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I have to perform an event study for my master thesis. However, I'm only able to to this by hand in excel and I don't even know how to start with R as my skills are very basic. I know the steps, which I have to perform, but I just can't translate it into code + I don't know how to prepare my data. I would be very happy if someone could help me or give me a hint regarding my data set or the code.

The steps I want to perform:

  1. Computing the abnormal return by calculating: Return(event date) - expected return (Regression of the past 40 days based on the S&p500)

  2. Test whether the CAR is significant based on a paper that a picked.

Unfortunately, I don't know how to perform the first step (each firm has a different event date) and how my data should look like. I started with the data and attached a screenshot.enter image description here

Thank you very much in advance and Best regards

Nebsi

nebsi-
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    Welcome to SO, nebsi-! Please don't include images of data, I'm not spending time transcribing data that you have there; you can include raw CSV data in a [code block](https://stackoverflow.com/editing-help), or after reading into R you can use `dput(x)` where `x` is a just-big-enough sample of the data to demonstrate its variability, classes, etc. Also, SO is not set up to be a howto or tutorial site: if you don't know how to program in R, then I suggest googling to tutorials instead of treating this like a free code service. – r2evans Jun 28 '21 at 12:50
  • Regardless, some good links on how to format your question in a more reproducible form: https://stackoverflow.com/q/5963269, [mcve], and https://stackoverflow.com/tags/r/info. Thanks! – r2evans Jun 28 '21 at 12:50
  • The first step will be to load the data into R. Have you tried that? What code did you try, where did you get stuck? – Gregor Thomas Jun 28 '21 at 12:57

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