eventstudy.Single.plot

Single.plot(*, AR=False, CI=True, confidence=0.9)

Plot the event study result.

Parameters

• AR (bool, optional) – Add to the figure a bar plot of AR, 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 CAR and AR (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).

>>> event = EventStudy.market_model(
...     security_ticker = 'AAPL',
...     market_ticker = 'SPY',
...     event_date = np.datetime64('2007-01-09'),
...     event_window = (-5,+20)
... )
>>> event.plot(AR = True, confidence = .95)