From rahul.choudhry at gmail.com Tue Nov 26 06:24:55 2013 From: rahul.choudhry at gmail.com (Rahul Choudhry) Date: Tue, 26 Nov 2013 00:24:55 -0500 Subject: [Eventstudies-discussion] Function eesPlot in package "eventstudies" Message-ID: Hi, First of all thanks a lot for putting this awesome package. I have been using it for the past one week or so for event profiling and looking at the impact of macro-economic events on various currencies. I was going through the package manual at the link below and trying to understand other functions in the package. http://cran.r-project.org/web/packages/eventstudies/eventstudies.pdf In particular I am trying to get my head around eesPlot function better and if I can use it in my analysis. I am trying to analyse the FX rates of G10 currencies (wrt USD) and how they behave with the release of US economic reports (eg Monthly unemployment numbers). In other words, my response series would be daily FX rate returns for a particular currency. However, when it comes to event series, I am not really sure of what I should be using. Following is a snippet of the file showing daily returns of different Forex rates Date EUR JPY CHF GBP CAD AUD NZD NOK SEK 1/3/2000 0 0 0 0 0 0 0 0 0 1/4/2000 0.002 -0.016 0.002 -0.001 -0.005 -0.009 -0.011 0.004 0.01 1/5/2000 0.002 -0.011 0.002 0.003 0.002 0.004 -0.005 0 0.001 1/6/2000 -0.002 -0.01 0.005 0.003 -0.007 -0.004 -0.005 -0.001 -0.002 1/7/2000 -0.002 0.002 -0.011 -0.006 0.002 0.001 0.003 -0.003 -0.006 1/10/2000 -0.003 0.001 -0.003 -0.001 0 0.001 0.002 -0.007 -0.004 1/11/2000 0.007 -0.007 0.006 0.007 0 0.003 -0.001 0.007 0.006 1/12/2000 -0.001 0 -0.002 0 0.002 0 0.004 -0.001 -0.002 1/13/2000 -0.005 -0.002 -0.006 -0.001 0.002 0.015 0.011 0.004 0 Following is a snippet of Unemployment data. ( it is released at the end of every month). If I make a daily time series, every month from Day 1 till end of month, I will be carrying the numbers from the end of last month when new data comes in. *Date* *Actual Line* *Survey Median Line* 01/31/2000 4 4 02/29/2000 4.1 4 03/31/2000 4.1 4 04/30/2000 3.9 4 05/31/2000 4.1 3.9 06/30/2000 4 4 07/31/2000 4 4 08/31/2000 4.1 4 09/30/2000 3.9 4.1 10/31/2000 3.9 4 -- Any assistance provided would be very helpful. Thanks for your time. Rahul Regards, Rahul Cell: 312 480 5469 -------------- next part -------------- An HTML attachment was scrubbed... URL: From economics.vikram at gmail.com Tue Nov 26 15:08:24 2013 From: economics.vikram at gmail.com (Vikram Bahure) Date: Tue, 26 Nov 2013 19:38:24 +0530 Subject: [Eventstudies-discussion] Function eesPlot in package "eventstudies" In-Reply-To: References: Message-ID: Dear Rahul, Thank you for your note of appreciation. The 'eesPlot' function, replicates the Patnaik, Shah and Singh (2013) paper, Foreign investors under stress Evidence from India. The paper uses modified event study methodology, which deals with clustered events and purges out mixed events before performing event study. For instance, your response series is FX rate (FX) and event series is Unemployment rate (UR). Methodology: 1. Defining event: With the help of all the data, we get a distribution of UR which is used to define event series. Extreme events on both sides of the tail are used in event series and tail is defined using 'prob.value' argument. ('prob.value=5' is 5% of tail on both sides). 2. Mixed events: There can be cases when right tail event is next to left tail event in an event series UR. With difficulty to interpret these results, we discard them. 3. Clustered events: After extracting tail events and discarding mixed events, there can be cases where we find consecutive left or right tail events. We fuse all the consecutive events into a single event and their respective response series. 