predict.StatFactorModel: predict method for StatFactorModel object.
In R-Finance/FactorAnalytics: factor analysis

Generic function of predict method for fitStatisticalFactorModel. It utilizes function predict.lm.

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  ## S3 method for class 'StatFactorModel'
 predict(object,
    newdata = NULL, ...)

`object`	A fit object created by fitStatisticalFactorModel.
`newdata`	A vector, matrix, data.frame, xts, timeSeries or zoo object to be coerced.
`...`	Any other arguments used in `predict.lm`, such as `newdata` and `fit.se`.

Yi-An Chen.

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data(stat.fm.data)
fit <- fitStatisticalFactorModel(sfm.dat,k=2)
pred.stat <- predict(fit)

R-Finance/FactorAnalytics documentation built on May 8, 2019, 3:51 a.m.

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