reg Object.The function prints selected outcomes obtained from roll.reg and rec.reg.
# S3 method for reg
print(x, ...)Called for printing.
an object of reg class
not used
The function prints mean regression coefficients from the analyzed period, Root Mean Squared Error (RMSE) and Mean Absolute Error (MAE) from the estimated model. For roll.reg it also shows the size of a rolling window.
wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- (diff(log(drivers)))[-1,]
roll <- roll.reg(y=ld.wti,x=ld.drivers,window=100)
rec <- rec.reg(y=ld.wti,x=ld.drivers)
print(roll)
print(rec)
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