Description Usage Arguments Value
fun_getLmStats
1 2 3 4 |
df |
Dataframe with daily prices, mean, sd, reVol and lagged reVol one want to use as regressors |
period |
Period one want to have the lagged date |
sign |
If one want to regress on sign og value of lagged values |
name |
Name of object |
tablePeriods |
Periods one want to have in output table. This is also the range of the lagged plot |
savePlot |
If one want to save plot |
outputFig |
Output path if one have said TRUE to saveplot |
width |
Width of plot saved |
height |
heigh of plot saved |
A list
name table |
description Table of statistics for coefficients for regressors |
name tvalues |
description Table only with t-values |
name plotAlpha |
description plot of alpha's (intercepts) t-statistics |
name xtable |
description table but on the form which can be put directly into Latex |
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