Description Usage Arguments Details Value Author(s) See Also Examples
summary
method for object of class tsfmUpDn
.
Returned object is of class summary.tsfmUpDn. This function provides a summary
method to an object returned by a wrapper function fitTsfmUpDn
.
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object |
an object of class |
... |
futher arguments passed to or from |
x |
an object of class |
digits |
number of significants digits to use when printing. Default is 3. |
Since fitTsfmUpDn
fits both up market and down market,
summary.tsfmUpDn
applies summary.tsfm
for both markets fitted
objects and combines the coefficients interested together.
Returns an object of class summary.tsfmUpDn
. This object contains
a list object of Up
and Dn
for up market and down market respectively.
The print method for class summary.tsfmUpDn
outputs the call,
coefficients (with standard errors and t-statistics), r-squared and
residual volatilty (under the homoskedasticity assumption) for all assets in up and
down market.
Object of class summary.tsfmUpDn
is a list of 2 containing:
Up |
A list of the up market fitted object. It is a class of |
Dn |
A list of the down market fitted object. It is a class of |
Yi-An Chen and Sangeetha Srinivasan.
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