[Uwgarp-commits] r52 - pkg/GARPFRM/R

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

Author: tfillebeen
Date: 2014-01-24 21:12:49 +0100 (Fri, 24 Jan 2014)
New Revision: 52

Modified:
   pkg/GARPFRM/R/capm.R
Log:
df respecified

Modified: pkg/GARPFRM/R/capm.R
===================================================================
--- pkg/GARPFRM/R/capm.R	2014-01-24 18:50:12 UTC (rev 51)
+++ pkg/GARPFRM/R/capm.R	2014-01-24 20:12:49 UTC (rev 52)
@@ -191,7 +191,7 @@
   tmp_A = tmp_sm[1,3] < CI
   tstat = (tmp_sm[2,2] - 1 )/tmp_sm[2,3]
   #' Two sided t-test
-  tmp_B = (2*(1 - pt(abs(tstat),df=nrow(object$x_data)-2))) < CI
+  tmp_B = (2*(1 - pt(abs(tstat),df=nrow(object$x_data)-ncol(object$y_data)))) < CI
   result = c(tmp_A, tmp_B)
   result = as.matrix(result)
   rownames(result) = cbind(c(paste("alpha.", colnames(object$y_data))),c(paste("beta. ", colnames(object$y_data))))
@@ -206,7 +206,7 @@
   tmp_A = tmp_sm[seq(1,nrow(tmp_sm),2),4] < CI
   tstat = (tmp_sm[seq(2,nrow(tmp_sm),2),1] - 1 )/tmp_sm[seq(2,nrow(tmp_sm),2),2]
   #' Two sided t-test
-  tmp_B = (2*(1 - pt(abs(tstat),df=nrow(object$x_data)-2))) < CI
+  tmp_B = (2*(1 - pt(abs(tstat),df=nrow(object$x_data)-ncol(object$y_data)))) < CI
   result = c(tmp_A, tmp_B)  
   return(result)
 }
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