summary.TimeSeriesFactorModel: summary method for TimeSeriesModel object.

In R-Finance/FactorAnalytics: factor analysis

Description

Generic function of summary method for fitTimeSeriesFactorModel.

Usage

  ## S3 method for class 'TimeSeriesFactorModel'
 summary(object,
    digits = 3, ...)

Arguments

object	An object created by fitTimeSeiresFactorModel.
digits	Integer indicates the number of decimal places. Default is 3.
...	Other option used in print method.

Author(s)

Yi-An Chen.

Examples

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

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