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

In sangeeuw/factorAnalytics_Avinash: Factor Analytics

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

data(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",control=NULL)
 
print(fitUpDn)

sangeeuw/factorAnalytics_Avinash documentation built on May 22, 2019, 2:48 p.m.