View source: R/gets-lm-source.R
as.arx | R Documentation |
The function as.arx
is a generic function and its methods returns an object of class arx
.
as.arx(object, ...) ##S3 method for objects of class 'lm': ## S3 method for class 'lm' as.arx(object, ...)
object |
object of class |
... |
arguments passed on to and from other methods |
Object of class arx
Genaro Sucarrat http://www.sucarrat.net/
lm
, arx
##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)
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