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Science Forum Index » Statistics - Math Forum » T statistic
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| joseph Frank |
 Posted: Wed Dec 27, 2006 5:31 am |
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I am calculating the significance of abnormal returns and i reached high values for abnormal returns such as 5% but the t statistic was nort significant. does this make sense or there is something wrong with my computations?
JF |
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| joseph Frank |
| Posted: Wed Dec 27, 2006 6:18 am |
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| I have 188 securities and i was calculating the effect of an event on their 1 month returns. the mean of the abnormal return across the 188 securities is around 5% and the t stat calculated as the mean of abnormal return/standard deviation of the abnormal return was low (around 0.24) <critical value. this means that 5% is statistically insignificant? does this make any sense? |
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| Reef Fish |
| Posted: Wed Dec 27, 2006 11:43 am |
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joseph Frank wrote:
Quote: I am calculating the significance of abnormal returns and i reached high values for abnormal returns such as 5% but the t statistic was nort significant. does this make sense or there is something wrong with my computations?
JF
I think there is something wrong with your description of what
occurred.
-- Reef Fish Bob. |
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| Guest |
| Posted: Wed Dec 27, 2006 1:14 pm |
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Why don't you post your computation here?
"joseph Frank" <josephFrank1969@hotmail.com> wrote in message
news:9255499.1167233541043.JavaMail.jakarta@nitrogen.mathforum.org...
Quote: I am calculating the significance of abnormal returns and i reached high
values for abnormal returns such as 5% but the t statistic was nort
significant. does this make sense or there is something wrong with my
computations?
JF |
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| Back to top |
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