summary.tsfmUpDn: Summarizing a fitted up and down market time series factor...
In factorAnalytics: Factor Analytics

Description Usage Arguments Details Value Author(s) See Also Examples

summary method for object of class tsfmUpDn. Returned object is of class summary.tsfmUpDn. This function provides a summary method to an object returned by a wrapper function fitTsfmUpDn.

## S3 method for class 'tsfmUpDn'
summary(object, ...)

## S3 method for class 'summary.tsfmUpDn'
print(x, digits = 3, ...)

`object`	an object of class `tsfmUpDn` returned by `fitTsfmUpDn`.
`...`	futher arguments passed to or from `summary.tsfm` methods.
`x`	an object of class `summary.tsfmUpDn`.
`digits`	number of significants digits to use when printing. Default is 3.

Since fitTsfmUpDn fits both up market and down market, summary.tsfmUpDn applies summary.tsfm for both markets fitted objects and combines the coefficients interested together.

Returns an object of class summary.tsfmUpDn. This object contains a list object of Up and Dn for up market and down market respectively.

The print method for class summary.tsfmUpDn outputs the call, coefficients (with standard errors and t-statistics), r-squared and residual volatilty (under the homoskedasticity assumption) for all assets in up and down market.

Object of class summary.tsfmUpDn is a list of 2 containing:

`Up`	A list of the up market fitted object. It is a class of `summary.tsfm`
`Dn`	A list of the down market fitted object. It is a class of `summary.tsfm`

Yi-An Chen and Sangeetha Srinivasan.

fitTsfmUpDn, summary.tsfm

# load data from the database
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)
 
 summary(fitUpDn)