print.tsfmUpDn: Prints out a fitted up and down market time series factor...

In braverock/factorAnalytics: Factor Analytics for Asset Return Data

Prints out a fitted up and down market time series factor model object

Description

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

Usage

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

Arguments

x	an object of class tsfmUpDn produced by fitTsfmUpDn.
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

fitTsfmUpDn, summary.tsfmUpDn

Examples

 # load data
data(managers, package = 'PerformanceAnalytics')
colnames(managers)
 # Make syntactically valid column names
colnames(managers) <- make.names( colnames(managers))
colnames(managers)

# example: Up and down market factor model with LS fit
fitUpDn <- fitTsfmUpDn(asset.names=colnames(managers[,(1:6)]),
                       mkt.name="SP500.TR",
                       data=managers, 
                       fit.method="LS")
 
print(fitUpDn)

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