Description Usage Arguments Value Author(s) See Also Examples
S3 predict
method for object of class tsfm
. It
calls the predict
method for fitted objects of class lm
,
lmRob
or lars
as appropriate.
1 2 |
object |
an object of class |
newdata |
a vector, matrix, data.frame, xts, timeSeries or zoo object containing the variables with which to predict. |
... |
optional arguments passed to |
predict.tsfm
produces a vector or a matrix of predictions.
Yi-An Chen and Sangeetha Srinivasan
1 2 3 4 5 6 7 8 9 10 | # load data from the database
data(managers)
# fit the factor model with LS
fit <- fitTsfm(asset.names=colnames(managers[,(1:6)]),
factor.names=c("EDHEC.LS.EQ","SP500.TR"), data=managers)
pred.fit <- predict(fit)
newdata <- data.frame("EDHEC.LS.EQ"=rnorm(n=120), "SP500.TR"=rnorm(n=120))
rownames(newdata) <- rownames(fit$data)
pred.fit2 <- predict(fit, newdata, interval="confidence")
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.