betaf: Calculating beta for a company or a select of companies

In FinAna: Financial Analysis and Regression Diagnostic Analysis

Description

Calculating beta using common method or linear regression(OLS)

Usage

betaf(x,y,method)

Arguments

x	:a vector or a data.frame of rate of return of companies
y	:name of the independent variable
method	:method of calculation; method = 1 for a common expression of beta(see detail); method = 2 using linear regression to estimate the beta

Examples

#betaf(appl,sp500)

Example output

FinAna documentation built on May 2, 2019, 2:51 p.m.