Performs validation checks on the event study task: 1. Does the event date exist in the stock data for each event? 2. Are there sufficient observations in the estimation window? 3. Are there any gaps in the time series? 4. Do estimation and event windows overlap?
Usage
validate_task(
task,
parameter_set = NULL,
min_estimation_obs = 30,
verbose = getOption("eventstudy.verbose", TRUE)
)Arguments
- task
The event study task.
- parameter_set
The parameter set that defines the event study.
- min_estimation_obs
Minimum number of observations required in the whole per-event estimation window (a task-level validation threshold checked once per event). Default is 30. Distinct from
RollingWindowModel$min_obs, which bounds each individual sub-window inside a single event's rolling-window fit.- verbose
Logical; if FALSE, suppress informational messages. Default
getOption("eventstudy.verbose", TRUE). Warnings are never gated.
See also
Other eventstudy-statistics:
ARTTest,
BHARTTest,
BMPTest,
CARTTest,
CSectTTest,
CalendarTimePortfolioTest,
GeneralizedSignTest,
KolariPynnonenTest,
MultiEventStatisticsSet,
PatellZTest,
RankTest,
SignTest,
SingleEventStatisticsSet,
StatisticsSetBase,
TestStatisticBase,
adjust_p_values(),
bootstrap_test(),
car_by_group(),
car_quantiles(),
cross_sectional_regression(),
model_diagnostics(),
pretrend_test(),
simulate_event_study()