print.tsfm: Prints a fitted time series factor model

Description Usage Arguments Author(s) See Also Examples

View source: R/print.tsfm.r

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

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## 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

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

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