jubilee.predict: Make prediction based on linear regression

In jubilee: Forecasting Long-Term Growth of the U.S. Stock Market and Business Cycles

Description

Make prediction based on the linear regression of the forward return. Refer to the tutorial for more detail.

Usage

jubilee.predict(object, lm, data)

jubilee.predict_real(object, lm, data)

Arguments

object	object of jubilee class
lm	the linear model
data	data used to predict (similar to newdata of stats::predict)

Value

data.table containing the prediction

Author(s)

Stephen H. Lihn

References

See Section 7 of Stephen H.T. Lihn, "Jubilee Tectonic Model: Forecasting Long-Term Growth and Mean Reversion in the U.S. Stock Market." Available at http://dx.doi.org/10.2139/ssrn.3156574

jubilee documentation built on Jan. 24, 2020, 5:10 p.m.