Extract event study results in a tidy (long-format) tibble compatible with broom conventions. This enables integration with standard tidyverse workflows.
Usage
tidy.EventStudyTask(
x,
type = c("ar", "car", "aar", "model"),
stat_name = "CSectT",
...
)Arguments
- x
An EventStudyTask object.
- type
Type of results to extract: "ar" (abnormal returns), "car" (cumulative abnormal returns), "aar" (average abnormal returns with test statistics), or "model" (model fit statistics).
- stat_name
For type "aar", the name of the multi-event test statistic. Defaults to "CSectT".
- ...
Additional arguments (unused).
Value
A tibble with columns following broom conventions:
- term
Identifier for the observation (e.g., relative_index)
- estimate
The estimated value (AR, CAR, AAR, or coefficient)
- std.error
Standard error where available
- statistic
Test statistic value
- p.value
p-value where available
See also
Other eventstudy-export:
es_report(),
export_results(),
generate_report()