4. Event study: Once we have modified event series (UR) and response series (FX), event study graph is generated. I hope this was helpful. For more detailed understanding, I will suggest you to download the paper. Regards Vikram Bahure Consultant NIPFP New Delhi. On Tue, Nov 26, 2013 at 10:54 AM, Rahul Choudhry wrote: > Hi, > > First of all thanks a lot for putting this awesome package. I have been > using it for the past one week or so for event profiling and looking at the > impact of macro-economic events on various currencies. > > I was going through the package manual at the link below and trying to > understand other functions in the package. > http://cran.r-project.org/web/packages/eventstudies/eventstudies.pdf > > In particular I am trying to get my head around eesPlot function better > and if I can use it in my analysis. > I am trying to analyse the FX rates of G10 currencies (wrt USD) and how > they behave with the release of US economic reports (eg Monthly > unemployment numbers). In other words, my response series would be daily FX > rate returns for a particular currency. However, when it comes to event > series, I am not really sure of what I should be using. > > Following is a snippet of the file showing daily returns of different > Forex rates > > Date EUR JPY CHF GBP CAD AUD NZD NOK SEK 1/3/2000 0 0 0 0 0 0 0 0 0 > 1/4/2000 0.002 -0.016 0.002 -0.001 -0.005 -0.009 -0.011 0.004 0.01 > 1/5/2000 0.002 -0.011 0.002 0.003 0.002 0.004 -0.005 0 0.001 1/6/2000 > -0.002 -0.01 0.005 0.003 -0.007 -0.004 -0.005 -0.001 -0.002 1/7/2000 > -0.002 0.002 -0.011 -0.006 0.002 0.001 0.003 -0.003 -0.006 1/10/2000 > -0.003 0.001 -0.003 -0.001 0 0.001 0.002 -0.007 -0.004 1/11/2000 0.007 > -0.007 0.006 0.007 0 0.003 -0.001 0.007 0.006 1/12/2000 -0.001 0 -0.002 0 > 0.002 0 0.004 -0.001 -0.002 1/13/2000 -0.005 -0.002 -0.006 -0.001 0.002 > 0.015 0.011 0.004 0 > > Following is a snippet of Unemployment data. ( it is released at the end > of every month). If I make a daily time series, every month from Day 1 till > end of month, I will be carrying the numbers from the end of last month > when new data comes in. > > *Date* *Actual Line* *Survey Median Line* 01/31/2000 4 4 02/29/2000 > 4.1 4 03/31/2000 4.1 4 04/30/2000 3.9 4 05/31/2000 4.1 3.9 06/30/2000 > 4 4 07/31/2000 4 4 08/31/2000 4.1 4 09/30/2000 3.9 4.1 10/31/2000 3.9 > 4 > -- > Any assistance provided would be very helpful. > > > Thanks for your time. > > Rahul > > > > > Regards, > Rahul > Cell: 312 480 5469 > > _______________________________________________ > Eventstudies-discussion mailing list > Eventstudies-discussion at lists.r-forge.r-project.org > > https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/eventstudies-discussion > > -------------- next part -------------- An HTML attachment was scrubbed... URL: From ajayshah at mayin.org Tue Nov 26 16:11:52 2013 From: ajayshah at mayin.org (Ajay Shah) Date: Tue, 26 Nov 2013 20:41:52 +0530 Subject: [Eventstudies-discussion] Function eesPlot in package "eventstudies" In-Reply-To: References: Message-ID: Use http://macrofinance.nipfp.org.in/releases/PatnaikShahSingh2013_Foreign_Investors.htmlas the main page for the paper. On 26 November 2013 19:38, Vikram Bahure wrote: > Dear Rahul, > > Thank you for your note of appreciation. > > The 'eesPlot' function, replicates the Patnaik, Shah and Singh (2013) > paper, Foreign investors under stress Evidence from India. > The paper uses modified event study methodology, which deals with clustered > events and purges out mixed events before performing event study. > > For instance, your response series is FX rate (FX) and event series is > Unemployment rate (UR). Methodology: > 1. Defining event: With the help of all the data, we get a distribution of > UR which is used to define event series. Extreme events on both sides of > the tail are used in event series and tail is defined using 'prob.value' > argument. ('prob.value=5' is 5% of tail on both sides). > 2. Mixed events: There can be cases when right tail event is next to left > tail event in an event series UR. With difficulty to interpret these > results, we discard them. > 3. Clustered events: After extracting tail events and discarding mixed > events, there can be cases where we find consecutive left or right tail > events. We fuse all the consecutive events into