eventstudy2 - graph with confidence intervals?

[Anna Nord]

Hi everyone!

I am using eventstudy2 by Thomas Kaspereit to conduct an event study. Everything works great, but I am wondering if there is any way to get confidence intervals on the graph?

Thanks for the help!

[Thomas Kaspereit]

Dear Anna,

This is not implemented. The question would also be: which confidence intervals? There are many different statistical tests implemented in eventstudy2.

You can access the test statistics in the output file and use them to derive confidence intervals.

Best Thomas Kaspereit