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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