Create an event study plot showing abnormal returns (AR), cumulative abnormal returns (CAR), average abnormal returns (AAR), or cumulative average abnormal returns (CAAR) with confidence bands.
Usage
plot_event_study(
task,
type = "car",
event_id = NULL,
group = NULL,
stat_name = "CSectT",
confidence_level = 0.95,
title = NULL
)Arguments
- task
A fitted EventStudyTask with statistics computed.
- type
Type of plot: "ar", "car", "aar", or "caar".
- event_id
Event identifier for single-event plots ("ar", "car").
- group
Group name for multi-event plots ("aar", "caar").
- stat_name
Name of the multi-event test statistic to use for AAR/CAAR plots. Defaults to "CSectT".
- confidence_level
Confidence level for the bands. Default is 0.95.
- title
Optional plot title.