facmodTS (version 1.0)

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

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 tsfmUpDn
print(x, digits = max(3, .Options$digits - 3), ...)

Value

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

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

Yi-An Chen and Sangeetha Srinivasan

See Also

fitTsfmUpDn, summary.tsfmUpDn

Examples

 # load data
data(managers, package = 'PerformanceAnalytics')
colnames(managers)
 # Make syntactically valid column names
colnames(managers) <- make.names( colnames(managers))
colnames(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")
 
print(fitUpDn)