a single event and their > respective response series. > 4. Event study: Once we have modified event series (UR) and response > series (FX), event study graph is generated. > > I hope this was helpful. For more detailed understanding, I will suggest > you to download the paper. > > Regards > Vikram Bahure > Consultant > NIPFP > New Delhi. > > > On Tue, Nov 26, 2013 at 10:54 AM, Rahul Choudhry > wrote: > >> Hi, >> >> First of all thanks a lot for putting this awesome package. I have been >> using it for the past one week or so for event profiling and looking at the >> impact of macro-economic events on various currencies. >> >> I was going through the package manual at the link below and trying to >> understand other functions in the package. >> http://cran.r-project.org/web/packages/eventstudies/eventstudies.pdf >> >> In particular I am trying to get my head around eesPlot function better >> and if I can use it in my analysis. >> I am trying to analyse the FX rates of G10 currencies (wrt USD) and how >> they behave with the release of US economic reports (eg Monthly >> unemployment numbers). In other words, my response series would be daily FX >> rate returns for a particular currency. However, when it comes to event >> series, I am not really sure of what I should be using. >> >> Following is a snippet of the file showing daily returns of different >> Forex rates >> >> Date EUR JPY CHF GBP CAD AUD NZD NOK SEK 1/3/2000 0 0 0 0 0 0 0 0 0 >> 1/4/2000 0.002 -0.016 0.002 -0.001 -0.005 -0.009 -0.011 0.004 0.01 >> 1/5/2000 0.002 -0.011 0.002 0.003 0.002 0.004 -0.005 0 0.001 1/6/2000 >> -0.002 -0.01 0.005 0.003 -0.007 -0.004 -0.005 -0.001 -0.002 1/7/2000 >> -0.002 0.002 -0.011 -0.006 0.002 0.001 0.003 -0.003 -0.006 1/10/2000 >> -0.003 0.001 -0.003 -0.001 0 0.001 0.002 -0.007 -0.004 1/11/2000 0.007 >> -0.007 0.006 0.007 0 0.003 -0.001 0.007 0.006 1/12/2000 -0.001 0 -0.002 >> 0 0.002 0 0.004 -0.001 -0.002 1/13/2000 -0.005 -0.002 -0.006 -0.001 >> 0.002 0.015 0.011 0.004 0 >> >> Following is a snippet of Unemployment data. ( it is released at the end >> of every month). If I make a daily time series, every month from Day 1 till >> end of month, I will be carrying the numbers from the end of last month >> when new data comes in. >> >> *Date* *Actual Line* *Survey Median Line* 01/31/2000 4 4 02/29/2000 >> 4.1 4 03/31/2000 4.1 4 04/30/2000 3.9 4 05/31/2000 4.1 3.9 06/30/2000 >> 4 4 07/31/2000 4 4 08/31/2000 4.1 4 09/30/2000 3.9 4.1 10/31/2000 3.9 >> 4 >> -- >> Any assistance provided would be very helpful. >> >> >> Thanks for your time. >> >> Rahul >> >> >> >> >> Regards, >> Rahul >> Cell: 312 480 5469 >> >> _______________________________________________ >> Eventstudies-discussion mailing list >> Eventstudies-discussion at lists.r-forge.r-project.org >> >> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/eventstudies-discussion >> >> > > _______________________________________________ > Eventstudies-discussion mailing list > Eventstudies-discussion at lists.r-forge.r-project.org > > https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/eventstudies-discussion > > -- Ajay Shah ajayshah at mayin.org http://www.mayin.org/ajayshah http://ajayshahblog.blogspot.com -------------- next part -------------- An HTML attachment was scrubbed... URL: From rahul.choudhry at gmail.com Tue Nov 26 17:10:12 2013 From: rahul.choudhry at gmail.com (Rahul Choudhry) Date: Tue, 26 Nov 2013 11:10:12 -0500 Subject: [Eventstudies-discussion] Function eesPlot in package "eventstudies" In-Reply-To: References: Message-ID: Dear Vikram & Ajay, Thanks a lot for getting back to me. I have printed out the paper and will go through it. Vikram, I appreciate the explanation you have provided and how it relates to what I am trying to accomplish. I had one quick clarification question though. Since my events happens once every month (EOM when report is released), whereas the FX rates (close rate) changes daily, the number of elements in response time series > event time series. In order to make the number of elements in the event time series vector = response time series, do I just carry through the value until it changes at the end of month. So my z object to use in eesPlot would be something like following Date Unemployment Rate ( Event) FX 01-Nov-2013 5.5 1.5 02-Nov-2013 5.5 1.47 03-Nov-2013 5.5 1.6 .. 