我在R中使用eventstudies包,得到了:
错误:没有成功的事件
我有一个EventDates数据框:
name when
<chr> <dttm>
1 BMG169621056 2015-05-20 00:00:00
2 BMG491BT1088 2018-05-10 00:00:00
3 BMG6359F1032 2014-06-03 00:00:00
4 BMG6359F1032 2014-06-03 00:00:00
5 BMG6359F1032 2014-06-03 00:00:00
6 BMG6359F1032 2014-06-03 00:00:00
7 BMG6359F1032 2014-06-03 00:00:00
8 BMG6359F1032 2014-06-03 00:00:00
9 BMG6359F1032 2015-06-02 00:00:00
10 BMG6359F1032 2015-06-02 00:00:00
# … with 3,772 more rows
我有StockReturns的动物园矩阵:
X01.01.2010 2.65 3.7667 82.67 25.8328
US0028962076 US0038813079 US00508Y1029 US0062121043
X01.01.2010 34.85 9.11 35.64 8.3006
US00724F1012 US00751Y1064 US00766T1007 US0077371096
X01.01.2010 36.78 40.48 27.5 15.75
US0080731088 US00130H1059 US00817Y1082 US0012041069
# … with 2,429 more rows and 647 total columns
我在R中使用eventstudies
包,这是我的代码和出现的错误:
es <- eventstudy(event.list = as.data.frame(EventDate),
firm.returns = read.zoo(Returns, index.column = "dates",
format = "X%d.%m.%Y"), event.window = 1, type= "None",
to.remap = TRUE, remap = "cumsum", inference = TRUE,
inference.strategy = "bootstrap")
错误:没有成功的事件
如果有人帮助我解决了我的问题或至少给了我一些提示,将不胜感激!