What function/code can be used in a timeseries to calculate the sums over returns (incl. the event day)?
I think we need to see your code and some sample data. See
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A handy way to supply some sample data is the dput() function. In the case of a large dataset something like dput(head(mydata, 100)) should supply the data we need. Just do dput(mydata) where mydata is your data. Copy the output and paste it here between