Generating AAR CAAR AND T-TEST

[Rech Lee]

Hi Statalist
I am trying to calculate AAR and CAAR plus t-test please could you assist.
I generated the AR and CAR already
*Abnormal and Cumulative Abnormal Returns

sort id date
gen abnormal_return=stock_ret-predicted_return if event_window==1
by id: egen cumulative_abnormal_return = sum(abnormal_return)

[Marcos Almeida]

Your query IMHO is not clear enough. Which kind of t-test do you want to apply? I mean, are there 2 groups, or you want to perform a comparison with a "population mean", such as when done with the one-sample test? How is the data displayed? Would a t-test comply with its assumptions if we take in consideration the pattern of distribution of these variables?

Please read the FAQ. There you'll find how to share data/command/output.