facmodTS (version 1.0)

print.tsfm: Prints a fitted time series factor model

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

# S3 method for tsfm
print(x, digits = max(3, .Options$digits - 3), ...)

Value

print.tsfm prints a brief summary of an object of class tsfm.

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

Yi-An Chen and Sangeetha Srinivasan

See Also

fitTsfm, summary.tsfm

Examples

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