predict.tsfmUpDn: Predicts asset returns based on a fitted up and down market...
In factorAnalytics: Factor Analytics

Description Usage Arguments Value Author(s) See Also Examples

S3 predict method for object of class tsfmUpDn. It calls the predict.tsfm method for a list object of Up and Dn

1 2	## S3 method for class 'tsfmUpDn' predict(object, ...)

`object`	an object of class `tsfmUpDn` produced by `fitTsfmUpDn`.
`...`	optional arguments passed to `predict.lm` or `predict.lmRob`, such as `se.fit`, or, to `predict.lars` such as `mode`.

predict.tsfmUpDm produces a list of Up and Dn. Both Up and Dn contain a vector or a matrix of predictions.

Yi-An Chen and Sangeetha Srinivasan

predict.tsfm,fitTsfmUpDn, summary.tsfmUpDn

# load data from the database
data(managers)
# fit the factor model with LS
fitUpDn <- fitTsfmUpDn(asset.names=colnames(managers[,(1:6)]),mkt.name="SP500.TR",
                       data=managers, fit.method="LS")
 
predict(fitUpDn)