print.ffm: Prints a fitted fundamental factor model

In sangeeuw/factorAnalytics: Factor Analytics

Description

S3 print method for object of class ffm. Prints the call, factor model dimension and summary statistics for the estimated factor returns, cross-sectional r-squared values and residual variances from the fitted object.

Refer to summary.ffm for a more detailed summary of the fit at each time period.

Usage

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

Arguments

x	an object of class ffm produced by fitFfm.
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

fitFfm, summary.ffm

Examples

data(Stock.df)
exposure.vars <- c("BOOK2MARKET", "LOG.MARKETCAP")
fit <- fitFfm(data=stock, asset.var="TICKER", ret.var="RETURN", 
              date.var="DATE", exposure.vars=exposure.vars)
print(fit)

sangeeuw/factorAnalytics documentation built on May 28, 2019, 3:40 p.m.