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calcul
2008 Sep 11
1
how to calcaulate matrices for two subsets
I am an R beginner and trying to run a market model using event study in
R framework.
First, I run a market model, that is lm(stock security~SP500 index,
subset=Obs[197, 396]) ->result1
Then I get predict results for a new dataset using predict (result1,
newdata=Obs[397,399]) ->pred1
Pred1 should have three numbers.
Now I need to calculate abnormal return by the formula stock