5.5 1.54 .. .. 29-Nov-2013 5.5 1.6 30-Nov-2013 5.2 1.4 01-Dec-2013 ..(continues as 5.2 till 31-Dec-2013) Thanks for your help again ! Rahul On Tue, Nov 26, 2013 at 10:11 AM, Ajay Shah wrote: > Use > http://macrofinance.nipfp.org.in/releases/PatnaikShahSingh2013_Foreign_Investors.htmlas the main page for the paper. > > > On 26 November 2013 19:38, Vikram Bahure wrote: > >> Dear Rahul, >> >> Thank you for your note of appreciation. >> >> The 'eesPlot' function, replicates the Patnaik, Shah and Singh (2013) >> paper, Foreign investors under stress Evidence from India. >> The paper uses modified event study methodology, which deals with clustered >> events and purges out mixed events before performing event study. >> >> For instance, your response series is FX rate (FX) and event series is >> Unemployment rate (UR). Methodology: >> 1. Defining event: With the help of all the data, we get a distribution >> of UR which is used to define event series. Extreme events on both sides of >> the tail are used in event series and tail is defined using 'prob.value' >> argument. ('prob.value=5' is 5% of tail on both sides). >> 2. Mixed events: There can be cases when right tail event is next to left >> tail event in an event series UR. With difficulty to interpret these >> results, we discard them. >> 3. Clustered events: After extracting tail events and discarding mixed >> events, there can be cases where we find consecutive left or right tail >> events. We fuse all the consecutive events into a single event and their >> respective response series. >> 4. Event study: Once we have modified event series (UR) and response >> series (FX), event study graph is generated. >> >> I hope this was helpful. For more detailed understanding, I will suggest >> you to download the paper. >> >> Regards >> Vikram Bahure >> Consultant >> NIPFP >> New Delhi. >> >> >> On Tue, Nov 26, 2013 at 10:54 AM, Rahul Choudhry < >> rahul.choudhry at gmail.com> wrote: >> >>> Hi, >>> >>> First of all thanks a lot for putting this awesome package. I have been >>> using it for the past one week or so for event profiling and looking at the >>> impact of macro-economic events on various currencies. >>> >>> I was going through the package manual at the link below and trying to >>> understand other functions in the package. >>> http://cran.r-project.org/web/packages/eventstudies/eventstudies.pdf >>> >>> In particular I am trying to get my head around eesPlot function better >>> and if I can use it in my analysis. >>> I am trying to analyse the FX rates of G10 currencies (wrt USD) and how >>> they behave with the release of US economic reports (eg Monthly >>> unemployment numbers). In other words, my response series would be daily FX >>> rate returns for a particular currency. However, when it comes to event >>> series, I am not really sure of what I should be using. >>> >>> Following is a snippet of the file showing daily returns of different >>> Forex rates >>> >>> Date EUR JPY CHF GBP CAD AUD NZD NOK SEK 1/3/2000 0 0 0 0 0 0 0 0 0 >>> 1/4/2000 0.002 -0.016 0.002 -0.001 -0.005 -0.009 -0.011 0.004 0.01 >>> 1/5/2000 0.002 -0.011 0.002 0.003 0.002 0.004 -0.005 0 0.001 1/6/2000 >>> -0.002 -0.01 0.005 0.003 -0.007 -0.004 -0.005 -0.001 -0.002 1/7/2000 >>> -0.002 0.002 -0.011 -0.006 0.002 0.001 0.003 -0.003 -0.006 1/10/2000 >>> -0.003 0.001 -0.003 -0.001 0 0.001 0.002 -0.007 -0.004 1/11/2000 0.007 >>> -0.007 0.006 0.007 0 0.003 -0.001 0.007 0.006 1/12/2000 -0.001 0 -0.002 >>> 0 0.002 0 0.004 -0.001 -0.002 1/13/2000 -0.005 -0.002 -0.006 -0.001 >>> 0.002 0.015 0.011 0.004 0 >>> >>> Following is a snippet of Unemployment data. ( it is released at the >>> end of every month). If I make a daily time series, every month from Day 1 >>> till end of month, I