as.arx: Convert an object to class 'arx'

In gets: General-to-Specific (GETS) Modelling and Indicator Saturation Methods

Convert an object to class 'arx'

Description

The function as.arx is a generic function and its methods return an object of class arx.

Usage

as.arx(object, ...)

##S3 method for objects of class 'lm':
## S3 method for class 'lm'
as.arx(object, ...)

##S3 method for objects of class 'isat':
## S3 method for class 'isat'
as.arx(object, ...)

Arguments

object	object of class lm or isat
...	arguments passed on to and from other methods

Value

Object of class arx

Author(s)

Genaro Sucarrat http://www.sucarrat.net/

See Also

lm, arx, isat

Examples

##generate some data:
set.seed(123) #for reproducibility
y <- rnorm(30) #generate Y
x <- matrix(rnorm(30*10), 30, 10) #create matrix of Xs

##typical situation:
mymodel <- lm(y ~ x)
as.arx(mymodel)
                                 
##use hetero-robust vcov:
as.arx(mymodel, vcov.type="white")

##add ar-dynamics:
as.arx(mymodel, ar=1:2)

##add log-variance specification:
as.arx(mymodel, arch=1:2)

## isat case to generate an arx object
data(Nile)
isat_object <- isat(Nile, sis=TRUE, iis=FALSE, plot=FALSE, t.pval=0.005, print.searchinfo = FALSE)
as.arx(isat_object)

gets documentation built on July 29, 2026, 9:07 a.m.