = 10,
                     type = "marketResidual",
-                    market.returns=NiftyIndex,
+                    market.returns=OtherReturns$NiftyIndex,
                     to.remap = TRUE,
                     remap = "cumsum",
                     inference = TRUE,