will be carrying the numbers from the end of last >>> month when new data comes in. >>> >>> *Date* *Actual Line* *Survey Median Line* 01/31/2000 4 4 02/29/2000 >>> 4.1 4 03/31/2000 4.1 4 04/30/2000 3.9 4 05/31/2000 4.1 3.9 >>> 06/30/2000 4 4 07/31/2000 4 4 08/31/2000 4.1 4 09/30/2000 3.9 4.1 >>> 10/31/2000 3.9 4 >>> -- >>> Any assistance provided would be very helpful. >>> >>> >>> Thanks for your time. >>> >>> Rahul >>> >>> >>> >>> >>> Regards, >>> Rahul >>> Cell: 312 480 5469 >>> >>> _______________________________________________ >>> Eventstudies-discussion mailing list >>> Eventstudies-discussion at lists.r-forge.r-project.org >>> >>> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/eventstudies-discussion >>> >>> >> >> _______________________________________________ >> Eventstudies-discussion mailing list >> Eventstudies-discussion at lists.r-forge.r-project.org >> >> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/eventstudies-discussion >> >> > > > -- > Ajay Shah > ajayshah at mayin.org > http://www.mayin.org/ajayshah > http://ajayshahblog.blogspot.com > -- Regards, Rahul Cell: 312 480 5469 -------------- next part -------------- An HTML attachment was scrubbed... URL: From economics.vikram at gmail.com Wed Nov 27 05:39:33 2013 From: economics.vikram at gmail.com (Vikram Bahure) Date: Wed, 27 Nov 2013 10:09:33 +0530 Subject: [Eventstudies-discussion] Function eesPlot in package "eventstudies" In-Reply-To: References: Message-ID: Dear Rahul, As you have daily series as response series and monthly series as event series, you can follow one of the two options. 1. Convert daily FX rate to end of month FX rate, and perform event study analysis. 2. Get event dates from EOM event series, and get response for daily FX rate. Here, you would not find any clustered events or mixed events in event series unless your window width is more than 30 days. I will suggest you to go with 2nd option, which will give you more number of observations. Regards Vikram Bahure Consultant NIPFP New Delhi. On Tue, Nov 26, 2013 at 9:40 PM, Rahul Choudhry wrote: > Dear Vikram & Ajay, > > Thanks a lot for getting back to me. I have printed out the paper and will > go through it. > > Vikram, I appreciate the explanation you have provided and how it relates > to what I am trying to accomplish. I had one quick clarification question > though. Since my events happens once every month (EOM when report is > released), whereas the FX rates (close rate) changes daily, the number of > elements in response time series > event time series. > > In order to make the number of elements in the event time series vector = > response time series, do I just carry through the value until it changes > at the end of month. > > So my z object to use in eesPlot would be something like following > > Date Unemployment Rate ( Event) > FX > > 01-Nov-2013 5.5 > 1.5 > 02-Nov-2013 5.5 > 1.47 > 03-Nov-2013 5.5 > 1.6 > .. 5.5 > 1.54 > .. > .. > 29-Nov-2013 5.5 > 1.6 > 30-Nov-2013 5.2 > 1.4 > 01-Dec-2013 ..(continues as 5.2 till 31-Dec-2013) > > > Thanks for your help again ! > > Rahul > > > > On Tue, Nov 26, 2013 at 10:11 AM, Ajay Shah wrote: > >> Use >> http://macrofinance.nipfp.org.in/releases/PatnaikShahSingh2013_Foreign_Investors.htmlas the main page for the paper. >> >> >> On 26 November 2013 19:38, Vikram Bahure wrote: >> >>> Dear Rahul, >>> >>> Thank you for your note of appreciation. >>> >>> The 'eesPlot' function, replicates the Patnaik, Shah and Singh (2013) >>> paper, Foreign investors under stress Evidence from India. >>> The paper uses modified event study methodology, which deals with clustered >>> events and purges out mixed events before performing event study. >>> >>> For instance, your response series is FX rate (FX) and event series is >>> Unemployment rate (UR). Methodology: >>> 1. Defining event: With the help of all the data, we get a distribution >>> of UR which is used to define event series. Extreme events on both sides of >>> the tail are used in event series and tail is defined using 