gets (version 0.40)

as.arx: Convert an object to class 'arx'

Description

The function as.arx is a generic function and its methods return an object of class arx.

Usage

as.arx(object, ...)
##S3 method for objects of class 'lm':
# S3 method for lm
as.arx(object, ...)
##S3 method for objects of class 'isat':
# S3 method for isat
as.arx(object, ...)

Value

Object of class arx

Arguments

object

object of class lm or isat

...

arguments passed on to and from other methods

Author

Genaro Sucarrat http://www.sucarrat.net/

See Also

lm, arx, isat

Examples

##generate some data:
set.seed(123) #for reproducibility
y <- rnorm(30) #generate Y
x <- matrix(rnorm(30*10), 30, 10) #create matrix of Xs

##typical situation:
mymodel <- lm(y ~ x)
as.arx(mymodel)
                                 
##use hetero-robust vcov:
as.arx(mymodel, vcov.type="white")

##add ar-dynamics:
as.arx(mymodel, ar=1:2)

##add log-variance specification:
as.arx(mymodel, arch=1:2)

## isat case to generate an arx object
data(Nile)
isat_object <- isat(Nile, sis=TRUE, iis=FALSE, plot=FALSE, t.pval=0.005, print.searchinfo = FALSE)
as.arx(isat_object)