[Uwgarp-commits] r31 - in pkg/GARPFRM: data vignettes

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

Author: tfillebeen
Date: 2013-12-01 03:05:48 +0100 (Sun, 01 Dec 2013)
New Revision: 31

Added:
   pkg/GARPFRM/data/crsp.short.rda
Modified:
   pkg/GARPFRM/vignettes/sample_vignette.Rnw
   pkg/GARPFRM/vignettes/sample_vignette.pdf
Log:
legend + crsp.short.rda added

Added: pkg/GARPFRM/data/crsp.short.rda
===================================================================
(Binary files differ)


Property changes on: pkg/GARPFRM/data/crsp.short.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Modified: pkg/GARPFRM/vignettes/sample_vignette.Rnw
===================================================================
--- pkg/GARPFRM/vignettes/sample_vignette.Rnw	2013-11-29 18:11:40 UTC (rev 30)
+++ pkg/GARPFRM/vignettes/sample_vignette.Rnw	2013-12-01 02:05:48 UTC (rev 31)
@@ -105,10 +105,9 @@
 # Placing beta & tstat values on the plot for APPL
 beta = coef(summary(capm.fit))[2,1]
 tstat = coef(summary(capm.fit))[1,3]
-legend("topleft", legend=c(paste("Beta",round(beta,dig=2)),
-       
-      paste("tstat", round(tstat,dig=2))),
-       col=c(NULL, NULL), lty=c(1, 1), cex=1, bty="n")
+legend("topleft", legend=c(paste("Beta =", round(beta,dig=2)),
+       paste("tstat =","(", round(tstat,dig=2),")")),
+       col=c(NULL, NULL), cex=0.8, bty="n")
 @
 
 \section{Testing CAPM}
@@ -196,9 +195,9 @@
 # Placing beta & tstat values on the plot for CONS
 cbeta = coef(summary(capm.fit))[2,1]
 tstat = coef(summary(capm.fit))[1,3]
-legend("topleft", legend=c(paste("Beta",round(cbeta,dig=2)),
-                           paste("tstat", round(tstat,dig=2))),
-       col=c(NULL, NULL), lty=c(1, 1), cex=1, bty="n")
+legend("topleft", legend=c(paste("Beta =", round(cbeta,dig=2)),
+                           paste("tstat =","(", round(tstat,dig=2),")")),
+       col=c(NULL, NULL), cex=0.8, bty="n")
 @
 NOTE: Specific problems with CCAPM is that it suffers from two puzzles: the equity premium puzzle (EPP) and the risk-free rate puzzle (RFRP). EPP implies that investors are extremely risk averse to explain the existence of a market risk premium. While RFRP stipulates that investors save in TBills despite the low rate of return.
 \end{document}
\ No newline at end of file

Modified: pkg/GARPFRM/vignettes/sample_vignette.pdf
===================================================================
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