In Stata, we can use the two-way graph type for plotting abnormal returns or cumulative average abnormal returns against the days of the event window. Suppose that we have event window of 7 days, and have the following data
to plot the first caar1, we shall type :
graph twoway line caar1 days, xline(0)
If we were to plot all caars, then
graph twoway line caar* days, xline(0)
This was useful, thanks.