Eventus Output File Options for Event Studies – Eventus

Type of result	Type of file	EvtStudy statement option
For two-step event studies
Time series (e.g. daily or monthly) of overall average abnormal returns and associated statistics, similar to the default displayed output table.	SAS data set	OutAAR=SAS_data_set_name



Time series (e.g. daily or monthly) of abnormal returns, one row per security-event	SAS data set	OutAR=SAS_data_set_name
	Excel	ExcelAR=file_name
	CSV	CSVAR=file_name
	Stata	DTAAR=file_name
Time series (e.g. daily or monthly) of abnormal returns, one column per security-event	SAS data set	Vertical OutAR=SAS_data_set_name
	Excel	Vertical ExcelAR=file_name
	CSV	Vertical CSVAR=file_name
	Stata	Vertical DTAAR=file_name
Average cumulative or buy-and-hold abnormal returns for the windows, similar to the default displayed output table.	SAS data set	OutAWin=SAS_data_set_name




Cumulative or buy-and-hold abnormal returns for the windows, one row per security-event	SAS data set	OutWin=SAS_data_set_name
	Text	FileWin=file_name
	Excel	ExcelWin=file_name
	CSV	CSVWin=file_name
	Stata	DTAWin=file_name
Estimation period statistics and estimated linear model parameters (if applicable)	SAS data set	OutParam=SAS_data_set_name
	Excel	ExcelParam=file_name
	CSV	CSVParam=file_name
	Stata	DTAParam=file_name
For calendar-time portfolio regression event studies
Calendar-time portfolio returns and corresponding market and factor returns	SAS data set	OutPortfolio=SAS_data_set_name
	Excel	ExcelPortfolio=file_name
	CSV	CSVPortfolio=file_name
	Stata	DTAPortfolio=file_name
Individual firm returns and corresponding market and factor returns used to create the above portfolio data set, one row per trading date per security-event	SAS data set	OutAR=SAS_data_set_name
	Excel	ExcelAR=file_name
	CSV	CSVAR=file_name
	Stata	DTAAR=file_name

Related articles