Instructions R-Package "EventStudy"
Please make use of our R-package "EventStudy". You can download the R-package from the CRAN repository (https://cran.r-project.org/web/packages/EventStudy/index.html) or from our github account (R-package github). Your installation command from github is as follows:
We built the R-package as an API-wrapper that draws on our server-hosted analytics so that we can update the analytics in one central place without any consideration to channels. To use the package, you need an API-key.
You can purchase your API-key here.
For guidance on how to use the R-package, please visit the pages of these hands-on illustrative examples of how to use the R-package "EventStudy":
- Reconstitution Events of the S&P: This example will teach you how to use the package to perform a sample return event study with different event dates, companies, and reference indices
- Dieselgate: This example will teach you how to use the package to perform not only return, but also volume and volatility event studies. Further, it shows you how to capture the required capital market data using a third party R-package.
If you prefer to perform event studies using the popular RStudio IDE, please visit the page on our EventStudy RStudio IDE addin.