Performs a joint F-test of pre-event abnormal returns to assess whether
there are statistically significant pre-event effects, which would
indicate potential model misspecification or confounding.
Usage
pretrend_test(task, group = NULL)
Arguments
- task
A fitted EventStudyTask with abnormal returns computed.
- group
Optional group to filter by.
Value
A tibble with pre-trend test results for each group.