'prob.value' >>> argument. ('prob.value=5' is 5% of tail on both sides). >>> 2. Mixed events: There can be cases when right tail event is next to >>> left tail event in an event series UR. With difficulty to interpret these >>> results, we discard them. >>> 3. Clustered events: After extracting tail events and discarding mixed >>> events, there can be cases where we find consecutive left or right tail >>> events. We fuse all the consecutive events into a single event and their >>> respective response series. >>> 4. Event study: Once we have modified event series (UR) and response >>> series (FX), event study graph is generated. >>> >>> I hope this was helpful. For more detailed understanding, I will suggest >>> you to download the paper. >>> >>> Regards >>> Vikram Bahure >>> Consultant >>> NIPFP >>> New Delhi. >>> >>> >>> On Tue, Nov 26, 2013 at 10:54 AM, Rahul Choudhry < >>> rahul.choudhry at gmail.com> wrote: >>> >>>> Hi, >>>> >>>> First of all thanks a lot for putting this awesome package. I have been >>>> using it for the past one week or so for event profiling and looking at the >>>> impact of macro-economic events on various currencies. >>>> >>>> I was going through the package manual at the link below and trying to >>>> understand other functions in the package. >>>> http://cran.r-project.org/web/packages/eventstudies/eventstudies.pdf >>>> >>>> In particular I am trying to get my head around eesPlot function better >>>> and if I can use it in my analysis. >>>> I am trying to analyse the FX rates of G10 currencies (wrt USD) and how >>>> they behave with the release of US economic reports (eg Monthly >>>> unemployment numbers). In other words, my response series would be daily FX >>>> rate returns for a particular currency. However, when it comes to event >>>> series, I am not really sure of what I should be using. >>>> >>>> Following is a snippet of the file showing daily returns of different >>>> Forex rates >>>> >>>> Date EUR JPY CHF GBP CAD AUD NZD NOK SEK 1/3/2000 0 0 0 0 0 0 0 0 0 >>>> 1/4/2000 0.002 -0.016 0.002 -0.001 -0.005 -0.009 -0.011 0.004 0.01 >>>> 1/5/2000 0.002 -0.011 0.002 0.003 0.002 0.004 -0.005 0 0.001 1/6/2000 >>>> -0.002 -0.01 0.005 0.003 -0.007 -0.004 -0.005 -0.001 -0.002 1/7/2000 >>>> -0.002 0.002 -0.011 -0.006 0.002 0.001 0.003 -0.003 -0.006 1/10/2000 >>>> -0.003 0.001 -0.003 -0.001 0 0.001 0.002 -0.007 -0.004 1/11/2000 0.007 >>>> -0.007 0.006 0.007 0 0.003 -0.001 0.007 0.006 1/12/2000 -0.001 0 >>>> -0.002 0 0.002 0 0.004 -0.001 -0.002 1/13/2000 -0.005 -0.002 -0.006 >>>> -0.001 0.002 0.015 0.011 0.004 0 >>>> >>>> Following is a snippet of Unemployment data. ( it is released at the >>>> end of every month). If I make a daily time series, every month from Day 1 >>>> till end of month, I will be carrying the numbers from the end of last >>>> month when new data comes in. >>>> >>>> *Date* *Actual Line* *Survey Median Line* 01/31/2000 4 4 02/29/2000 >>>> 4.1 4 03/31/2000 4.1 4 04/30/2000 3.9 4 05/31/2000 4.1 3.9 >>>> 06/30/2000 4 4 07/31/2000 4 4 08/31/2000 4.1 4 09/30/2000 3.9 4.1 >>>> 10/31/2000 3.9 4 >>>> -- >>>> Any assistance provided would be very helpful. >>>> >>>> >>>> Thanks for your time. >>>> >>>> Rahul >>>> >>>> >>>> >>>> >>>> Regards, >>>> Rahul >>>> Cell: 312 480 5469 >>>> >>>> _______________________________________________ >>>> Eventstudies-discussion mailing list >>>> Eventstudies-discussion at lists.r-forge.r-project.org >>>> >>>> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/eventstudies-discussion >>>> >>>> >>> >>> _______________________________________________ >>> Eventstudies-discussion mailing list >>> Eventstudies-discussion at lists.r-forge.r-project.org >>> >>> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/eventstudies-discussion >>> >>> >> >> >> -- >> Ajay Shah >> ajayshah at mayin.org >> http://www.mayin.org/ajayshah >> http://ajayshahblog.blogspot.com >> > > > > -- > Regards, > Rahul > Cell: 312 480 5469 > -------------- next part -------------- An HTML attachment was scrubbed... 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