print.tsfm: Prints a fitted time series factor model

In braverock/factorAnalytics: Factor Analytics for Asset Return Data

Prints a fitted time series factor model

Description

S3 print method for object of class tsfm. Prints the call, factor model dimension, regression coefficients, r-squared and residual volatilities from the fitted object.

Usage

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

Arguments

x	an object of class tsfm produced by fitTsfm.
digits	an integer value, to indicate the required number of significant digits. Default is 3.
...	optional arguments passed to the print method.

Author(s)

Yi-An Chen and Sangeetha Srinivasan

See Also

fitTsfm, summary.tsfm

Examples

data(managers, package = 'PerformanceAnalytics')
fit <- fitTsfm(asset.names=colnames(managers[,(1:6)]),
               factor.names=colnames(managers[,7:9]), 
               mkt.name="SP500.TR", data=managers)
print(fit)

braverock/factorAnalytics documentation built on March 2, 2024, 11:17 p.m.