eventstudy.Multiple.plot

Multiple.plot(*, AAR=False, CI=True, confidence=0.9)

Plot the event study result.

Parameters

• AAR (bool, optional) – Add to the figure a bar plot of AAR, by default False

• CI (bool, optional) – Display the confidence interval, by default True

• confidence (float, optional) – Set the confidence level, by default 0.90

Returns

Plot of CAAR and AAR (if specified).

Return type

matplotlib.figure

Note

The function return a fully working matplotlib function. You can extend the figure and apply new set-up with matplolib’s method (e.g. savefig).

Example

Plot CAR (in blue) and AR (in black), with a confidence interval of 95% (in grey).

>>> events = es.Multiple.from_csv(
...     'AAPL_10K.csv',
...     es.Single.FamaFrench_3factor,
...     event_window = (-5,+5),
...     date_format = '%d/%m/%Y'
... )
>>> events.plot(AR = True, confidence = .95)