Hello R users,
I would like to use estudy2 for analyzing the effect of event on one firm. But there is error in my code
Could anyone tell me the code for this question.
Hello R users,
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For example, the guide emphasizes asking coding questions with formatted code-chunks and a
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tickers <- c('PFE')
prices <- get_prices_from_tickers(tickers,start = as.Date('2020-04-20'),end=as.Date('2020-12-03'),quote='Close',retclass='zoo')
price_indx <- get_prices_from_tickers('XBI',start=as.Date('2020-04-20'),end=as.Date('2020-12-03'),quote='Close',retclass='zoo')
rates <- get_rates_from_prices(prices,quote='Close',multi_day=TRUE,compounding='discrete')
rates_indx <- get_rates_from_prices(price_indx,quote='Close',multi_day=TRUE,compounding='discrete')
securities_returns <- apply_market_model(rates=rates,regressor=rates_indx,same_regressor_for_all=TRUE,market_model='sim',estimation_method='ols',estimation_start=as.Date('2020-04-20'),estimation_end=as.Date('2020-11-03'))
I don not know why the last code cannot run
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