With this release, we added the following test statistic to the abnormal return calculator (ARC):

  • Crude Dependence Adjustment Test at AAR-level

Further, p-values (see https://en.wikipedia.org/wiki/P-value) were added to the following set of test statistics of ARC:

  • t-tests at AR-level

  • t-test at CAR-level

  • Patell Z at AAR-level

  • Cross-Sectional Test at AAR-level

  • StdCSect T at AAR-level

  • Adjusted Patell Z at AAR-level

  • Adjusted StdCSect T at AAR-level

  • Skewness Corrected T at AAR-level

  • Crude Dependence Adjustment Test at AAR-level


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