使用 for 循环进行多个公司和多个日期的事件研究

我正在进行一项事件研究evReturn函数从erer包裹。 目的是获得每个公司的超常收益以及所有公司的平均超额收益。我无法获得平均回报，因为该函数对每个公司执行单独的执行，但不会同时对所有公司执行一次，尽管这可以通过 for 循环实现。我似乎无法得到正确的循环。

我尝试过这个方法：

1.

install.packages("erer")
library(erer)
i <- 1
hh2 <- list()
for(i in 1:3){
  firms <- names(dataset4)[i+1]
  dates <- eventdates2[i]
  print(firms)
  print(dates)
  print(i)
  hh2[[i]] <- 
    evReturn(y=dataset4, firm = firms, event.date=dates, y.date="Timestamp",
             index="NASDAQ", event.win = 3, est.win= 250, digits=4)
}

erer 包中的示例，daEsa 是包中包含的数据集。

# event analysis for one firm and one event window
hhreturn <- evReturn(y = daEsa, firm = "wpp", y.date = "date", 
index = "sp500", est.win = 250, digits = 3, event.date = 19990505, 
event.win = 5) 

# event analysis for many firms and one event window
hh2return2 <- update(hhreturn, firm = c("tin", "wy", "pcl", "pch"))

# event analysis for many firms and many event windows: need a for loop

最后一条评论正是我所需要的。

多个日期：

hh2 <- list()
for(i in c(daEsa$date[3000], daEsa$date[3001])){
  firms <- colnames(daEsa)[12:ncol(daEsa)]
  print(firms)
  print(i)
  hh2[[i]] <- 
    evReturn(y=daEsa, firm = firms, event.date=i, y.date="date",
             index="sp500", event.win = 2, est.win= 250, digits=4)
}

多种的事件窗口 (not dates):

hh2 <- list()
for(i in c(2, 3)){
  firms <- colnames(daEsa)[12:ncol(daEsa)]
  print(firms)
  print(i)
  hh2[[i]] <- 
    evReturn(y=daEsa, firm = firms, event.date=daEsa$date[3000], y.date="date",
             index="sp500", event.win = i, est.win= 250, digits=4)
}

[1] "pch" "pcl" "pop" "tin" "wpp" "wy" 
[1] 2
[1] "pch" "pcl" "pop" "tin" "wpp" "wy" 
[1] 3