print.TimeSeriesFactorModel: print TimeSeriesfactorModel object

Description Usage Arguments Author(s) Examples

Description

Generic function of print method for fitTimeSeriesFactorModel.

Usage

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  ## S3 method for class 'TimeSeriesFactorModel'
 print(x,
    digits = max(3, .Options$digits - 3), ...)

Arguments

x

Fit object created by fitTimeSeriesFactorModel.

digits

Integer indicating the number of decimal places. Default is 3.

...

Other arguments for print methods.

Author(s)

Yi-An Chen.

Examples

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# load data from the database
data(managers.df)
fit.macro <- fitTimeSeriesFactorModel(assets.names=colnames(managers.df[,(1:6)]),
                                      factors.names=c("EDHEC.LS.EQ","SP500.TR"),
                                      data=managers.df,fit.method="OLS")
print(fit.macro)

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