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This GUI estimates ARIMA both with automatic lag selection and fixed lag length. The GUI is only only a GUI, but also a output format.
iClick.lm(dep,indep,data,Formula=NULL,bootrep=99)
Fitted lm regression output.
A R data object for lm()
scalar, the number of column as dependent variable
scalar, the numbers of column as independent variables
A formula for lm, default is NULL, if specified, dep and indep should leave empty. See example below
Bootstrap replications, default is 99
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University
This GUI fits equaiton into lm regression.
lm()
data("FFplusMOM") iClick.lm(dep=2,indep=c(3,5:6),data=FFplusMOM, bootrep=9) #Eq=RET~(MK_BETA+HML_BETA+SMB_BETA)^2 #iClick.lm(Formula=Eq,data=FFplusMOM, bootrep=9)
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