dm: Fitting dynamic models

In ctbrownlees/R-Package-dynamo: DYNAmic MOdels

Description

dm is used to fit dynamic models.

Usage

 dm( formula , data = parent.frame() , opts = NULL) 

Arguments

formula	an object of class "formula" (or one that can be coerced to that class): a symbolic description of the model to be fitted. The details of model specification are given under <e2><80><98>Details<e2><80><99>.
data	an optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. If not found in data, the variables are taken from environment(formula), typically the environment from which lm is called
opts	a list of op

Details

The dm procedure can be used to fit dynamic models.

Value

The 'dm' procedure returns an object of class 'dm'

The functions 'summary', 'plot' and 'print' are used to obtain and print a summary of the results.

An object of class "dm" is a list containing at least the following components:

Author(s)

Christian Brownlees

Examples

data( sp500 )

ret <- diff( log( sp500$price ) )*100

garch11 <- dm( ret ~ garch )

garch11

ctbrownlees/R-Package-dynamo documentation built on May 14, 2019, 12:27 p.m.