[Uwgarp-commits] r15 - pkg/GARPFRM/vignettes

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

Author: tfillebeen
Date: 2013-11-26 01:29:30 +0100 (Tue, 26 Nov 2013)
New Revision: 15

Modified:
   pkg/GARPFRM/vignettes/sample_vignette.Rnw
Log:
Beta & Tstat Legend

Modified: pkg/GARPFRM/vignettes/sample_vignette.Rnw
===================================================================
--- pkg/GARPFRM/vignettes/sample_vignette.Rnw	2013-11-24 01:57:56 UTC (rev 14)
+++ pkg/GARPFRM/vignettes/sample_vignette.Rnw	2013-11-26 00:29:30 UTC (rev 15)
@@ -107,6 +107,10 @@
 abline(capm.fit)    
 # Create Axis 
 abline(h=0,v=0,lty=3)
+# Setting beta & tstat on the plot for APPL
+beta = coef(summary(capm.fit))[2,1]
+text(x=-.15, y=.3, paste("Beta=", round(beta,dig=2)))
+text(x=-.148, y=.27, paste("tstat=", round(coef(summary(capm.fit))[1,3],dig=2)))
 @
 
 \section{Testing CAPM}