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eventstudies package accepts only "POSIXt" or "Date" format for dates and gives the following error when integers are used as index for the zoo object.
Error in phys2eventtime(z = returns$firm.returns, events = event.list[i, :
events$when should be one of 'Date' or 'date-time' classes.
Suggested solution:
As per Anshul's PR - [WIP] Allow numeric types in phys2eventtime #14
Using Anshuls branch of eventstudy we see that the package is able to deal with integer dates.
eventstudies package accepts only "POSIXt" or "Date" format for dates and gives the following error when integers are used as index for the zoo object.
Here is a MWE for the issue:
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