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Sign Test for Multiple Events

Source: R/multi_event_test_statistics.R
SignTest.Rd

Tests whether the proportion of positive abnormal returns differs significantly from 0.5 under the null hypothesis. The test statistic is approximately distributed as N(0, 1).

See also

Other eventstudy-statistics: ARTTest, BHARTTest, BMPTest, CARTTest, CSectTTest, CalendarTimePortfolioTest, GeneralizedSignTest, KolariPynnonenTest, MultiEventStatisticsSet, PatellZTest, RankTest, SingleEventStatisticsSet, StatisticsSetBase, TestStatisticBase, adjust_p_values(), bootstrap_test(), car_by_group(), car_quantiles(), cross_sectional_regression(), model_diagnostics(), pretrend_test(), simulate_event_study(), validate_task()

Super class

TestStatisticBase -> SignTest

Public fields

name

Short code of the test statistic.

Methods

Public methods

Inherited methods

SignTest$compute()

Computes the sign test for multiple events.

Usage

SignTest$compute(data_tbl, model)

Arguments

data_tbl

The data for a multiple event with calculated abnormal returns.

model

The fitted model (unused).

SignTest$clone()

The objects of this class are cloneable with this method.

Usage

SignTest$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.