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 tsfmUpDn
summary(object, ...)# S3 method for summary.tsfmUpDn
print(x, digits = 3, ...)
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:
A list of the up market fitted object. It is a class of summary.tsfm
A list of the down market fitted object. It is a class of summary.tsfm
an object of class tsfmUpDn returned by fitTsfmUpDn.
futher arguments passed to or from summary.tsfm methods.
an object of class summary.tsfmUpDn.
number of significants digits to use when printing. Default is 3.
Yi-An Chen and Sangeetha Srinivasan.
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.
fitTsfmUpDn, summary.tsfm