pa (version 1.1)

regressionMulti-class: Class "regressionMulti"

Description

Class "regressionMulti" holds the results of an original portfolio, its benchmark, and the results of regression analysis of a multi-period portfolio.

Examples

## Multi-period regression analysis

data(quarter)

r2 <-regress(x = quarter, date.var = "date", ret.var = "return", reg.var = c("sector",
"value", "growth"), benchmark.weight = "benchmark", portfolio.weight =
"portfolio")

summary(r2)