If you synchronize any of your calendars with a server such as iCloud, disable that synchronization. Quit Calendar.
Triple-click anywhere in the line below on this page to select it:
~/Library/Calendars
Right-click or control-click the highlighted line and select
Services ▹ Reveal in Finder (or just Reveal)
from the contextual menu.* A Finder window should open with a folder selected. Enter Time Machine and restore that folder from the snapshot you want.
Relaunch Calendar and test. Your calendars should be as they were when the snapshot was taken. If you don't sync with a server, stop here.
If you do sync some of the calendars with a server, select each one in turn and then select
File ▹ Export ▹ Export…
from the menu bar. You'll get ICS files with the filename extension ".ics".
Re-enable sync. Usually, all the calendars you just restored will be deleted. That's not a problem.
Create a new calendar on the server for each one you exported and want to sync:
File ▹ New Calendar
Then import the calendar from the corresponding ICS file by double-clicking it. Follow the prompts to import the new events to the calendar you just created.
For calendars that you don't want to sync, just import them again. They'll appear in the calendar list under On My Mac.
*If you don't see the contextual menu item, copy the selected text to the Clipboard by pressing the key combination command-C. In the Finder, select
Go ▹ Go to Folder...
from the menu bar and paste into the box that opens by pressing command-V. You won't see what you pasted because a line break is included. Press return.